AI Quantitative Trading
Build a production-ready quantitative trading system with multi-agent architecture
This book systematically explains how to build a multi-agent quantitative trading system from scratch, covering market fundamentals, data engineering, machine learning, multi-agent architecture, risk control, and production deployment.
⚠️ Disclaimer
This book is for educational and research purposes only and does not constitute investment advice. Quantitative trading involves significant risks and may result in loss of principal. Readers should fully understand the risks before making independent investment decisions. The author assumes no responsibility for any losses incurred from using the content of this book.
Table of Contents
Part 1: Quick Start
Establish a global perspective and understand the quantitative world and multi-agent architecture
| Lesson | Title |
|---|---|
| Lesson 01 | The Complete Landscape of Quantitative Trading |
Background Knowledge: Alpha and Beta · US vs China Quant Market Differences · Top Quantitative Hedge Funds · Famous Quantitative Disasters · Recommended Reading List
Part 2: Quant Fundamentals
Build a solid foundation in markets, data, strategies, and backtesting
| Lesson | Title |
|---|---|
| Lesson 02 | Financial Markets and Trading Basics |
| Lesson 03 | Math and Statistics Fundamentals |
| Lesson 04 | The Real Role of Technical Indicators |
| Lesson 05 | Classic Strategy Paradigms |
| Lesson 06 | The Harsh Reality of Data Engineering |
| Lesson 07 | Backtesting System Pitfalls |
| Lesson 08 | Beta, Hedging, and Market Neutrality |
Background Knowledge: Exchanges and Order Book Mechanics · HF Market Microstructure · Tick-Level Backtesting Framework · Statistical Traps of Sharpe Ratio · Candlestick Patterns and Volume Analysis · Cryptocurrency Trading Characteristics · Data Sources and API Comparison
Part 3: Machine Learning
From traditional models to decision-making agents
| Lesson | Title |
|---|---|
| Lesson 09 | Supervised Learning in Quantitative Finance |
| Lesson 10 | From Models to Agents |
Background Knowledge: LLM in Quantitative Research · Triple Barrier Labeling Method · Time Series Cross-Validation (Purged CV) · Reinforcement Learning in Trading · Alternative Data (NLP and Satellite) · Meta-Labeling Method · Feature Engineering Pitfalls · Limitations of ML in Finance · Model Architecture Selection Guide · Model Drift and Retraining · MLOps Infrastructure · Cutting-Edge ML and RL Methods (2025)
Part 4: Multi-Agent Systems
Build collaborative agent architectures for specialization and risk control
| Lesson | Title |
|---|---|
| Lesson 11 | Why Multi-Agent Architecture |
| Lesson 12 | Market Regime Detection |
| Lesson 13 | Regime Misclassification and Systemic Failure Patterns |
| Lesson 14 | LLM Applications in Quantitative Trading |
| Lesson 15 | Risk Control and Capital Management |
| Lesson 16 | Portfolio Construction and Risk Exposure Management |
| Lesson 17 | Online Learning and Strategy Evolution |
Background Knowledge: Multi-Agent Framework Comparison · Quantitative Open-Source Framework Comparison · Mean-Variance Portfolio Optimization
Part 5: Production and Practice
From backtesting to live trading, deploy a running trading system
| Lesson | Title |
|---|---|
| Lesson 18 | Transaction Cost Modeling and Tradability |
| Lesson 19 | Execution Systems - From Signals to Real Fills |
| Lesson 20 | Production Operations |
| Lesson 21 | Project Practice |
| Lesson 22 | Summary and Advanced Directions |
Background Knowledge: Execution Simulator Implementation · Strategy Homogenization and Capacity Bottlenecks · Algorithmic Trading Regulations (2024-2025)
Appendices
| Appendix | Title |
|---|---|
| Appendix A | Live Trading Record Standards Guide |
| Appendix B | 12 Common Ways Quantitative Systems Die |
| Appendix C | Human Decisions and Automation Boundaries |
| Appendix D | Quantitative Trading FAQ |
References
Statistics
| Item | Count |
|---|---|
| Main Lessons | 22 |
| Background Knowledge | 30 |
| Appendices | 4 |
| Total | 56 |
Reading Recommendations
| Reader Type | Recommended Path |
|---|---|
| Complete Beginner | Part 1 → All of Part 2 → Part 3 → Part 4 (skip Lesson 13) → Part 5 |
| With Programming Background | Lesson 01 → Quick review of Part 2 → All of Parts 3-5 |
| With Quantitative Background | Lesson 01 → Lesson 08 → All of Parts 3-5 |
| Architecture Focus Only | Lesson 01 → Lessons 10-17 → Appendix B |