This is a summary of links featured on Quantocracy on Thursday, 05/30/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Hidden miners [OSM]We conclude our discussion of market regime detection by examining Hidden Markov Models (HMMs). Recall this series was inspired by a post from PyQuant News that highlighted a longer article from the London Stock Exchange Group (LSEG). Those who took the CFA exams probably forgot using HMMs in the quant section. Whatever the case, the intuition behind them is clever. HMMs use observable data to
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New Volatility Based Trading Techniques with Rob Hanna (@QuantifiablEdgs) [Better System Trader]Could traders be using the VIX wrong? Is there an even better way to time the markets and reduce risk? In this episode, discover the new secrets of volatility-based trading with Rob Hanna. Rob shares his award-winning insights into using the VIX and SPX to time the market, challenging conventional wisdom and uncovering new strategies for volatility trading. Whether youre an advanced trader or
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Crypto Perpetual Contract Pair Trading [Quant Insti]Statistical arbitrage is a classic quantitative trading strategy, and pairs trading is one of them. Digital currency perpetual contracts are non-delivery perpetual futures. This project describes using data from the Binance exchange to find perpetual contract pairs whose pairing spreads conform to the mean reversion trend. Based on this backtest, find the relatively optimal trading parameters.
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Unlock the Secrets of Seasonal Trading [Milton FMR]Seasonal trading strategies are grounded in the belief that certain patterns repeat over specific periods due to predictable events and behaviors. These strategies can be a powerful tool for traders, helping them to capitalize on regular market trends. This article will delve deeper into the world of seasonal trading, providing 15 more examples of seasonal patterns, including the presidential