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Quant Mashup - Trade with Science
Infrastructure of algorithmic trading systems [Trade With Science]
A development process’s infrastructure can be understood as a step-by-step guide when working on a trading project. Every developer has a bit different approaches, but the skeleton of the process is usually the same. This article is an introduction to building your trading system from scratch.
- 1 year ago, 27 Jan 2021, 10:29am -
The Importance Of Stress Tests & Robustness Tests 10/12 [Trade With Science]
If you developed a given futures market strategy, in an ideal world, it would perform well on all markets (from metals, energies, currencies, bonds, stock indices, grains, softs). However, from our experience, we know that this is a challenging task. You would be happy if it worked for markets from
- 1 year ago, 26 Jan 2021, 09:59am -
Volatility as an essential risk metric [Trade With Science]
In this article, we will explain the basic concept of volatility, what it is, how it is calculated, implied and historical volatility, and how to model it. I believe you’ve already heard about volatility, so we don’t want to just copy and paste the information you already know. In our articles,
- 1 year ago, 20 Jan 2021, 07:45pm -
Strategy Development Phase – Intraday Strategies Using Price Patterns 7/12 [Trade With Science]
It is very popular among traders to develop and trade intraday strategies. The reasons are simple. This type of strategy greatly limits the potential maximum drawdown by not exposing the strategy to the risk of night movements and weekend gaps. The rule that the less total time a strategy is in
- 1 year ago, 5 Jan 2021, 10:40am -
Correlation approaches for stock pairs you have not seen before [Trade With Science]
As described in our other articles, stock pairs are a mean-reversion trading system widely used in the industry. In pairs, you invest in 2 stocks that are correlated somehow and go long in one and short in another (classical Coca-Cola and Pepsi example). Naturally, you are hedged in the market, so
- 1 year ago, 24 Dec 2020, 03:25am -

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    This is a curated mashup of quantitative trading links. Keep up with all this quant goodness with our daily summary RSS or Email, or by following us on Twitter, Facebook or StockTwits. Read on readers!

    Sources included on mashup:

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    Allocate Smartly
    EconomPic
    Financial Hacker
    Flirting with Models
    Hudson and Thames
    Investment Idiocy
    Quant Start
    QuantStrat TradeR
    Robot Wealth
    Turing Finance

     

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    Alex Chinco
    Alpaca
    Alpha Architect
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    Alvarez Quant Trading
    Artur Sepp
    Asm Quant
    Auquan
    Better Buy And Hold
    Better System Trader
    Black Arbs
    Blue Owl Press
    Blue Sky AM
    Build Alpha
    Capital Spectator
    CSS Analytics
    Cuemacro
    Dekalog Blog
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    DTR Trading
    Dual Momentum
    ENNlightenment
    EP Chan
    Eran Raviv
    Factor Investor
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    Following the Trend
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    Invest Resolve
    Investing for a Living
    Jonathan Kinlay
    Kid Quant
    KKB Research
    Koppian Adventures
    Light Finance
    Machine Factor Tech
    Mark Best
    Markov Processes
    Mathematical Investor
    Meb Faber
    Only VIX
    Open Source Quant
    OSM
    Oxford Capital
    Patrick Aschermayr
    Patrick David
    Philipp Kahler
    Philosophical Economics
    Portfolio Optimizer
    Propfolio Management
    Python For Finance
    Quant at Risk
    Quant Connect
    Quant Fiction
    Quant For Hire
    Quant Insti
    Quant Journey
    Quant Rocket
    Quantifiable Edges
    Quantpedia
    Quants Portal
    Quantum Financier
    Quintuitive
    R Trader
    Ran Aroussi
    Relative Value Arbitrage
    Reproducible Finance
    Return and Risk
    Scalable Capital
    Scott's Investments
    Six Figure Investing
    Sober Quant
    SR SV
    Sutherland Research
    System Trader Show
    Systematic Edge
    Thiago Marzagao
    Throwing Good Money
    Timely Portfolio
    Todo Trader
    Top of the Bell Curve
    Tr8dr
    Trade with Science
    Trading with Python
    TrendXplorer
    Two Centuries Investments
    Voodoo Markets
    Wisdom Trading

     

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