Trading Signals in High Definition
We’ve all used on/off type trading signals at some point. But you can nearly always extract more insight with a
We’ve all used on/off type trading signals at some point. But you can nearly always extract more insight with a
The best trading edges are often found in places most people don’t think to look. It’s why being a bit
Navigating Tradeoffs with Convex Optimisation This is the final article in our recent stat arb series. The previous articles are
Modeling features as expected returns can be a useful way to develop trading strategies, but it requires some care. The
Every time we trade, we incur a cost. We pay a commission to the exchange or broker, we cross spreads,
In this article, I’ll take some crypto stat arb features from our recent brainstorming article and show you how you
In 2021, James, I, and a small team decided to set up a crypto trading venture. We faced several problems,