AlgoTrading
Algorithmic trading (automated trading, black-box trading, or algotrading) is the process of using computers programmed to follow a defined set of instructions for placing a trade in order to generate profits at a speed and frequency that is impossible for a human trader.
The sets of rules are based on timing, price, quantity or any mathematical model.
Algotrading may be used in any investment strategy, including market making, inter-market spreading, arbitrage, or pure speculation (including trend following).
Many types of algorithmic or automated trading activities can be described as high-frequency trading (HFT).
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Slippage in Model Backtesting
A precious lesson I learned during my venture over
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VaR and Expected Shortfall vs. Black Swan
It is one of the most fundamental approaches in
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Black Swan and Extreme Loss Modeling
When I read the book of Nassim Nicholas Taleb Black
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Simulation of Portfolio Value using Geometric
Having in mind the upcoming series of articles on
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297
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GARCH(p,q) Model and Exit Strategy for Intraday
Forecasting future has always been a part of human
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Rebinning of Financial Time-Series
Working with financial time-series, especially in
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Modern Time Analysis of Black Swans
I decided to take the data analysis on Black Swan and
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Anxiety Detection Model for Stock Traders based on
Everybody would agree on one thing: the nervousness
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174
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Create a Portfolio of Stocks based on Google
There is an old saying Be careful what you wish for
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Information Ratio and its Relative Strength for
The risk and return are the two most significant
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148
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Study Vector Machines, And Machine Learning
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105
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Extreme VaR for Portfolio Managers
Regardless of who you are, either an algo trader hidden
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Gap-on-Open Profitable Trading Strategy
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Deriving Limits in Python - Lesson 5
Some quant problems require an intensive work with
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Asset Allocation for Tangent Portfolio with
Studying a new programming language is an adventurous
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Setting up Python for Quantitative Analysis in OS
Someone, not so long time ago, turned my attention from
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179
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Talking to Python: TextMate Code Editor - Lesson 2
Programming in Python requires a decent text editor. A
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First Contact with Python - Lesson 3
Python does miracles. Really. The more I’m diving into
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Robots haven’t taken over the bond market yet
Trade automation is a tale of two bond markets NEW YORK
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