In trading, a single transaction result with win or loss is not the focus of quantitative traders, so what are they most concerned about? The… ( Read More )
Beginner's Guide to Time Series Analysis
Over the last few years we've looked at various tools to help us identify exploitable patterns in asset prices. In particular we have considered basic… ( Read More )
Backtesting a Forecasting Strategy for the S&P500 in Python with pandas
Mature Python libraries such as matplotlib, pandas and scikit-learn also reduce the necessity to write boilerplate code or come up with our own implementations of… ( Read More )
“Always understand when to quit” – 6 exit strategies
No matter how much time, effort, and money you put into an investment, if you don't have a predetermined exit strategy, everything can be gone.… ( Read More )
What are the Different Types of Quant Funds?
Institutional asset managers specialize in a particular asset class, style, sector, or geography, based on their expertise or domain knowledge. This is reflected in the… ( Read More )
Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM
In this article we are going to consider our first intraday trading strategy. It will be using a classic trading idea, that of "trading pairs".… ( Read More )
How to Identify Algorithmic Trading Strategies
In this article we will make use of the machinery we introduced to carry out research on an actual strategy, namely the Moving Average Crossover… ( Read More )
How to Identify Algorithmic Trading Strategies
In this article I want to introduce you to the methods by which I myself identify profitable algorithmic trading strategies. Our goal today is to… ( Read More )
Event-Driven Backtesting with Python - Part VIII
It's been a while since we've considered the event-driven backtester, which we began discussing in this article. In Part VI I described how to code… ( Read More )
Event-Driven Backtesting with Python - Part VII
In the last article on the Event-Driven Backtester series we considered a basic ExecutionHandler hierarchy. In this article we are going to discuss how to… ( Read More )