DataRTrading infrastructure
A Beginner’s Guide to Using DuckDB with Stock Price Data in R
In this blog post, I will demonstrate how to work with stock price data using the DuckDB database management system
Tools of the trade
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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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RTools of the tradeMore Intuitive Joins in dplyr 1.1.0 – how to do an asof join on trades and quotes data
dplyr 1.1.0 was a significant release that makes several common data operations more syntactically intuitive. The most significant changes relate
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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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RZorroExporting Zorro Data to CSV
Earlier versions of Zorro used to ship with a script for converting market data in Zorro binary format to CSV.
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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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PythonQuant tradingHow To Be a Quant Trader – Experiments with QuantConnect
This post presents an analysis of the SPY returns process using the QuantConnect research platform. QuantConnect is a strategy development
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Think like a traderTools of the tradeTrading infrastructureHow to extend ETF prices with mutual fund data using SQL
In this post, we explain how to use SQL to extend back ETF price data with total return data from
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PythonQuant tradingTrading infrastructureWhy We Use Apache Beam For Our Systematic Trading Data Pipeline
In the world of Big Data, there are lots of tools and technologies to choose from. Choosing the “right” one
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Quant tradingRWorking 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