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
trading strategies
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CryptoFactorsQuant tradingUnravel Data: A Cheat Code for Crypto?
The best trading edges are often found in places most people don’t think to look. It’s why being a bit
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Think like a traderNo Magic Formulas: How I Actually Decide What to Trade
Someone recently asked me if I have a checklist for adopting new trading strategies. You know, a neat little formula
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ExcelQuant tradingTrading strategiesModelling 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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Quant tradingThink like a traderTrading as a businessTrading strategies
Case Study: Lessons Learned from 9 Crypto Trading
In 2021, James, I, and a small team decided to set up a crypto trading venture. We faced several problems,
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Quant tradingTrading as a businessTrading strategies
How to get serious about making money trading
In Australia, if you’re serious about getting the job done effectively and efficiently, you might say: “I’m not here to
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FXQuant tradingWhere does FX sit in a Systematic Trading Portfolio?
You rarely meet a rich forex trader. I’ve met plenty of rich traders who trade quant factors or stat arb.
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Quant tradingSome Things Just Go Up (If You Wait Long Enough)
Here’s a chart of long-term asset performance…. The blue line shows returns from US stocks from 1900 to today.
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BacktestingFXQuant tradingZorroExploiting The Non-Farm Payrolls Drift
Anyone that’s been around the markets knows that the monthly release of the United States Department of Labor’s Non-Farm Payrolls
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RTrading strategiesOvernight and Intraday SPX returns
One of the things I’ve noticed from staring at the screen all day for the last few months is that
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BacktestingFactorsQuant tradingRTrading strategies
Revenge of the Stock Pickers
To say we’re living through extraordinary times would be an understatement. We saw the best part of 40% wiped off
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Quant tradingTime series modellingTrading strategies
A Vector Autoregression Trading Model
The vector autoregression (VAR) framework is common in econometrics for modelling correlated variables with bi-directional relationships and feedback loops. If