CryptoData analysisThink like a trader
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
quantitative analysis
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ExcelQuant tradingTrading strategies
Modelling UVXY trading strategies with Excel
UVXY is an ETF that targets 1.5x the daily returns of a 30-day constant-maturity position in VX futures – the
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DataRTime series modellingA Simple Trick for Dealing with Overlapping Data
Last week, we looked at simple data analysis techniques to test for persistence. But we only looked at a feature
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Data analysis
How to Test the Assumption of Persistence
An assumption we often make in trading research is that the future will be at least a little like the
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Think like a trader
The Intuition of Log Returns
When you do anything with data, you should think about the intuition of each thing you do, and what it
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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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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
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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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RProbability Density Function for Prices from a GBM Process in R
We’ve been working on visualisation tools to make option pricing models intuitive to the non-mathematician. Fundamental to such an exercise