If you try to teach yourself quant trading from the internet or from scientific papers, you run the risk of spending a lot of time majoring on minor stuff. You see it on Twitter all the time. Well-meaning beginner kwants are spending time worrying about niche modelling or inference techniques rather than trying to understand …
In 2021, James, I, and a small team decided to set up a crypto trading venture. We faced several problems, but knowing almost nothing about crypto was the most significant. We sensed that the fractured, developing nature of the crypto market would likely be a good place to seek out inefficiencies, but beyond that, we …
When you do anything with data, you should think about the intuition of each thing you do, and what it represents “in the real world”. Let’s take the example of log returns, which some people tell me they find confusing. Consider an asset whose price goes from $100 to $200 Assume there are no other cash …
In this blog post, I will demonstrate how to work with stock price data using the DuckDB database management system in R. DuckDB is a fast and lightweight analytical database engine that is designed to work with various programming languages, including R. You can use Duck DB from the command line or from a client …
Alpha isn’t just about finding people willing to trade at bad prices. Although that’s a necessary condition, it’s not enough. We also need to know why people are willing to buy too expensive or sell too cheap. The reasons are pretty simple: The first reason requires the existence of other uninformed traders, or what some …
Towards the end of last year, we ran a couple of free Zoom webinars on: Here are the recordings: Basics of Edge Extraction Data analysis for Traders The colab research notebook for the second session can be found here. (To make sense of it you’ll want to watch the video.)
dplyr 1.1.0 was a significant release that makes several common data operations more syntactically intuitive. The most significant changes relate to joins and grouping/aggregating operations. In this post we’ll look at the changes to joins. First, install and load the latest version of dplyr: install.packages(“dplyr”) library(dplyr) A new approach to joins The best way to …
The changing face of market data providers Over the last few years, a number of new market data providers have come online. They tend to have modern websites, broad coverage, and well-documented RESTful APIs. Their services are often priced very competitively – especially for personal use – and usually have generous free tiers. One such …
In Australia, if you’re serious about getting the job done effectively and efficiently, you might say: “I’m not here to f*** spiders.” Many traders act like they are, indeed, here to f*** spiders. If you’re making soup, you first need a good stock. Stock isn’t exciting. Everyone has stock. Garnish is exciting, but you can’t …
Imagine you’re a relatively small, independent trader trying to turn trading from a hobby into a serious business. If that’s you, then there are a few concepts that will help you pick the right trades to get after. This is important because picking the right trades is most of the game. First, the Market Gods …
