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SoloQuant Academy

Short evening lessons for people who work. Quant trading, Python, data, systems, architecture.

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Tag: after-work

pythonempyricalafter-worktutorial

Empyrical performance metrics after work: sharpe and friends without self-myth

After-work guide to empyrical performance metrics: common return statistics as a shared research vocabulary. Educational only. Not investment advice.

pythonalphalensafter-worktutorial

Alphalens factor analysis after work: tear sheets that humble your factors

After-work guide to alphalens factor analysis: factor IC and quantile returns as research hygiene. Educational only. Not investment advice.

pythonpandas-taafter-worktutorial

pandas-ta technical analysis after work: indicators that feel like DataFrames

After-work guide to pandas-ta technical analysis: pandas-native indicator helpers for evening feature labs. Educational only. Not investment advice.

pythonleanafter-worktutorial

LEAN engine (QuantConnect) after work: open-source event stack overview

After-work guide to lean engine quantconnect: what the LEAN engine is and how QC research maps to it. Educational only. Not investment advice.

pythonleanafter-worktutorial

QuantConnect LEAN local after work: run the open engine on your machine

After-work guide to quantconnect lean local: local LEAN setup mindset for evening debugging without the cloud. Educational only. Not investment advice.

pythonzipline-reloadedafter-worktutorial

Zipline-Reloaded tutorial after work: revive the pipeline workflow carefully

After-work guide to zipline reloaded tutorial: community-maintained Zipline for educational event backtests. Educational only. Not investment advice.

pythonbacktraderafter-worktutorial

Backtrader vs Zipline after work: event engines compared without tribalism

After-work guide to backtrader vs zipline: event-driven backtest engines—what each optimizes for. Educational only. Not investment advice.

pythonpyportfoliooptafter-worktutorial

PyPortfolioOpt beginner after work: classical allocation recipes in Python

After-work guide to pyportfolioopt beginner: mean-variance and friends as readable starter recipes. Educational only. Not investment advice.

pythonvectorbtafter-worktutorial

vectorbt backtesting tutorial after work: vectorized experiments, careful claims

After-work guide to vectorbt backtesting tutorial: NumPy-speed vectorized backtests for research iteration. Educational only. Not investment advice.

pythoncvxpyafter-worktutorial

CVXPY portfolio optimization after work: constraints you can read aloud

After-work guide to cvxpy portfolio optimization: convex optimization toys for allocation research hygiene. Educational only. Not investment advice.

pythonarchafter-worktutorial

ARCH/GARCH in Python after work: model volatility, not headlines

After-work guide to arch garch python tutorial: conditional volatility models for educational residual analysis. Educational only. Not investment advice.

pythonriskfolio-libafter-worktutorial

Riskfolio-Lib tutorial after work: portfolio risk metrics as a lab bench

After-work guide to riskfolio-lib tutorial: risk-based portfolio analytics for structured evening labs. Educational only. Not investment advice.

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