Skip to content

LIVE Sat Oct 10, 8 AM ET — STS + indicators (free)

The Edge — free letter every Monday

nexural
Start learning free

Academy course · $25/month

Data Engineering For Trading Systems

  • 11 lessons
  • 3 modules
  • about 3 h 13 min
  • level: beginner
  • a quiz after every lesson
Join the waitlistStart the free course

Part of Academy — $25/month (paid plans open to the founding list first).

What you'll learn

Every trader I've mentored has chased a phantom at least once. A pattern that looked perfect in hindsight. A signal that would have printed money if only you'd been watching. The painful truth is that most of those "missed opportunities" were never real — they were artifacts of bad data, and no algorithm on top can outrun a broken feed underneath. This course makes you the gatekeeper. You'll learn the four shapes of market data and their failure modes, how to survive splits, dividends, and futures rolls without leaking the future into the past, how to store and validate feeds so they load fast and fail loud, how to engineer features that stay causal, how to freeze research so it reproduces, and how to monitor a live pipeline before the P&L tells you it broke. It builds on the look-ahead discipline from Backtesting, Replay, And Forward Testing, the z-scores and Sharpe of Applied Quant Methods For Traders, and the Python muscle from Python Broker API Automation With IBKR/Alpaca, and it ends with one end-to-end pipeline you can run.

Course outline

Lesson titles and estimated times. Lessons open inside the Academy. List as of 2026-10-02.

Module 1Learn — Foundations

  1. Bad Data Creates Fake Edgesquiz18 min
  2. OHLCV, Tick, Order Book, And Options Dataquiz17 min
  3. Corporate Actions And Adjustmentsquiz17 min
  4. Futures Rolls And Continuous Contractsquiz18 min
  5. Option Chain Snapshotsquiz17 min

Module 2Practice — Apply the read

  1. Storage Models And Partitioningquiz17 min
  2. Data Validation Checksquiz17 min
  3. Feature Engineering Without Leakagequiz17 min
  4. Reproducible Research Datasetsquiz17 min

Module 3Prove — Defend the decision

  1. Monitoring Data Pipelinesquiz17 min
  2. Capstone: Trading Data Quality Pipelinequiz21 min

Part of the Academy

Part of Academy — $25/month (paid plans open to the founding list first). The Academy is every course in the catalog, not just this one. Academy and Pro are separate plans. Take one or both.

Join the waitlistStart the free course

Not sure yet? The first course, How To Learn Markets, is free with a free account. Already a member? Log in to open the lessons.

Education only. Not financial advice; not a broker. Trading is risky. All sales are final; there are no refunds.