Quant Trading Tutorial Notebooks

These pages render the executed Quant Trading tutorial notebooks, including markdown notes, code cells, stdout, tables, and captured figures.

Page	Source notebook
Tutorial 00 - Decomposition-first quant trading roadmap	00_decomposition_first_quant_trading_roadmap.ipynb
Strategy Lab 01 - Trend-following strategy	01_detime_trend_following_strategy_lab.ipynb
Tutorial 01 - Real market data and the DeTime feature factory	01_market_data_and_decomposition_feature_factory.ipynb
Tutorial 02 - Moving averages and MACD through decomposition	02_decomposition_aware_moving_average_macd.ipynb
Strategy Lab 02 - Oscillation / residual-reversion strategy	02_detime_oscillation_reversion_strategy_lab.ipynb
Strategy Expansion 03 - Method-specific strategy variants	03_detime_method_specific_strategy_variants.ipynb
Tutorial 03 - Residual mean reversion: RSI, Bollinger and residual bands	03_residual_mean_reversion_rsi_bollinger.ipynb
Strategy Expansion 04 - Component pair trading and cointegration	04_detime_component_pair_trading_cointegration.ipynb
Tutorial 04 - Donchian and Turtle breakout with DeTime volume confirmation	04_turtle_donchian_breakout_volume_confirmation.ipynb
Tutorial 05 - Pair spread decomposition and stat-arb	05_pairs_spread_decomposition_stat_arb.ipynb
Tutorial 06 - Cross-sectional rotation and portfolio construction	06_cross_sectional_rotation_portfolio.ipynb
Native SSA high-return / low-drawdown strategy tutorial	07_native_ssa_high_return_low_drawdown_tutorial.ipynb