FactorsQuant tradingRTime series modellingTrading strategies
How to Model Features as Expected Returns
Modeling features as expected returns can be a useful way to develop trading strategies, but it requires some care. The
How to Model Features as Expected Returns
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BacktestingFactorsQuant tradingRTrading strategiesA Simple, Effective Way to Manage Turnover and Not Get Killed by Costs
Every time we trade, we incur a cost. We pay a commission to the exchange or broker, we cross spreads,
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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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Think like a traderTrading strategiesA Short Take on Real-World Pairs Trading
In textbooks, one often sees pairs trading algorithms start by regressing prices of Asset A on Asset B to calculate