Week 1 — Market data + quant workflow

Milestone

Build the first market-data ingestion service for SPY, QQQ, AAPL, MSFT.

Success criteria

Can run a script that fetches and stores daily OHLCV data for 4 tickers, and compute simple returns.

Deliverables

• [ ] Create repo structure and Docker setup.
• [ ] Ingest daily OHLCV data.
• [ ] Store data in PostgreSQL or local parquet initially.
• [ ] Implement simple returns calculation.
• [ ] Write README with architecture notes.

Books

• Quantitative Trading - Ernest P. Chan — Market intuition, systematic trading workflow, backtesting mindset.
• Schaum's Outline of Probability and Statistics — Exercises for probability, statistics, distributions, covariance, regression.

Retrospective

Fill this in during the Sunday review.

What did I finish?

What is blocked?

What confused me?

Key takeaway this week: