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 )
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 )
Best Programming Language for Algorithmic Trading Systems?
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… ( Read More )