Quant Mashup - Augmented Trader How do stop-loss orders affect trading strategy performance? [Augmented Trader]“A stop order is an order placed with a broker to sell a security when it reaches a certain price. A stop-loss order is designed to limit an investor’s loss on a position in a security” —investopedia. In this article we investigate how the addition of stop-loss orders affect a generic(...) Update on the MOOC “Machine Learning for Trading” [Augmented Trader]If you want to be sure to be notified about enrollment opportunities, please sign up to “follow” my blog. I will post that information on this blog. The “old” course We’ve had four very successful sessions of my MOOC “Computational Investing, Part I” at Coursera. The Coursera run(...) 9 Mistakes Quants Make that Cause Backtests to Lie [Augmented Trader]“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI. About backtests A backtest is a simulation of a trading strategy used to evaluate how effective the strategy might have been if it were traded historically. Backtestesting is used by hedge funds and other(...) Upcoming Courses for 2015 [Augmented Trader]New 3-part course Fall 2015 I will be offering a 3 part course, CS 7646: Machine Learning for Trading, online. It is equivalent to the on campus graduate course that I teach at Georgia Tech. The three parts are: • Part 1: Manipulating Financial Data in Python (about 4 weeks) • Part 2:(...)