Activity
Mon
Wed
Fri
Sun
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
What is this?
Less
More
Memberships
Strat - Quant Study Group
76 members • Free
2 contributions to Strat - Quant Study Group
6d •Â
Intro and strategy
Hello to everyone, Ex insto trader who has traded full time since 2018. I have very basic python skills and looking for help to automate my strategies. Currently manually working on MGTN dispersion strategy via long/short equity or options, market neutral. This will be my focus in 2026. Any help with developing code to automate this via IB would be greatly appreciated.
0 likes • 4d
Hey Teun, here is the description https://cdn.cboe.com/api/global/us_indices/governance/Cboe_Magnificent_10_Index_Methodology.pdf Beta / variance adj long equity vs MGTN. Happy to discuss in more detail
0 likes • 3d
this guy wrote a really good explainer. https://www.reddit.com/r/quant/comments/1nmxdef/almost_everything_you_wanted_to_know_about/ I want to start with cash equities first (not part of his comments) and then do an option overlay closer to his vol strategy - its essentially what i'm doing now but manually. I'll write up some notes and simplify this a bit and share on here. Happy to work w anyone who wants to work w me on this.
7d •Â
What time do you want to study?
Figure we should all get together for maybe a once weekly group study call where we can share what we are learning and maybe build a project together. What time works best for you?
Poll
16 members have voted
0 likes • 6d
Any day > 6pm EST
1-2 of 2
