Quant tradingTools of the tradeTrading strategies
How do I know if I have an edge?
I’ve been helping a family friend with his trading. I’ve given him a simple systematic strategy to trade by hand.
Quant trading
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Quant tradingThree types of systematic strategy that “work”
Broadly, there are three types of systematic trading strategy that can “work.” In order of increasing turnover they are: Risk
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Quant tradingEvolving Thoughts on Data Mining
Several years ago, I wrote about some experimentation I’d done with data mining for predictive features from financial data. The
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RTrading strategiesAre Cheap Stocks Expensive? A Simple Equity Factor Analysis Walkthrough
I have been sharing examples of simple real-time trading research on my Twitter account. I do this kind of thing a
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BacktestingFXRTime series modellingTrading strategiesZorro
Trading FX using Autoregressive Models
I’m a big fan of Ernie Chan’s quant trading books: Quantitative Trading, Algorithmic Trading, and Machine Trading. There are some
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Quant trading
Tesla’s inclusion in the S&P 500 – Is there a trade?
The S&P index committee recently announced that Tesla, already one of the biggest stocks listed in the country, would be
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Quant trading
How to Connect Google Colab to a Local Jupyter Runtime
Colaboratory, or Colab, is a hosted Jupyter notebook service requiring zero setup and providing free access to compute resources. It
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FXQuant tradingWhere does FX sit in a Systematic Trading Portfolio?
You rarely meet a rich forex trader. I’ve met plenty of rich traders who trade quant factors or stat arb.
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Quant trading
Some Things Just Go Up (If You Wait Long Enough)
Here’s a chart of long-term asset performance…. The blue line shows returns from US stocks from 1900 to today.
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Quant trading
My Thoughts on Quantopian’s Closing
I was very sad to learn that Quantopian is shutting down its community services. Quantopian’s efforts to bring quant finance
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Quant tradingBook Review: Positional Option Trading by Euan Sinclair
This is a review of Positional Option Trading by Euan Sinclair. Trading books set a low bar for the reviewer.
