Quant trading
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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
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Quant tradingThink like a traderTrading as a businessTrading strategies
Case Study: Lessons Learned from 9 Crypto Trading
In 2021, James, I, and a small team decided to set up a crypto trading venture. We faced several problems,
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Quant tradingRThink like a traderTools of the tradeData Analysis and Edge Extraction for Traders
Towards the end of last year, we ran a couple of free Zoom webinars on: Here are the recordings: Basics
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Quant tradingTrading as a businessTrading strategies
How to get serious about making money trading
In Australia, if you’re serious about getting the job done effectively and efficiently, you might say: “I’m not here to
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Quant tradingSteal ideas, not implementations
Imagine you’re a relatively small, independent trader trying to turn trading from a hobby into a serious business. If that’s
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Quant trading
Optimising the rsims package for fast backtesting in R
rsims is a new package for fast, quasi event-driven backtesting in R. You can find the source on GitHub, docs
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Quant trading
Exploring the rsims package for fast backtesting in R
rsims is a new package for fast, realistic (quasi event-driven) backtesting of trading strategies in R. Really?? Does the world
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Quant tradingHow to Lose Money Trading (and how not to)
It’s easy to lose money trading if you do certain things: Trade too much (paying fees and market impact on
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Quant tradingTools of the tradeTrading strategiesHow to Predict Asset Prices (and how not to)
If you have some factor that you think predicts future stock returns (or similar) and you are making charts like
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Quant tradingTrading as a businessWhat P&L Swings Can I Expect as a Trader?
Many beginner traders don’t realize how variable the p&l of a high-performing trading strategy really is. Here’s an example… I