systematic trading • 2026 Q2

Stop trading manually.
Build the system that trades for you.

Coder Trader bridges systematic trading and real code. Take your edge out of your head and into a backtest - then deploy it.

~/strategies/mean_reversion.py
# entry: z-score mean reversion, 20-day lookback
def signal(prices: pd.Series) -> int:
    z = (prices[-1] - prices.rolling(20).mean().iloc[-1]) \
        / prices.rolling(20).std().iloc[-1]
    if z < -2.0: return BUY
    if z >  2.0: return SELL
    return HOLD

# backtest: 2015-2024, Sharpe 1.42, max DD -12.3%

// why coder trader

Built for traders tired of trading manually.

01

Code-first curriculum

Every strategy lands as a runnable backtest. You don't just learn the concept — you run it on real price data and see exactly where it works and where it fails.

02

Systematic over discretionary

We teach rules you can test, version, and deploy — not gut-feel chart patterns. If you can't express it as a rule, you can't scale it, replicate it, or know if it actually has edge.

03

Honest about risk

We model position sizing, drawdown, and regime change — because a strategy that survives 2022 is worth more than one that looks good on a cherry-picked backtest.

// courses

What you'll learn.

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