Last week, when introducing How to Measure Position Risk - An Introduction to the VaR Method, it was mentioned that the risk of a portfolio is… ( Read More )
How to Measure Position Risk - An Introduction to the VaR Method
Controlling risk is a skill that every investor needs to learn. With the rapidly changing and evolving cryptocurrency market, algorithmic traders need to focus on… ( 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 )
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 )