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
Blog
-
-
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.
-
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
-
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
-
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
-
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
-
DataR
A Free Interactive IPO Calendar
Sometimes it’s nice to step away from the deep technical stuff and just build something simple and useful. What Is
-
FactorsQuant tradingThink like a trader
Quant Signal Trade-Offs in the Real World
I want to discuss a couple of simple trade-off considerations around quant trading signals that may not be obvious. Here’s
-
DataRTools of the trade
Price data from Yahoo Finance in R – the Easy Way!
Traders typically have many ideas for trading strategies – more than they can ever implement in practice! Therefore it’s useful
-
Think like a trader
Don’t major in minor stuff
If you try to teach yourself quant trading from the internet or from scientific papers, you run the risk of
