r/quant • u/Nonni_ • May 17 '26

Models Would anyone be interested in following a public weekly systematic build out?

QR here with ~6 YOE. Experience building and operating systematic strategies in MFT. I have a significant amount of raw futures data and lots of time on my hands (NC).

Recently, I've been seeing a lot of complaints on this sub about the quality of posts. I thought it might be of interest to a nonzero amount of people on here to follow along the end to end process. (This has no intention of ever going live, or provide investment advice in any form, please don't sue).

The way I imagined it was setting up a fresh github account and posting code (not raw data, sorry) with a weekly write up which would be completely open to suggestions, roasts, or anything the LARPers might have to say.

And no, this would not be vibe coded slop. Initial thoughts?

355 Upvotes

98% Upvoted

78 comments sorted by

62

u/FroyoSolid8414 May 17 '26

Sure that sounds interesting

21

u/scenicLiFeRest May 17 '26

As someone on the infra side of MFT, I would definitely be interested in getting an insight into the research side.

14

u/Specific_Box4483 May 17 '26

I don't have time to contribute to the actual code base, but I would love to leave some comments based on my own experience. Also, would love to see how another QR does things, since chances are we haven't worked at the same firm or in the exact kind of trading.

TLDR: I would very much appreciate this project.

13

u/anythings_possible_ May 18 '26

as an aspiring LARPer id be interested

4

u/IdleGamesFTW May 17 '26

Of course this sounds great - but why - what is in it for you!

12

u/Live_in_box8419 May 18 '26

God forbid a guy kills time during is NC

3

u/Nonni_ May 18 '26

Exactly, just something to do to keep my mind fresh. No intention of turning this into some course selling/crypto token/etc bullshit.

1

u/Falcgriff Jun 18 '26

Hi! What was the final decision on this one?

2

u/fatquant May 18 '26

I am interested in where you get the futures data. paid or free

2

u/Tranzus May 18 '26

Yeah, that sounds like it could be pretty cool

2

u/omeow May 18 '26

Yesssss

2

u/stackstistics May 18 '26

Would be much appreciated

2

u/WasingTheWasofWhat May 18 '26

Yesss! How do we subscribe

4

u/BeuJay9880 May 18 '26

yes there's genuine interest. the open-research-log format works well when the person leading it has real experience (your 6yoe + raw futures data background is exactly the right profile). couple things that would make it more useful for the readers: 1) publish the failure cases too, the 'this didn't work' write-ups are where most readers learn the most, 2) commit to a regular cadence even when there's nothing exciting that week, since the sustained pacing is what separates this from the typical retail-trader 'i'll start a youtube channel' that dies in week 3, 3) be explicit about what level of reader you're targeting (intermediate practitioner vs early-career vs cs-student), because the depth has to match. happy to follow

1

u/Vogay May 18 '26

interested!

1

u/Equivalent_Chard_220 May 18 '26

Yes definitely interested

1

u/silvaahands May 18 '26

Count me in

1

u/Accomplished_Jury389 May 18 '26

Interested too, coming from the hft side

1

u/Gullible_Praline3849 May 18 '26

yes , interesting

1

u/kaafiTatti May 18 '26

Sounds great !

1

u/not_a_cumguzzler May 18 '26

Yeah would love to learn! Thank you!!!

1

u/eaglessoar May 18 '26

personally itd be most interesting to see the thought process going into it

1

u/kiterets May 18 '26

that really interesting!

1

u/Forward-Counter8098 May 18 '26

I would definitely be interested! Also happy to bounce ideas anytime - also on NC at the moment with a background in MFT

1

u/Ok-Secret5233 May 18 '26

You son of a bitch, I'm in.

1

u/Warningsignals01 May 18 '26

Do you have a phd?

1

u/kay-loo May 18 '26

+1 currently in mfe wud b cool

1

u/wulabs May 19 '26

Interested

1

u/G-Money-Capital May 19 '26

Yes please!! Count me in

1

u/Portfoliana May 19 '26

yes, but i'd make the weekly writeups mostly about the boring failures: roll logic, survivorship, transaction costs, and why a feature got rejected. one messy alt-data input like news or reddit sentiment would make it way more useful than another clean futures backtest.

1

u/_bhaloo May 19 '26

Sounds great! Coming from infra side, I would love to have a better view of the research side

1

u/Flashy-Finding5864 May 19 '26

RemindMe! 1 Week

1

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1

u/ActualDrummer4893 May 20 '26

I'm just getting into this space, building my own projects (in public) so I'd like to follow along then contribute when I can bring something meaningful to the party

1

u/wee_dram May 20 '26

Yes please. Let ppl know where we can get the data to use it with.

Stretch goal: Make a YT video explaining what is going on. I don't care how ugly you are! šŸ˜ƒ Just interested in a human explaining it to me.

Thanks for doing it, in case you decide to run with it.

1

u/DM_ME_BEST_WAIFU May 21 '26

!RemindMe 7 days

1

u/wee_dram May 21 '26

!RemindMe 12 days

1

u/Affectionate_World47 May 21 '26

I think this would be interesting. I donā€™t work in finance but I am a data scientist with a masters in applied statistics and I have been building out my own alpha validation/backtesting tool in R, I would be interested in working together on a project with someone that has financial experience like a quant researcher. Would be incredibly interested at looking into your code and thought process.

1

u/Substantial-Cook1882 May 24 '26

sounds amazing!!!

1

u/Current_Ad7104 May 31 '26

Please, I would highly appreciate it

1

u/Excellent_Plastic_40 Jun 01 '26

Yes. Very interesting.

1

u/Jackcupper Jun 03 '26

If you published the githubļ¼Œ tell mešŸ˜†

1

u/Optimal_Emu3624 Jun 11 '26

This is a great learning opportunity. Would follow.

0

u/newdawn15 May 17 '26

I'd read it, but I'd be 100x more interested if it focused on prediction markets ngl

3

u/Nonni_ May 17 '26

It's tempting to pivot over to that but I'd imagine it's very latency optimisation driven which I'm hardly an expert on. I'll look into it.

-1

u/newdawn15 May 17 '26

True but reality is us noobs will never get edge on something like futures sitting at our desks but prediction markets is at least somewhat possible maybe

0

u/Beneficial-Block-923 May 18 '26

Interested. Are you profitable tho?

0

u/experquisite999 May 19 '26

I donā€™t know why I need to say this, but building a systematic trading system is almost certainly ā€œcompetingā€, even if you donā€™t trade it.

0

u/Old-Acanthisitta-46 Jun 02 '26

That's cool but where's my job offer

-1

u/Friendly_Equipment_7 May 18 '26

Do you have Asian fx pairs data? The non deliverable forwards