Quant tradingR
Working with Tidy Financial Data in tidyr
Holding data in a tidy format works wonders for one’s productivity. Here we will explore the tidyr package, which is
Quant trading
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BacktestingFXQuant tradingZorroExploiting The Non-Farm Payrolls Drift
Anyone that’s been around the markets knows that the monthly release of the United States Department of Labor’s Non-Farm Payrolls
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OptionsQuant tradingRWeekly Roundup 29 May – Crash Protection, Sloppy Regressions and Data Munging Skillz
Here’s a round-up of our new articles this week. They cover crash protection, sloppy, noisy regressions, and data-munging skills. Finding
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Quant tradingRTools of the tradeHow to Fill Gaps in Large Stock Data Universes Using tidyr and dplyr
When you’re working with large universes of stock data you’ll come across a lot of challenges: Stocks pay dividends and
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OptionsQuant tradingRFind Cheap Options for Effective Crash Protection Using Crash Regressions
One way we can quantify a stock’s movement relative to the market index is by calculating its “beta” to the
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OptionsQuant tradingRTools of the tradeTrading strategiesWeekly Roundup 22 May – Doubling Down in Losing Trades Like a Drunken Hedge Fund Manager
Here’s a round-up of our new articles this week. They cover options trading, digital signal processing, data munging and Kris’s luxurious
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Quant tradingRTrading strategiesZorro
Using Digital Signal Processing in Quantitative Trading Strategies
In this post, we look at tools and functions from the field of digital signal processing. Can these tools be
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RThink like a traderTrading strategiesZorro
Get Rich Quick Trading Strategies (and why they don’t work)
Every aspiring millionaire who comes to the markets armed with some programming ability has implemented a systematic Get Rich Quick
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FactorsOptionsQuant tradingRHow To Get Historical S&P 500 Constituents Data For Free
In this post, we are going to construct snapshots of historic S&P 500 index constituents, from freely available data on
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FactorsOptionsQuant tradingRHow to Find Cheap Options to Buy and Expensive Options to Sell
If you want to make money trading, you’re going to need a way to identify when an asset is likely
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OptionsQuant tradingRHow to Hedge a Portfolio with Put Options
There are 2 good reasons to buy put options: because you think they are cheap because you want downside protection.
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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
