{"id":239737,"date":"2026-03-06T12:22:17","date_gmt":"2026-03-06T17:22:17","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=239737"},"modified":"2026-03-06T12:27:08","modified_gmt":"2026-03-06T17:27:08","slug":"ibkr-quant-blog-highlights-february-2026","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ibkr-quant-blog-highlights-february-2026\/","title":{"rendered":"IBKR Quant Blog Highlights \u2013 February 2026"},"content":{"rendered":"\n<p>Our newest collection of quantitative articles provides in-depth insights.<\/p>\n\n\n\n<p><strong>Trading Strategies &amp; Edge Finding<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/a-tale-of-two-prices\/\">A Tale of Two Prices<\/a> &#8211; Kris Longmore of Robot Wealth examines the factors behind divergence and convergence, providing insights that extend beyond statistical analysis.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/when-technical-indicators-are-a-red-flag-and-when-theyre-necessary\/\">When Technical Indicators Are A Red Flag \u2013 And When They\u2019re Necessary<\/a> &#8211; This Databento feature explains when technical indicators signal potential issues and when they are essential for analysis.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/algo-advantage-001-diversified-quant-trading-with-mean-reversion-and-trend-following-simon-mansell\/\">Algo Advantage 001 \u2013 Diversified Quant Trading with Mean Reversion and Trend Following \u2013 Simon Mansell<\/a> &#8211; In this Algo Advantage guest podcast, Simon discusses quantitative trading.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/finding-exploitable-edges-as-an-independent-trader\/\">Finding Exploitable Edges as an Independent Trader<\/a> &#8211; Kris Longmore, Robot Wealth, shares his personal experience in identifying and developing a tradable edge.<\/li>\n<\/ul>\n\n\n\n<p><strong>Coding &amp; Implementation<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/getting-started-with-the-interactive-brokers-python-api\/\">Getting Started with the Interactive Brokers Python API<\/a> &#8211; Dr. Hui Liu of IBridgePy reviews IBKR API use cases, such as market data access, order placement, portfolio management, and custom trading algorithm development.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/chat-with-llms-on-your-r-environment\/\">Chat with LLMs on Your R Environment<\/a> &#8211; Ozancan Ozdemir notes that recent advancements in large language models (LLMs) enable direct interaction within coding environments and provide immediate solutions to user queries.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/a-comprehensive-guide-backtesting-in-python\/\">A Comprehensive Guide Backtesting in Python!<\/a> &#8211; Dr. Hui Liu of IBridgePy explains the importance of backtesting. Python enables you to evaluate strategies on historical data, identify weaknesses, and optimize performance.<\/li>\n<\/ul>\n\n\n\n<p><strong>Forecasting &amp; Quantitative Analysis<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/revaluation-alpha-why-past-factor-returns-may-be-misleading\/\">Revaluation Alpha: Why Past Factor Returns May Be Misleading<\/a> &#8211; Larry Swedroe, Alpha Architect, reviews the paper \u201cRevaluation Alpha\u201d by Robert Arnott, Sina Ehsani, Campbell Harvey, and Omid Shakernia. The paper analyzes the extent to which changes in valuation levels, or \u201crevaluation alpha,\u201d have contributed to a factor\u2019s historical returns.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-dirty-secret-of-hyperparameters-theyre-all-trading-opinions\/\">The Dirty Secret of Hyperparameters: They\u2019re All Trading Opinions<\/a> &#8211; Quant Insider explores hyperparameters as operational beliefs regarding the speed of adverse market dynamics.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-10-golden-rules-of-time-series-forecasting\/\">The 10 Golden Rules of Time Series Forecasting<\/a> &#8211; Ozancan Ozdemir offers practical guidance on key principles for effective time series forecasting.<\/li>\n<\/ul>\n\n\n\n<p><strong>AI &amp; Machine Learning In Finance<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ai-transforming-stock-market-analysis\/\">AI Transforming Stock Market Analysis<\/a> &#8211; PyQuant News examines how AI is transforming stock market analysis. Advances in predictive analytics and algorithmic trading are changing how investors make decisions and manage risk.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/gold-silver-ratio-genai-with-quant-agent-on-azure-ai-foundry\/\">Gold\/Silver Ratio: GenAI with Quant Agent on Azure AI Foundry<\/a> &#8211; Selcuk Disci from DataGeeek demonstrates the AI Foundry Agent, which integrates Python and R through the rpy2 library. He uses this platform to conduct detailed analysis of the Gold\/Silver Ratio.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/revolutionizing-finance-ais-role-in-data-processing\/\">Revolutionizing Finance: AI\u2019s Role in Data Processing<\/a> &#8211; PyQuant News explores how financial institutions leverage AI to manage big data, enhance preprocessing, and create more effective predictive model features.<\/li>\n<\/ul>\n\n\n\n<p><strong>Market Structure &amp; Macro<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-secular-decline-in-interest-rates-and-the-rise-of-shadow-banks\/\">The Secular Decline in Interest Rates and the Rise of Shadow Banks<\/a> &#8211; Elisabetta Basilico, Ph.D., CFA, reviews a paper on the secular decline in interest rates and the increasing role of shadow banks in the mortgage market. <\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/retail-investors-and-the-mispricing-puzzle\/\">Retail Investors and the Mispricing Puzzle<\/a> &#8211; Larry Swedroe, Alpha Architect, discusses the study \u201cThe Retail Habitat\u201d by Toomas Laarits and Marco Sammon.<\/li>\n<\/ul>\n\n\n\n<p><strong>Cross-Industry Insights<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/data-models-rehearsal-lessons-from-aerospace-industry\/\">Data Models Rehearsal: Lessons From Aerospace Industry<\/a> &#8211; Roberto Delgado Castro notes that in data science, thorough parameter simulations are essential for building reliable and transparent models, as demonstrated by practices in the aerospace industry.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Our newest collection of quantitative articles provides in-depth 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