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 been very popular so I...
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 an underlying asset at a specified date in the future. This da...
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 no guarantee about the future perfo...
The double moving average line strategy, by establishing the m-day and n-day moving average line, which these two moving average lines must have intersections during the price moves. If m>n, the n-...
Do you know these features of the FMZ quantitative trading Platform? The FMZ quantitative trading platform has been in operation for the fifth year. The functions are constantly being released and upd...
One of the most frequent questions I receive in the mailbag is "What is the best programming language for algorithmic trading?". The short answer is that there is no "best" language. Strategy paramete...