Summary As a product of the combination of science and machine, quantitative trading is changing the pattern of modern financial markets. Many investors have turned their attention to this field. How ...
Quantitative trading quick start Content Part 1, the basis of quantitative trading What is quantitative trading? Why choose quantitative trading? What are the needs for quantitative trading? What are ...
article originally from : https://www.quandl.com/ MACD is a popularly used technical indicator in trading stocks, currencies, cryptocurrencies, etc. Basics of MACD MACD is used and discussed in many d...
When going for an automated trading platform it is very important to look for some important features before you decide on the automated trading platform you want to trade on. Different auto...
This article continues the discussion of event-driven backtesters in Python. In the previous article we considered a portfolio class hierarchy that handled current positions, generated trading orders ...
In the previous article on event-driven backtesting we considered how to construct a Strategy class hierarchy. Strategies, as defined here, are used to generate signals, which are used by a portfolio ...
The discussion of the event-driven backtesting implementation has previously considered the event-loop, the event class hierarchy and the data handling component. In this article a Strategy class hier...
In the last article we described the concept of an event-driven backtester. The remainder of this series of articles will concentrate on each of the separate class hierarchies that make up the overall...
We've spent the last couple of months on QuantStart backtesting various trading strategies utilising Python and pandas. The vectorised nature of pandas ensures that certain operations on large dataset...
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, including Exce...