A comprehensive learning roadmap for mastering the core disciplines necessary for successful sole algorithmic trading. This repository serves as a structured template, guiding users through essential topics in software engineering, data science, machine learning, and finance. It combines certifications, curated resources, and hands-on projects.

Automated Hyperparameter Optimization framework for WorldQuant BRAIN Alphas using Optuna.

A collection of blogs and resources on algorithmic trading and quantitative finance

RustQuant is a modular quantitative finance platform built in Rust for financial modeling, market data processing, machine learning, and algorithmic trading. It combines high-performance Rust computation with modern data pipelines for scalable quantitative research and trading systems.

Market-neutral pairs trading engine using cointegration-based signals, backtested on S&P 500 (2018–2023)

A production-style quantitative valuation pipeline for equity options, combining high-performance pricing models with a full data and calibration workflow.