Everything on this page is published for educational and informational purposes only. Nothing here is investment, financial, legal, tax, or trading advice, a recommendation to buy or sell any security or contract, or a solicitation of any kind. Trading futures, options, equities, and crypto involves substantial risk of loss and is not suitable for every investor. Past performance — including any backtests, demos, or examples shown — does not guarantee future results. Consult a licensed professional before acting on anything you read here.
Six modules. One desk.
181 pages of free, opinionated material on trading automation. Each module ships as a web page and a printable PDF. Read in any order, but the dependency map at the bottom of this page tells you what each module expects from the others.
- MODULES
- 06
- PAGES
- 181
- FORMAT
- WEB·PDF
- PRICE
- $0
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Curriculum Index — the master cross-reference.
A 14-page PDF that explains the reading order, the dependency map between modules, a study guide, an honest limits section, and a glossary of recurring terms.
The six modules.
Each card links to the web page and the PDF for that module.
- // module · 0131 PAGES
Coding Fundamentals
The Python, git, and shell habits the rest of the curriculum assumes.
- Pure functions, side effects on the edges
- Type hints, dataclasses, reading other people's code
- Project structure: src layout, tests, one main.py
- git workflow: branches, PRs, the rare force-push exception
Prereqs · None — start here if you have not written Python recently.
- // module · 0214 PAGES
Platform Coverage
An honest survey of the six platforms most people actually use.
- Where each platform helps and where it traps you
- What 'broker-of-record' really commits you to
- Latency, fees, and data-quality differences that move PnL
- Migration paths between platforms without losing history
Prereqs · None — readable alongside Coding Fundamentals.
- // module · 0336 PAGES
Backtesting
How to design a backtest that does not lie to you.
- Walk-forward, purged k-fold, combinatorial CV
- Look-ahead leaks: the seven varieties and how to catch them
- Survivorship, point-in-time data, corporate actions
- Slippage and fee models that match your venue
Prereqs · Coding Fundamentals; Data Engineering recommended.
- // module · 0428 PAGES
Data Engineering
Bars, ticks, vendors, alignment, and the boring layer everything else rides on.
- Bar construction: time, tick, volume, dollar, imbalance
- Vendor comparison: who covers what, at what cost
- Point-in-time joins and the as-of pattern
- Schema design for a research warehouse
Prereqs · Coding Fundamentals.
- // module · 0540 PAGES
Machine Learning
Models that survive contact with markets — and how to tell which do not.
- Feature engineering for non-stationary data
- Linear, tree, gradient-boost, neural — when each wins
- Cross-validation that respects time and embargo
- The 15 production gates before going live
Prereqs · Backtesting and Data Engineering.
- // module · 0632 PAGES
Operations, CLI & Recovery
The desk is the system. Procedures, incidents, recovery trees, monitors, gates.
- 10 runbook procedures (deploy, rollback, kill-switch, drill)
- 6 incident classes: detection → containment → postmortem
- 12 monitors across infra, data, model, and PnL
- 20 cadence gates: pre, daily, weekly, monthly, quarterly
Prereqs · All prior modules — operations assumes the system exists.
How the modules connect.
Arrows mean ‘the downstream module assumes you read this’. Modules 02 and 04 are siblings — read them in either order, but before 03.
01 · Coding Fundamentals
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02 · Platform Coverage 04 · Data Engineering
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03 · Backtesting
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05 · Machine Learning
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06 · Operations / CLI / RecoveryModule 03 (Backtesting) is the linchpin. If you skip it, every later module degrades — feature design loses its honesty check, and operations gates lose their backtest baseline to compare against.
Educational only · Past performance does not guarantee future results. Nothing in this library is financial advice, a recommendation to trade any specific instrument, or a substitute for your own due diligence. Decisions are yours.