Quant trading
Some Things Just Go Up (If You Wait Long Enough)
Here’s a chart of long-term asset performance…. The blue line shows returns from US stocks from 1900 to today.
Blog
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Think like a traderWhat Assumptions Are You Making About “Time” In Your Trading?
I recently listened to a podcast about one of the earliest human civilizations – the ancient Sumerians. Apparently, our system
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Quant trading
My Thoughts on Quantopian’s Closing
I was very sad to learn that Quantopian is shutting down its community services. Quantopian’s efforts to bring quant finance
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Quant tradingBook Review: Positional Option Trading by Euan Sinclair
This is a review of Positional Option Trading by Euan Sinclair. Trading books set a low bar for the reviewer.
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PythonQuant tradingHow To Be a Quant Trader – Experiments with QuantConnect
This post presents an analysis of the SPY returns process using the QuantConnect research platform. QuantConnect is a strategy development
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Think like a traderTools of the tradeTrading infrastructureHow to extend ETF prices with mutual fund data using SQL
In this post, we explain how to use SQL to extend back ETF price data with total return data from
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Think like a traderWhat Would it Feel Like to Invest in RenTech’s Medallion Fund?
Nearly everyone starts trading with unrealistic expectations. “If I make a 0.5% returns every day I can make over $100k
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PythonQuant tradingTrading infrastructureWhy 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
