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QT101 Introductory Lectures in Quantitative Trading

Free video course on Python infrastructure and architecture for quantitative trading.

From the Xiry library · Updated 10 October 2026

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QT101 is a free 26-lesson course taught by HangukQuant that covers the software engineering and mathematical foundations of systematic trading. It guides learners through building a modular backtesting system in Python, with a strong focus on object-oriented alpha generation, position sizing, and performance profiling. It provides practical architecture patterns used by practicing quants rather than toy scripts.

What it's for

  • Build a modular, object-oriented quantitative trading backtester in Python
  • Implement position sizing techniques like instrument and strategy volatility targeting
  • Profile and optimize financial backtesting code using vectorization and line profiling

Features

  • 7.5 hours of video lectures across 26 lessons
  • Market data retrieval using the yfinance API
  • Object-oriented programming patterns for building reusable alpha units
  • Relative and absolute position sizing implementations
  • Python concurrency with multithreading and generators
  • Code performance profiling using function and line profiling
  • Array vectorization and memory locality optimizations for data processing

Pricing

Free

Details

Type
Article or course
Category
Learning
Topic
Quantitative Finance
Open source
No
Platforms
Web
For
Developers and finance learners with basic Python knowledge who want to build systematic trading systems.
Alternative to
WorldQuant University, QuantConnect Bootcamp
Tags
quantitative trading, python, algo trading, finance, free course

Why it was saved

  • @HangukQuant, 21 February 2025: A complete, free, practitioner-made intro to quant trading, including the code and infra HangukQuant uses live.

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