📈 Algo Trader | 10 Yrs Building Quant System ⚠️ Not Financial Advice 🚀 Help You Build Winning Trading System 🔥 Free Algo Trading Course HERE ⤵️
Joined September 2025
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Replicate Ray Dalio’s “Holy Grail” to construct your portfolio.
Here is the Python code in ……. 🧵🪡
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Step 1 - Calculate the returns and identify 10-15 uncorrelated streams
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Step 2 - Construct a risk balanced portfolio using risk parity portfolio optimizer🧵
FREE Python training from JP Morgan
JP Morgan technologists and traders help you to understand complex quant topics without formal programming backgrounds in Python.
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Link To JP Morgan Python Training → github.com/jpmorganchase/pyt…
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Want to learn Python and Algo Trading?
Do 3 things:
• CLICK LIKE button
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5 signs the market regime has shifted:
• Vol expands >2x from baseline
• Correlation across assets spikes
• Trend signals flip in 2 timeframes
• Edge evaporates despite clean entries
• Drawdown wider & longer than backtest
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VIX is not volatility for “the market.” It’s SPX.
Tech? Look at VXN.
Small caps? RVX.
Dow? VXD.
Different indices, different stress.
2020 taught a simple rule: if your risk is concentrated, your volatility gauge better match your actual exposure.
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Old strategy ≠ obsolete strategy.
The market’s not outsmarting this simple old school strategy 🤯🤯🤯
This research paper backs it up……🧵🪡
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Enhanced version implied exist using VWAP and volatility targeting. Below is the performance comparison.
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Link to paper → bit.ly/BeatTheMarketSPY
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😱 OMG, this FREE Standford YouTube helped me to build a 66% win-rate strategy!!!
Details in ... 🧵🪡
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What is Linear Regression?
A statistical method that models the relationship between a dependent variable and independent variable(s) by fitting a straight line that best summarizes the data
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How to use this model to build a trading strategy?
Pick a leading factor and fit it to linear regression model to "explain" the price move. Define the buy/sell signal based on how the independent variable(s) deviate the model
🔗youtube.com/watch?v=mKalBNrx…
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BACKTEST STRATEGIES THAT WORK 💪
1. Test 250 trades minimum
2. Include slippage in calculations
3. Run across market conditions
4. Validate walk-forward periods
5. Check drawdown tolerance
6. Review Sharpe ratio metrics
7. Paper trade 3 months live
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🔥 Want help to learn Python for Algo Trading FREE?
👉 Grab HERE: quanthustle.com/python-opt?u…
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