Book - GPT Augmented Trading Strategy
Welcome to GPT-Augmented Momentum Strategy!
This course documents an end-to-end, audit-first workflow for developing a momentum-based stock selection strategy using a GPT-augmented research process.
What You'll Learn:
- Build a complete quantitative trading strategy from scratch
- Use GPT as a research copilot (not an oracle)
- Implement walk-forward validation to prevent data leakage
- Compare Long-Cash vs Long-Short strategy variants
- Create reproducible, auditable research workflows
What's Included:
- 8 production-ready Jupyter notebooks
- Complete dataset for backtesting
- GPT Strategy Book (80+ pages)
- All code templates and utilities
Prerequisites:
- Python programming experience
- Basic understanding of financial markets
- Familiarity with pandas and numpy