This is a summary of links featured on Quantocracy on Saturday, 05/25/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Using Oanda’s API to Place Entry Orders [Dekalog Blog]Since my last post about end of initial testing I have been working on Oanda API functions in Octave to programmatically place entry orders and associated take profit and stop orders for a future possible forex news trading system. The reason for this is simple – it would be next to impossible to manually place a series of entry orders in the last few moments before a news release, so this would
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Momentum Top N with Docker, Jupyter and QSTrader [Quant Start]In the previous tutorial we set up a backtesting environment using the QSTrader backtesting framework inside a Jupyter Notebook. We isolated this research environment and its dependencies using Docker, with Docker Compose. In this article we will show you how to implement one of the example strategies for QSTrader, the Momentum Top N tactical asset allocation strategy. In order to follow along
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Momentum Everywhere, Even Cross-Country Factor Momentum [Alpha Architect]Among the many factors cited in academic research, only a handful have been sufficiently reliable for use in asset pricing models. One of those is momentum. The evidence has been robust for not only cross-sectional (relative) and time-series (absolute or trend) momentum, but also for factor momentum, which has received much attention from researchers. The empirical research on factor momentum,