Prerequisites
Python, time series, market orders, limit orders and basic account arithmetic.
What to study
Study data quality, information timing, signal evaluation, transaction costs, inventory and risk limits. Begin with an interpretable baseline and keep the forecasting and execution questions distinct.
A project to complete
Run the workbench on a documented price series, record a chronological comparison and inspect the trade ledger. Then compare a market and limit order in Tomorrow Markets.
A useful deliverable
Publish the problem definition, documented data, assumptions, reproducible code, a simple comparison and a short discussion of failure cases. Label demonstrations and provisional findings clearly.
Continue reading
Use the first supporting lesson, the next practical topic, and the source reading lists. The repository map shows where earlier material is held.