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
k-means clustering
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BacktestingFXk-means clusteringMachine learningQuant tradingRTrading strategiesZorroA Robust Trading Framework Built with K-Means Clustering
Important preface: This post is in no way intended to showcase a particular trading strategy. It is purely to share
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BacktestingFXk-means clusteringMachine learningQuant tradingRUnsupervised candlestick classification for fun and profit – part 2
In the last article, I described an application of the k-means clustering algorithm for classifying candlesticks based on the relative position
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FXk-means clusteringMachine learningQuant tradingR
Unsupervised candlestick classification for fun and profit – part 1
Candlestick patterns were used to trade the rice market in Japan back in the 1800’s. Steve Nison popularised the idea