Value at Risk (VaR) for Algorithmic Trading Risk Management Estimating the risk of loss to an algorithmic trading strategy, or portfolio of strategies, is of… ( Read More )
Should You Build Your Own Backtester?
About This Post The post is suitable for those who are beginning quantitative trading as well as those who have had some experience with the… ( Read More )
Money Management via the Kelly Criterion
Risk and money management are absolutely critical topics in quantitative trading. We have yet to explore these concepts in any reasonable amount of detail beyond… ( Read More )
Sharpe Ratio for Algorithmic Trading Performance Measurement
When carrying out an algorithmic trading strategy it is tempting to consider the annualised return as the most useful performance metric. However, there are many… ( Read More )
Continuous Futures Contracts for Backtesting Purposes
Brief Overview of Futures Contracts Futures are a form of contract drawn up between two parties for the purchase or sale of a quantity of… ( Read More )
Research Backtesting Environments in Python with pandas
Backtesting is the research process of applying a trading strategy idea to historical data in order to ascertain past performance. In particular, a backtester makes… ( Read More )
How to make your own trading bot
Foreword I’m certainly not a great programmer, but writing this project taught me a lot (and kept me occupied). Most of my code were done… ( Read More )
Top 5 Essential Beginner Books for Algorithmic Trading
Algorithmic trading is usually perceived as a complex area for beginners to get to grips with. It covers a wide range of disciplines, with certain… ( Read More )
Can Algorithmic Traders Still Succeed at the Retail Level?
It is common, as a beginning algorithmic trader practising at retail level, to question whether it is still possible to compete with the large institutional quant funds.… ( Read More )
Steps to Becoming a Quant Trader
Lucrative salaries, hefty bonuses and creativity on the job have resulted in quantitative trading becoming an attractive career option. Quantitative traders, or quants for short,… ( Read More )