PythonQuant tradingTrading infrastructure
Why We Use Apache Beam For Our Systematic Trading Data Pipeline
In the world of Big Data, there are lots of tools and technologies to choose from. Choosing the “right” one
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Quant tradingRWorking with Tidy Financial Data in tidyr
Holding data in a tidy format works wonders for one’s productivity. Here we will explore the tidyr package, which is
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BacktestingFXQuant tradingZorroExploiting The Non-Farm Payrolls Drift
Anyone that’s been around the markets knows that the monthly release of the United States Department of Labor’s Non-Farm Payrolls
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OptionsQuant tradingRWeekly Roundup 29 May – Crash Protection, Sloppy Regressions and Data Munging Skillz
Here’s a round-up of our new articles this week. They cover crash protection, sloppy, noisy regressions, and data-munging skills. Finding
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RTools of the tradePerformant R Programming: Chunking a Problem into Smaller Pieces
When data is too big to fit into memory, one approach is to break it into smaller pieces, operate on
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Quant tradingRTools of the tradeHow to Fill Gaps in Large Stock Data Universes Using tidyr and dplyr
When you’re working with large universes of stock data you’ll come across a lot of challenges: Stocks pay dividends and
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OptionsQuant tradingRFind Cheap Options for Effective Crash Protection Using Crash Regressions
One way we can quantify a stock’s movement relative to the market index is by calculating its “beta” to the
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PythonTools of the tradeRolling and Expanding Windows For Dummies
In today’s article, we are going to take a look at rolling and expanding windows. By the end of the
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OptionsQuant tradingRTools of the tradeTrading strategiesWeekly Roundup 22 May – Doubling Down in Losing Trades Like a Drunken Hedge Fund Manager
Here’s a round-up of our new articles this week. They cover options trading, digital signal processing, data munging and Kris’s luxurious
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RTools of the tradeHandling a Large Universe of Stock Price Data in R: Profiling with profvis
Recently, we wrote about calculating mean rolling pairwise correlations between the constituent stocks of an ETF. The tidyverse tools dplyr
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RTools of the tradeHow to Wrangle JSON Data in R with jsonlite, purr and dplyr
Working with modern APIs you will often have to wrangle with data in JSON format. This article presents some tools
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Quant tradingRTrading strategiesZorroUsing Digital Signal Processing in Quantitative Trading Strategies
In this post, we look at tools and functions from the field of digital signal processing. Can these tools be