Think like a traderTrading strategies
Pairs 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
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RHow 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
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Trading strategies
The Art and Science of Trading Carry
Let’s talk about carry trades. First, what exactly is a carry trade? A carry trade is a trade that pays
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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
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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
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Quant tradingRTrading strategies
Exponentially weighted covariance in an Equal Risk Contribution portfolio optimisation problem
The Equal Risk Contribution (ERC) portfolio seeks to maximally diversify portfolio risk by equalising the risk contribution of each component.
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RTime series modellingAn Exponentially Weighted Covariance Matrix in R
Exponential weighting schemes can help navigate the trade-off between responsiveness and stability of the inherently noisy estimates we make from
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Quant tradingRTime series modellingUsing Exponentially Weighted Moving Averages to navigate trade-offs in systematic trading
A big part of the job of the indie trader is data analysis. We’re always looking in the past data
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Think like a trader
Stop Trying to Beat Djokovic at Tennis
The first fundamental problem traders run up against is that there’s no beginners’ market. You have to compete for good
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Think like a traderTrading as a business
Beginner Trading Tips: How Part-Time Traders Can Win
Your job, as a trader, is to take all the information we have available now and make a judgment on
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DataOptionsQuant tradingR
Beyond Stocks: The Surprising Volatility Returns of Oil and Gold
I’ve previously discussed the Volatility Risk Premium (VRP) and how it differs from the Equity Risk Premium (ERP). Probably the
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OptionsQuant tradingThink like a traderTrading strategies
Diving Deep: My Personal Approach to Equity and Volatility Risk Premia
Lately, I’ve been thinking a lot about the Volatility Risk Premium (VRP). The VRP makes much more sense (to me,