The Austin Day trading and Quant Lab #1

Event Agenda: The Austin Quant Lab #1

• 1:00 PM – 1:15 PM: Market Context and Espresso: A quick "State of the Union" on recent volatility and trends. A time to meet the other quants in the room.
• 1:15 PM – 1:45 PM: The Strategy Breakdown We’ll deconstruct a specific edge (e.g., Mean Reversion on the 15m timeframe). We'll translate that logic into a backtest-ready format using a new software we discovered called the Baylish terminal.
• 1:45 PM – 2:30 PM: The Strategy Lab (Open Work) This is where you build. Use the terminal to input your own logic, run historical tests, and stress-test your risk parameters. I’ll be circulating to help with logic and implementation.
• 2:30 PM – 3:00 PM: Leaderboard & Alpha Share Optional: If you found a backtest with a high Profit Factor or Sharpe Ratio, share the results with the group (but keep your secret sauce secret!).

***

What to Bring
To get the most out of this working session, please come prepared with:

• 1. Your Laptop: This is a hands-on event. Make sure you’re charged up (though we will have some power strips available).
• 2. Your Technical Curiosity: We focus on the how and the why. If you have PineScript or Python code you're trying to simplify, bring the snippets.
• 3. Dress Code: Austin-casual/Tech-professional. No suits—just come ready to build.