Think like a traderTrading strategies
Pairs Trading Strategy: A Short Take on Real-World Application
InIn textbooks, you often see pairs trading algorithms starting by regressing prices of Asset A on Asset B to calculate
Trading strategies
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Quant tradingRTrading strategies
Exponentially weighted covariance in an Equal Risk Contribution portfolio optimisation problem
The Equal Risk Contribution (ERC) portfolio seeks to maximally diversify portfolio risk by equalising the risk contribution of each component.
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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 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 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 tradingTools of the tradeTrading strategiesHow 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.
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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 strategiesZorroTrading 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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OptionsQuant tradingRTools of the tradeTrading strategies
Weekly 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
