Looking to get into quant/algo trading...

Looking to build an extremely basic trading algorithm that carries out a simple strategy (e.g. buying all stocks that fell >10% in last week and selling all stocks that did the reverse). Also would love to be able to test this out on past markets to see how it would have performed.

Obvs not a great strategy but just wanted to learn how to code this stuff to test out basic ideas and because I'm genuinely interested in learning more about this.

Have little experience coding, hence would like to do it in python as that's the only language I know.

If anyone has any idea of resources/a good place to start it would be very helpful. Never done anything like this before or any finance coding project so would love some advice on how to learn.

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This is something I've only recently become interested in. I'm gonna be interning in IB this coming summer, so thought it would be good to try learn about the industry and start programming on my own before next recruitment cycle so that I have something to talk about in interviews and am sure that this is something I enjoy.

Regarding top algo firms, which have strong graduate training programs?

 

The best way to learn to code anything I still think is to have a go, code doesn't work and then problem solve to fix it.

Having said that to get started there are lots of good tutorials for building an algo in python on YouTube, for example a 3 hour one from freeCodeCamp. If you want something longer you can try Udemy or places like that, but I would suggest you start on YouTube and then as soon as you feel you have some idea of what you are doing you can implement your own strategy.

Good luck!

 

You're welcome! I have used Python quite a bit myself, both in roles in risk management and for personal projects and in courses, so let me know if you need any more help. Though the best way to learn is to try and figure things out on your own. Also, I would recommend using Visual Studio Code for your IDE. This has some good free AI assistants also as extensions to help you when you will inevitably get stuck. 

 
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Great initiative! Python is an excellent choice for building and testing trading strategies. Since you're new to finance-related coding, I’d recommend starting with Pandas for data manipulation and yfinance to fetch historical stock data.

For backtesting, you can use Backtrader or Vectorbt, both of which are beginner-friendly and widely used for strategy testing. Here’s a simple roadmap to get you started:

  1. Fetch Data – Use yfinance to pull stock data (e.g., last week's price movements).
  2. Implement Your Strategy – Write a script to identify stocks that dropped >10% and those that gained >10%.
  3. Backtest It – Use Backtrader or Vectorbt to see how your strategy would have performed historically.
  4. Optimize & Expand – Try tweaking parameters, adding stop-loss, or testing different timeframes.

A great resource to learn from is the QuantConnect documentation and YouTube tutorials on algo trading with Python.

Would love to hear how it goes!

 

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