RThink like a traderTrading strategiesZorro
Get Rich Quick Trading Strategies (and why they don’t work)
Every aspiring millionaire who comes to the markets armed with some programming ability has implemented a systematic Get Rich Quick
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FactorsOptionsQuant tradingRHow To Get Historical S&P 500 Constituents Data For Free
In this post, we are going to construct snapshots of historic S&P 500 index constituents, from freely available data on
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FactorsOptionsQuant tradingRHow to Find Cheap Options to Buy and Expensive Options to Sell
If you want to make money trading, you’re going to need a way to identify when an asset is likely
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OptionsQuant tradingRHow to Hedge a Portfolio with Put Options
There are 2 good reasons to buy put options: because you think they are cheap because you want downside protection.
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RProbability Density Function for Prices from a GBM Process in R
We’ve been working on visualisation tools to make option pricing models intuitive to the non-mathematician. Fundamental to such an exercise
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Cointegrationk-means clusteringRTrading strategies
Pairs Trading Literature Review
This post summarises the key lessons of the academic literature that has been published on pairs trading. The key themes
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RTrading strategiesOvernight and Intraday SPX returns
One of the things I’ve noticed from staring at the screen all day for the last few months is that
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PythonQuant tradingTrading infrastructure
Using Apache Airflow to Extract CoT Data
In today’s post we are going to be extracting CoT (Commitment of Traders) reports from the CFTC website using a
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RTrading strategies
The VIX Futures Basis
In the eye of the recent storm, with VIX up over 50, many traders were looking to “short the VIX”
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BacktestingQuant tradingZorro
Parameter Optimisation for Systematic Trading
Optimisation tools have a knack for seducing systematic traders. And what’s not to love? Find me the unique set of
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BacktestingQuant tradingTrading as a businessTrading infrastructureZorro
A Review of Zorro for Systematic Trading
One of the keys to running a successful systematic trading business is a relentless focus on high return-on-investment activities. High
