A Summary and The Article Map

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Welcome

Hello and welcome to our fourteenth article. This issue introduces a map for the articles written so far. All articles are saved at our Medium page and on the IQT website, which has a clickable version of the map of all articles: https://theiqt.com/blog.

These articles are based on my experience from consulting and product development at The IQT. Do let us know if there are topics you would like us to cover, questions you would like to resolve, or if there are insights you would like to share from your own experience.

Last Time

In Article 13 — “Performance Metrics — Distributions and the Sharpe Ratio (Part 4 of 4)”, we outlined some key distributional features which give insight on a strategy’s performance, as well as the Sharpe Ratio and some of it alternatives.

Overview

1. A clickable map of all articles to date will be held at The IQT website at: https://theiqt.com/blog.

2. Clicking on a particular element in the map will take you to the article on the IQT website.

3. The key at the top explains the different items in the diagram;

i) The blue text on the left of all boxes, in small caps, contains the names of the general topics for the articles to the right.

ii) Dashed lines separate topics with their associated articles

iii) White boxes represent theoretical / foundational articles

iv) Blue boxes represent applied articles written by The IQT

v) Orange boxes represent applied articles written by external entities, e.g. members of the London Systematic Traders meetup group.

Main Points

1, 2. Below is a map of all the articles written to date as well as some prospective new articles as of 19th October 2022. Each box represents an article; clicking on a box in the latest version of the map will take you to its Medium page. The latest version of the map is available at: https://theiqt.com/blog.

3. The left-most blue text in small caps contains the topics for articles. Foundational / theoretical articles are shown in white boxes to the right of these, and subject areas are separated by a dashed line. The topics we have covered so far are:

i) Introduction: this topic contains 4 articles (boxes) to the right, including introductory articles, such as this one.

ii) Strategies: this topic has 4 white boxes to the right, covering articles on the trading process and types of strategy.

iii) Performance: this topic includes 6 white boxes to the right, outlining trading performance metrics and how these may relate to a trader’s personality.

iv) Technology: there are no foundational articles (white boxes) for this topic yet, we may add some later on programming and trading platforms / tools, based on demand.

Articles which showcase applications to real-life trading will be shown in coloured boxes; blue boxes will represent applied articles relating to The IQT’s products, while orange boxes will represent viewpoints from specialists outside The IQT. E.g. the first applied article will be from The IQT and will highlight the benefits available from using Advantage, our software product which greatly facilitates writing algorithmic trading strategies.

The orange boxes correspond to 3 prospective articles which will be written by members of the London Systematic Traders meetup group. You are more than welcome to add to these, e.g. if you have a trading strategy you would like to share and are seeking investment for. Note that we may have to edit; as well as promoting your product / strategy / self, there need to be some learning points which readers can take away.

Thanks and happy trading!

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The Institute of Quantitative Technology
The Institute of Quantitative Technology

Written by The Institute of Quantitative Technology

The IQT offers Tools, Solutions and Training to Algorithmic Traders to help them maximise returns and optimise strategies.