Part 2: Quantitative Fundamentals

Goal for this stage: Build a solid foundation. Understand how markets work, how data is processed, how strategies are validated, and where risks come from. Without these fundamentals, the Agents we build later are castles in the air.


Lessons

LessonTopicDeliverable
Lesson 02Financial Markets and Trading BasicsUnderstand market structure and trading costs
Lesson 03Math and Statistics FundamentalsMaster the mathematical language of returns and risk
Lesson 04The Real Role of Technical IndicatorsUnderstand that indicators are feature engineering, not holy grails
Lesson 05Classic Strategy ParadigmsMaster trend following, mean reversion, and other foundational strategies
Lesson 06The Harsh Reality of Data EngineeringData pipeline scripts
Lesson 07Backtest System PitfallsBacktesting framework template
Lesson 08Beta, Hedging, and Market NeutralityBeta decomposition and hedge ratio calculations

Background Knowledge

DocumentDescriptionSuggested Reading Time
Exchanges and Order Book MechanicsDifferences between L1/L2/L3 data15 min
High-Frequency Trading and Market MicrostructureUnderstanding HFT strategies, Kyle's Lambda20 min
HF Market MicrostructureDeep dive into order books, spreads, market impact20 min
Tick-Level Backtesting FrameworkEvent-driven backtesting, queue position simulation25 min
Statistical Traps of Sharpe RatioEstimation error, multiple testing, Deflated Sharpe20 min
Candlestick Patterns and Volume AnalysisCandlestick patterns, volume analysis, and quantitative applications20 min
Cryptocurrency Trading CharacteristicsUnique challenges of 24/7 markets10 min
Data Sources and API ComparisonChoosing the right data source10 min

After Completing This Stage

You will be able to:

  • Understand the characteristics of different markets: stocks, futures, cryptocurrencies
  • Describe returns and risk using mathematical language
  • Recognize the real value and limitations of technical indicators
  • Build data pipelines, handling API rate limits, missing data, and other issues
  • Avoid common backtesting pitfalls (overfitting, lookahead bias, etc.)
  • Understand the difference between Beta and Alpha, and know where returns come from
  • Calculate hedge ratios and understand why market neutrality is difficult

Next Stage

Part 3: Machine Learning - From Traditional Models to Agents

Cite this chapter
Zhang, Wayland (2026). Part 2: Quantitative Fundamentals. In AI Quantitative Trading: From Zero to One. https://waylandz.com/quant-book-en/part2-overview
@incollection{zhang2026quant_part2_overview,
  author = {Zhang, Wayland},
  title = {Part 2: Quantitative Fundamentals},
  booktitle = {AI Quantitative Trading: From Zero to One},
  year = {2026},
  url = {https://waylandz.com/quant-book-en/part2-overview}
}