Quant Mashup - Inovance
Using Machine Learning to Select Your Indicators for a Trading Strategy [Inovance]
Selecting the indicators to use is one of the most important and difficult aspects of building a successful strategy. Not only are there thousands of different indicators, but most indicators have numerous settings which amounts to virtually limitless indicator combinations. Clearly testing every
- 8 years ago, 6 Oct 2015, 01:02pm -
Using a Random Forest and Hidden Markov Model to Improve Trade Performance [Inovance]
Machine learning is a powerful tool for not only coming up with new strategies (like we do in TRAIDE) but also for improving your existing strategies. In this article, we’ll cover adjusting your position size using a random forest algorithm and turning your strategy on an off using a Hidden Markov
- 8 years ago, 23 Sep 2015, 07:30am -
Building an algorithmic trading strategy [Inovance]
Building a fully automated, algorithmic trading strategy can seem like a daunting task but can actually be broken down into a series of simple steps. In this post, we'll go through the three steps to building an algorithmic strategy: Idea, Test, and Trade, and break down what you need to know
- 8 years ago, 14 May 2015, 12:50pm -
Data Science and Trading: Common Problems [Inovance]
Data science is becoming more and more accessible to more and more people. Amazon launched Amazon Machine Learning last month, Microsoft Azure has been available for some time now and IBM is pushing to commercialize Watson more than ever before. While there is a lot of hype surrounding some of the
- 8 years ago, 5 May 2015, 05:21pm -
Bollinger Band Feature Analaysis Using a Random Forest Algorithm [Inovance]
Bollinger Bands are one of the more popular technical indicators with many traders using them to both trade the range as well as look for breakouts. However, what features and values should you really be looking at when you are using Bollinger Bands to trade? In this article we will use a random
- 8 years ago, 29 Apr 2015, 04:05pm -
A Tutorial in R on Using A Hidden Markov Model (HMM) [Inovance]
Knowing how different market conditions affect the performance of your strategy can have a huge impact on your returns. Certain strategies will perform well in highly volatile, choppy markets while others need a strong, smooth trend or they risk long periods of drawdown. Figuring out when you should
- 9 years ago, 16 Apr 2015, 05:36am -
How to Trade the MACD Part 2: A High-level Analysis of the MACD Histogram Feature [Inovance]
In our last article, we investigated the MACD Line feature of the MACD and the historical patterns over the past few years using three common indicator settings. In this article, we are going to continue that analysis by studying the MACD Histogram, a feature that was added to the MACD indicator in
- 9 years ago, 8 Apr 2015, 08:09pm -
How to Trade the MACD: A High-level Analysis of the MACD Line Feature [Inovance]
Moving Average Convergence Divergence (MACD) is one of the most popular technical indicators used by traders. It is a flexible indicator that can be used for determining the strength and direction of a trend. It has three distinct features and in this first post we are going to do a high-level
- 9 years ago, 30 Mar 2015, 08:39pm -
Evaluating Trading Strategies [Inovance]
In the last post, we covered how to evaluate the profitability and risk of your strategy. Now let’s take a look at measuring the Statistical Significance, Stability, and Live Performance of your strategy. Statistical Significance
- 9 years ago, 17 Mar 2015, 11:20pm -
Evaluating Trading Strategies [Inovance]
Creating a trading strategy is only the first step to trading successfully. You must then evaluate its performance and decide if you can trust it on a live account. While so much attention gets paid to coming up with a strategy, there is surprisingly little on how to tell if the strategy is any
- 9 years ago, 10 Mar 2015, 12:50pm -