About this site
SuperQuants is an independent publication and open-source project dedicated to the systematic, data-driven world of algorithmic trading. It chronicles the journey of building a portfolio of trading strategies from the ground up, sharing every step along the way.
It’s important to me that this blog is seen for what it is: a purely educational project. Nothing here should ever be taken as financial advice.
This project was started by a software engineer with two decades of experience in building complex systems. After years of being a passive investor, a question arose:
"Can the principles of software engineering—logic, data, and systematic processes—be used to build a real edge in the financial markets?"
This site is the ongoing answer to that question. It also serves as a public research journal—a way to enforce accountability and ensure that every new concept is explored and understood in depth. The best way to truly learn something is to explain it.
It is written for developers, engineers, and other data-minded individuals who are curious about quantitative trading but don't know where to start. We will explore how the principles of good software engineering can be used to build a real edge in the markets. If you believe in data over drama and process over prediction, you're in the right place.
Our Guiding Philosophy
The strategies explored and coded on SuperQuants are primarily based on well-documented, public research and academic papers. The goal is not to share secret 'alpha', but to master the process.
The true, sustainable edge in trading comes from the rigorous application of a scientific method: from research and hypothesis to backtesting and execution. By focusing on classic, well-understood strategies, we can learn the timeless techniques of quantitative trading and build a robust framework for discovering our own unique edge. This blog is about learning how to fish, not being given a fish.
What to Expect
By subscribing, you get full access to a radically transparent process, including:
- Real-World Experiments: Detailed backtests and forward-tests of trading strategies, with transparent results: successes and failures alike.
- Complete Code Breakdowns: Access to the open-source code (primarily in Python and Rust) for the strategies and tools used, so you can learn from and build upon the work.
- Hard-Won Lessons: Honest reflections on the real challenges of systematic trading, from data sourcing and risk management to the psychology of live execution.
Join the Journey
If you're ready to move beyond talking-head analysis and dive into a data-driven approach to the markets, subscribe below. You'll get every new post delivered straight to your inbox. No spam, no noise—just the journey.