Options Data & Alphas on WorldQuant BRAIN (Full Tutorial)
In this tutorial, I walk through how to incorporate Options, Relationship, and Vector data fields into WorldQuant BRAIN to build more robust, submittable alphas. We’ll cover the fundamentals, from understanding the data to using specific tools and techniques, with a focus on improving your MPS and creating D0 alphas. 📌 What You'll Learn: How to effectively use Options and Relationship data in your alphas. A framework for working with newly released datasets before others. Techniques to improve your Model Performance Score (MPS). A practical guide to building and troubleshooting D0 alphas. ⏱️ Timestamps: 0:00 – Introduction & Data Overview [0:00] - [2:00] Introduction & Data Overview [2:00] - [8:00] Data Walkthrough: Options, Relationship & Vector Fields [8:00] - [14:00] Tools & Techniques for Building Submittable Alphas [14:00] - [18:00] Case Study: Improving a D0 Alpha with New Data [18:00] - [22:00] Q&A and Common Pitfalls ⚠️ Disclaimer: This content is for educational purposes only and does not constitute financial advice. All trading and investment involves risk. I am not affiliated with WorldQuant. 🔔 Subscribe for more quant tutorials, alpha strategies, and data walkthroughs.
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I Built a Gold RL Trading Bot With 60% OOS Returns [Free Code]

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