The Volatility Trading Bible, But Better.

Quant Galore
3 min readSep 3, 2024

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New code, new strategies, more support. We’re so back.

Since launching the Volatility Trading Bible, our flagship quantitative trading course, we’ve created value for hundreds of quants around the globe, ranging from college students to industry practitioners. We continue to receive new signups and inquiries daily, so today, we’re announcing a few quality-of-life upgrades to better allow us to maximize value!

What’s new:

  • Inclusion of TSLA machine learning strategy:
    We wanted to get more out-of-sample data before adding this in, and thankfully, the strategy has continued to perform well months after its initial release, so naturally, we’ve given it a chapter!
  • The inclusion features the model and strategy intuition, a deep dive of the code base, and instructions on the complete automation of both opening and closing orders:

Codebase updates:

  • We are periodically updating all of the code included in the series to make sure that everything works as intended.
  • Whether it’s updating the SPX strategy’s code to use NBBO quotes or making sure the package versions are still compatible; we’ve made sure the files are in tip-top shape.

Streamlined support:

  • We provide a built-in, dedicated reddit-style forum for getting support for any problems or questions you may have during completion of the series.
  • Alternatively, you can join the hundreds of active members in The Quant Playbook’s Discord server! This channel serves as an incredibly quick and efficient channel for all things quantitative, including discussions on the series.

For those that may be unfamiliar, The Volatility Trading Bible is a full-fledged guide on building a quantitative trading toolkit from the ground up. We introduce you to some of the quant-tech we use like; AWS databases, real-time automated trading servers, and data-friendly Python IDEs.

Once you’re setup with the necessary tech, we go on deep dives into multiple strategies ranging from running a volatility surface for the entire market to selling 0-DTE volatility on S&P index products. Our deep dives take a line-by-line analysis of the code, as well as thorough breakdowns of the intuition behind the strategies, leaving no stone unturned.

We’ve worked tirelessly around the clock to deliver you the highest amount of value possible and continuing to do so gives us great pride. So, whether you want to keep up with future experiments, get some juice out of our strategies, or if you’d just like to support the publication — we hope to see you there! 😄

Enroll in The Volatility Trading Bible

Happy trading! 😄

The Volatility Trading Bible, A quantitative trading course in Python.

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Quant Galore

Finance, Math, and Code. Why settle for less? @ The Quant's Playbook on Substack