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 extreme importance for long-term capital g...
It is common, as a beginning algorithmic trader practising at retail level, to question whether it is still possible to compete with the large institutional quant funds. In this article I wo...
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...