BacktestingFXRTime series modellingTrading strategiesZorro
Trading FX using Autoregressive Models
I’m a big fan of Ernie Chan’s quant trading books: Quantitative Trading, Algorithmic Trading, and Machine Trading. There are some
time series
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BacktestingDeep learningFXKerasNeural networksQuant tradingRZorroDeep Learning for Trading Part 3: Feed Forward Networks
This is the third in a multi-part series in which we explore and compare various deep learning tools and techniques for
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BacktestingFXRTime series modellingTrading strategies
Time Series Analysis: Fitting ARIMA/GARCH predictions profitable for FX?
Recently, I wrote about using mean-reversion time series models to analyze financial data and build trading strategies based on their