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
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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 analysisHow 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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Quant tradingRNavigating Tradeoffs with Convex Optimisation
Navigating Tradeoffs with Convex Optimisation This is the final article in our recent stat arb series. The previous articles are
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FactorsQuant tradingR
Quantifying and Combining Crypto Alphas
In this article, I’ll take some crypto stat arb features from our recent brainstorming article and show you how you
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DataOptionsQuant tradingR
Beyond Stocks: The Surprising Volatility Returns of Oil and Gold
I’ve previously discussed the Volatility Risk Premium (VRP) and how it differs from the Equity Risk Premium (ERP). Probably the
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DataRTools of the trade
Price data from Yahoo Finance in R – the Easy Way!
Traders typically have many ideas for trading strategies – more than they can ever implement in practice! Therefore it’s useful
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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 trade
More 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 tradingHow to Connect Google Colab to a Local Jupyter Runtime
Colaboratory, or Colab, is a hosted Jupyter notebook service requiring zero setup and providing free access to compute resources. It
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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 Get Historical S&P 500 Constituents Data For Free
In this post, we are going to construct snapshots of historic S&P 500 index constituents, from freely available data on