Quant tradingR
Navigating Tradeoffs with Convex Optimisation
Navigating Tradeoffs with Convex Optimisation This is the final article in our recent stat arb series. The previous articles are
Blog
-
-
Quant tradingRTrading strategies
Building Intuition for Trading with Convex Optimisation with CVXR
This article continues our recent stat arb series. The previous articles are linked below: A short take on stat arb
-
FactorsQuant tradingRTime series modellingTrading strategies
How to Model Features as Expected Returns
Modeling features as expected returns can be a useful way to develop trading strategies, but it requires some care. The
-
BacktestingFactorsQuant tradingRTrading strategies
A Simple, Effective Way to Manage Turnover and Not Get Killed by Costs
Every time we trade, we incur a cost. We pay a commission to the exchange or broker, we cross spreads,
-
FactorsQuant tradingR
Quantifying and Combining Crypto Alphas
In this article, I’ll take some crypto stat arb features from our recent brainstorming article and show you how you
-
FactorsTrading strategiesIdeas for Crypto Stat Arb Features
This article continues our recent articles on stat arb: In this article, I’ll brainstorm some ideas for predictive features that
-
Quant tradingTrading strategies
General Approach for Exploiting Stat Arb (Statistical Arbitrage) Alphas
Last week, I wrote a short article about statistical arbitrage trading in the real world. Statistical arbitrage is a well-understood
-
Think like a traderTrading strategiesPairs Trading Strategy: A Short Take on Real-World Application
InIn textbooks, you often see pairs trading algorithms starting by regressing prices of Asset A on Asset B to calculate
-
R
How Much Damage Can I Do Turbo-Punting Shitcoins?
Here in Australia, we’re right in the depths of the silly season. We indulge in long lunches, take days off
-
Think like a trader
The best places to get trading ideas
Steal them from other people If you know other people are making money trading an idea, it is often a
-
DataTools of the trade
How I use TradingView (and how to get 70%+ off)
Disclaimer: the links in this post are affiliate links. If you use them to purchase a TradingView subscription, you’ll receive
