Think like a traderTrading books
Trading books: Let’s get real about what you actually need
People often ask me for book recommendations. But here’s a better question: What’s going to help you make money today?
Trading books
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Quant tradingThink like a traderTrading booksTrading Lessons from Gamblers
Pick the Easy Games Like many sociopaths, Frank Wallace was a fan of the philosophy of Ayn Rand. He wrote
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BacktestingQuant tradingRThink like a traderTrading booksTrading strategies
Dual Momentum Investing: A Quant’s Review
I recently read Gary Antonacci’s book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk, and it was
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Machine learningQuant tradingTrading books
Recommended Reading
If there’s one thing I’ve done a lot of over the last few years, reading would be it. I’ve devoted
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BacktestingCointegrationFXQuant tradingRTrading booksTrading strategiesZorro
Exploring Mean Reversion and Cointegration: Part 2
In the first Mean Reversion and Cointegration post, I explored mean reversion of individual financial time series using techniques such
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CointegrationFXQuant tradingRTrading booksZorro
Exploring mean reversion and cointegration with Zorro and R: part 1
This series of posts is inspired by several chapters from Ernie Chan’s highly recommended book Algorithmic Trading. The book follows Ernie’s
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BacktestingTrading booksZorro
Benchmarking backtest results against random strategies
Picture this: A developer has coded up a brilliant strategy, taking great care not to over-optimize. There is no look-ahead