Quant Mashup - Investment Idiocy
Systems building - execution [Investment Idiocy]
People often get systematic and automated trading mixed up. The latter is a subset of the first. You can't have a system which is fully automated if it relies on discretionary input, no matter how small. But you can have a system which needs a human to make it run, even though there is no
- 8 years ago, 21 Jul 2015, 10:04am -
"Systematic Trading" - the book - now available to pre-order [Investment Idiocy]
Isn't it pretty? The website, and pre-order page, for my magnum opus are now ready: www.systematictrading.org http://www.harriman-house.com/book/view/4598/trading/robert-carver/systematic-trading/ Like it says on the back "This is not just another book with yet another trading system. This
- 8 years ago, 30 Jun 2015, 11:23am -
Systems building - deciding positions [Investment Idiocy]
This is the third post in a series giving pointers on the nuts and bolts of building systematic trading systems. A common myth is that the most important part of a systematic trading system is the 'algo'. The procedure, or set of rules that essentially says 'given this data, what
- 8 years ago, 15 Jun 2015, 02:02pm -
Systems building - futures rolling [Investment Idiocy]
Trading futures has one fairly substantial complication compared to many other assets. You can't just buy 'the CME Gold future'. There is no such thing. You need to select which delivery date future you are trading. Do you want to trade June 2015, July, August....? Once you've
- 8 years ago, 18 May 2015, 02:33pm -
System building - Data capture [Investment Idiocy]
A while ago I ran a series of posts on how you would write some python code to systematically trade using the interactive brokers C++ API. Whilst I hope this was helpful it was just a starting point. There are at least two major projects to undertake before one could actually trade. The first is the
- 8 years ago, 28 Apr 2015, 08:13pm -