The Need for Speed in Trend-Following Strategies man.com Submitted by eric on March 3, 2023 at 2:10 AM No comments 1
Correlation and Correlation Structure (6) – Distance Correlation eranraviv.com Submitted by eric on August 17, 2022 at 2:42 PM No comments 1
The Effective Number of Bets: Measuring Portfolio Diversification | Portfolio Optimizer portfoliooptimizer.io Submitted by eric on August 3, 2022 at 1:13 PM No comments 1
Three Approaches to Feature Engineering for Time Series towardsdatascience.com Submitted by eric on July 31, 2022 at 1:25 PM No comments 1
Copulas and trading strategies research.macrosynergy.com Submitted by eric on July 24, 2022 at 3:10 PM No comments 1
Roadmap Quantitative Resources 2022 twitter.com Submitted by eric on July 23, 2022 at 4:07 PM No comments 1
Short-term Relative-Strength Strategies, Turnover, and the Connection between Winner Returns and the 52-week High by Chen Chen, Chris T. Stivers, Licheng Sun :: SSRN papers.ssrn.com Submitted by eric on July 17, 2022 at 3:28 AM No comments 1
17 Quant Code Repos That Will Teach You More Than All Your Professors At School twitter.com Submitted by eric on July 12, 2022 at 3:57 PM No comments 1
Blankly: Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package. github.com Submitted by eric on July 12, 2022 at 12:24 PM No comments 0
Rob Carvers's full systematic trading system qoppac.blogspot.com Submitted by eric on July 11, 2022 at 7:52 AM 2 comments 2
How to make a basic (HFT) trading algorithm: a twitter thread twitter.com Submitted by eric on July 11, 2022 at 7:36 AM 2 comments 1
Trend-Following in the Times of Crisis quantpedia.com Submitted by eric on July 10, 2022 at 4:20 PM No comments 1
pysystemtrade: Systematic Trading in python github.com Submitted by eric on July 10, 2022 at 7:05 AM 1 comment 1
QuantConnect Tutorials: Strategy Library quantconnect.com Submitted by eric on July 10, 2022 at 7:36 AM No comments 1
Backtrader: A feature-rich Python framework for backtesting and trading backtrader.com Submitted by eric on July 10, 2022 at 7:10 AM No comments 1