Quant-Inspired Strategy
The Series
A complete documentation of the process that should be applied to strategy development — from first hypothesis through to automated execution. Watch in order. Written transcripts available for every episode.
Before You Start
How to follow this series
01
Watch in order
Each episode builds directly on the previous one. Do not skip episodes. The process is sequential by design.
02
Read the transcripts
Every episode has a written transcript available via the Read link.
03
Apply it to your own research
This series is not meant to be consumed passively. The goal is a repeatable process you can apply to your own ideas and dataset.
04
Discuss in Discord
Every episode has a dedicated thread in the Discord server. Post questions in the relevant thread so answers stay organised.
// IMPORTANT
The early episodes document the manual research phase — a necessary first step in the process. The series will progress through automated validation and full automation as subsequent episodes are released.
Episode Index
All episodes
#
Title
Description
Status / Links
01
How I Built A Quant-Inspired Trading Strategy
Series overview and the full development process from idea to execution.
02
Feature Engineering For Traders
Structuring raw price data into testable, measurable features.
03
Market Regimes Explained
Defining market structure mechanically so results can be compared across time.
04
From Observation to Hypothesis
Turning informal market observations into formally testable claims.
05
From Hypothesis to Measurable Data
Operationalising trading concepts into structured, consistent data.
06
How to Collect Impartial Trading Data
Manual backtesting done correctly — without bias corrupting the results.
07
Structuring & Evaluating Trading Data
Determining whether features have genuine predictive value.