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
Pairs Trading Literature Review
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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 tradingR
Unsupervised 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