Backtest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequency. The data… ( 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 )
Successful Backtesting of Algorithmic Trading Strategies - Part II
In the first article on successful backtesting we discussed statistical and behavioural biases that affect our backtest performance. We also discussed software packages for backtesting,… ( Read More )
Successful Backtesting of Algorithmic Trading Strategies - Part I
This article continues the series on quantitative trading, which started with the Beginner's Guide and Strategy Identification. Both of these longer, more involved articles have… ( Read More )
Value at Risk (VaR) for Algorithmic Trading Risk Management
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 )
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 )
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 )
Learn Algorithmic Trading: A Step By Step Guide
Originally From : https://www.quantinsti.com/blog/learn-algorithmic-trading With the boom in technological advancements in trading and financial market applications, algorithmic trading and high-frequency trading is being welcomed and… ( Read More )
High-Frequency Trading: A Primer
The term “stock exchange” tends to conjure up images of a room crowded with men in suits – one hand pressing phone firmly to ear,… ( Read More )