Here’s a round-up of our new articles this week. They cover options trading, digital signal processing, data munging and Kris’s luxurious moustache…
Every new trader tries out a few insane trading ideas!
In a new series on the blog, Kris explores three insane trading strategies that tempted him back when he didn’t know any better.
First, he looks at the Martingale betting scheme.
Is doubling your bet size after a losing trade really a good idea?
Non-Stupid Option Trading
Most approaches to options trading are stupid. Here is a non-stupid approach.
Options trading is just like anything else. You’ve got to buy the cheap stuff and sell the expensive stuff.
How to Find Cheap Options to Buy and Expensive Options to Sell
Digital Signal Processing in Quant Trading
In this monster post, Kris explores techniques from the field of digital signal processing, and whether they can be useful to us as systematic traders.
Using Digital Signal Processing in Quantitative Trading Strategies
How to Get Historical S&P 500 Constituents for Free
One of the biggest advantages you can have in equity trading is going broad…
But how do you pick a broad bias-free universe for equity strategy backtest?
You’ll want to bookmark this one. Usually, you need to pay good money for this data.
Data manipulation skills are crucial to efficient quant trading. In the following posts, Kris and I appear in video form to talk you through the skills you need to be a financial data munging machine…
How to Calculate Rolling Pairwise Correlations in the Tidyverse
How to Run Trading Algorithms on Google Cloud Platform in 6 Easy Steps
New GitHub Repository – R Quant Recipes
We’ve recently started a new GitHub repository containing “recipes” for doing trading analysis in R.
It will include the code from our blog posts, some of our older proprietary research, and recipes you can copy and paste in your own analysis.
It’s very early days, but we’re filling it out each week.
You can find it here. Be sure to “star” the repository.
If you like this stuff, find it annoying, or connect with it emotionally in any significant way, please share it with your friends…