A practical newsletter on systematic trading that walks through the quant workflow, from sourcing and cleaning market data to building predictive models in Python. It also promotes the author's Papers With Backtest platform and its library of trading strategies.
Website: https://blog.paperswithbacktest.com
Engineering notes from building a live algorithmic trading system in Elixir, covering production failures and design decisions such as token stores, rate limiting, account state and portfolio risk. Each post explains what was chosen, why it was enough, and what it cost.
Hands-on tutorials for building trading bots on the Kalshi prediction market using Python and its API. Issues combine personal trade stories from NFL games with code walkthroughs covering market data, authentication, order placement and live order books.
A practitioner shares techniques for building and testing automated trading strategies, such as using one LLM to code and another to audit backtests, and examining intraday breakout exits, slippage, and 0DTE options. The newsletter also covers combining rotational, swing, and intraday momentum strategies within a single live portfolio.
This blog from CrossTrade publishes practical guides to automating trades from TradingView alerts to Tradovate and NinjaTrader accounts. Readers get step-by-step setup instructions, alert examples and troubleshooting checklists for multi-account placement, exit orders and webhook failures.
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