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26-10

XTX Founder’s AI Trading Adds £19.89M Daily
Nasdaq 100 Rises >20% 4 Years; Citi Overweights Gold
AI Threatens ECDSA; WorldQuant Championship Hits 156K
Vnpy 4.5.0 Upgrade & DSTNet: Outperforming Random Walk
Hedge Fund Leverage Crisis & Quant Opportunities
Polars 2.0, AI Tax, and Quant Insights: Oct 6, 2026
Millennium Hires Jera Trader; Kalshi Sparks Quant Arbitrage
US Jobs Miss, AI Twins, and Quant Research: Asset Growth Anomaly
Optiver AI Contest Evaluates Real-Time Earnings Reaction

26-09

From Engineering to WorldQuant: Repo Microstructure & Rate Shocks
Duan Yongping Buys Moutai; AI Agents, Quant Hires & Research
Vance Harwood’s Passing, AI in Finance, and Dynamic Thresholds
US Yields Break 5%, AI Chaos: A Quant's Guide to Unpredictable Markets
Jev Model Enters Quant World: 56GB China A-Share Dataset
Quantide Loop 2026-09-21: Kimi 3.1 Rumors, AQR on HFT & EMH
Quantide Loop: Step 5 MoE, SHFE Options, and AQR Factor Insights
Fed Hike, MNQ Signal Failure, Variance Swap Thresholds

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24lectures

24-Lesson Quant Trading Course: Full Pipeline & Live Trading
2025 Quant Investing Course: FAQ on Learning Time and Profitability
Quantide’s 24-Lesson Quant Course: Architecture & Syllabus
24-Lecture Quant Trading Course: From Data to Live Trading
24 Lessons in Quantitative Investing: Syllabus

factor-ml

Factor Investing FAQ: From CAPM to Multi-Factor Models
Factor Preprocessing FAQ: Outliers, Missing Data, Standardization, Neutralization
Factor Testing FAQ: Regression, IC, and Layered Backtests
FAQ: Factor Machine Learning Course
Factor Analysis & ML Strategy: Course Guide
Factor ML Course Syllabus: From Alpha Mining to Live Trading

numpy-pandas

Numpy & Pandas for Quant: Essential Data Processing
NumPy & Pandas Syllabus for Quant Data Processing

qmt

Mastering XtQuant: QMT Live Trading with Third-Party Frameworks

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2026

October
- 2026 Q3 Quant Hiring: Python, C++, and ML Dominance
- Why Good News Doesn't Lift Stocks: AI Earnings Prediction Contest
September
August
- Is a $934 Quant Course Worth It? GPT Evaluates LLM Trading
April
March
January

2025

December
- UV & Pydantic 2.0: The 2026 Python Engineering Foundation for Quant Systems
- IPO Lottery: 5 Quant Strategies for Retail Investors
November
October
September
August
July
June
May
April
- How I Built a Complex Quant Project with Augment AI
March
- GBDT Regression Secrets: Beyond DeepSeek
February
- Automated Triangle Pattern Detection for Quant Trading
- DeepSeek’s Pit, Not the Grave: Why Junior Devs Can’t Escape
January
- Validating HDBSCAN for Stock Selection via Cointegration
- HDBSCAN Clustering for Pairs Trading: 99x Speed Boost

2024

December
November
October
September
August
July
June
May
April
March
February
- Why Every Quant Should Use DuckDB
January

2023

December

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products

Zillionare 1.0: A High-Performance Distributed Quant Framework
East Money Quant Interface: Installation & Config Guide
Zillionare: Open-Source Quant Framework for Large-Scale Data
Zillionare 2.0 Data Sync & Maintenance Guide
Zillionare 2.0: Resolving 'Unclosed Bar' Build Failures
Zillionare 2.0 Docker Setup: Deploying a Quant Research Environment

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best-practice-python

Why Python? The Case for Quantitative Finance
Chapter 2: Setting Up Your Python Quant Dev Environment
Chapter 3: Setting Up Python Virtual Environments
Standard Python Project Layout & Automated Generation
Poetry: Python Project Management and Semantic Versioning
10x Coding: AI, Type Hints, and Linting for Python
Chapter 7: Python Unit Testing with Pytest and Mock
Git Version Control Best Practices for Quant Devs
Chapter 9: Continuous Integration & Automation with GitHub Actions
Writing Technical Docs: Sphinx vs MkDocs
Packaging and Publishing Python Applications

numpy-pandas

Numpy and Pandas: The Native Language of Quant Developers
NumPy Core Syntax: Arrays, Indexing, and Quant Preprocessing
Numpy Structured Arrays for Tabular Data in Quant Finance
NumPy Core Syntax 3: Type Conversion, Typing, and NaN Handling
NumPy for Quant: Random Sampling, RNG, and IO
NumPy Date/Time and String Ops for Quant Data
NumPy Masked Arrays & ufuncs: Vectorized Quant Finance
Numpy Vectorization for Quant: Counting Consecutive Runs
Vectorize Linear Regression: 100x Speedup with Numpy
Numpy Vectorization in Quant: Outlier Clipping, Rolling MDD, and Adaptive Signals
Pandas Core Syntax for Quant: Series, Indexing, and Financial Data
Pandas Series Essentials: Indexing, Alignment, and Ranking
Pandas Core Syntax Part 3: DataFrame Creation, Merging, and Manipulation
Pandas for Quant: Logic, Grouping, Indexing, and Stats
Pandas Core Syntax 5: Data Preprocessing & High-Performance IO
Pandas Essentials: Datetime & String Ops for Quant Data
Pandas Styler & Plotting: Data Visualization for Quants
Pandas for Quant: Alphalens Data Prep & TDX Rolling Functions
Pandas Performance: Memory & Speed Hacks for Quant Data
Pandas Alternatives: Modin, Polars, Dask for Quant Data

visualize

Dash Web Apps: Routing, Auth, and Pitfalls
Scaling and Normalization in Quant Strategies: Beyond ML
Mastering Matplotlib GridSpec: Advanced Layouts and Subplots
Mastering Matplotlib Layouts: Subgridspec and Mosaic
Using Q-Q Plots for Statistical Inference

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