Trading Articles & Strategies:
 

Quantitative Trading

Quantitative investment and trading ideas, research, and analysis.

Friday, April 05, 2019

The most overlooked aspect of algorithmic trading

Many algorithmic traders justifiably worship the legends of our industry, people like Jim Simons, David Shaw, or Peter Muller, but there is one aspect of their greatness most traders have overlooked. They have built their businesses and vast wealth not just by sitting in front of their trading screens or scribbling complicated equations all day long, but by collaborating and managing other talented traders and researchers. If you read the recent interview of Simons, or the book by Lopez de Prado (head of machine learning at AQR), you will notice that both emphasized a collaborative approach to quantitative investment management. Simons declared that total transparency within Renaissance Technologies is one reason of their success, and Lopez de Prado deemed the "production chain" (assembly line) approach the best meta-strategy for quantitative investment. One does not need to be a giant of the industry to practice team-based strategy development, but to do that well requires years of practice and trial and error. While this sounds no easier than developing strategies on your own, it is more sustainable and scalable - we as individual humans do get tired, overwhelmed, sick, or old sometimes. My experience in team-based strategy development falls into 3 categories: 1) pair-trading, 2) hiring researchers, and 3) hiring subadvisors. Here are my thoughts.

Full Article: https://secure.durablecms.com/Members/EditPage.aspx?PageId=608

 
 

Using Technical Indicators to Trade Crypto in 2019

Technical analysis (TA) has been used to trade crypto since its inception. Traders claim that through careful analysis of historical data and focus on price, volume, and related indicators it is possible to identify patterns and predict outcomes. Here are a number of key indicators and mechanics commonly used for trading crypto.

https://news.bitcoin.com/analysis-using-technical-indicators-to-trade-crypto-in-2019/

 

 

What is the best number of trading instruments to use in forex?

https://www.forexlive.com/education/!/what-is-the-best-number-of-trading-instruments-to-use-in-forex-00-20181220

What is 'Automated Forex Trading'?

https://www.investopedia.com/terms/forex/a/automated-forex-trading.asp

Also see: Expert Advisors


4 common active trading strategies

https://www.investopedia.com/articles/active-trading/11/four-types-of-active-traders.asp


What is a Forex Signal Trading System?

https://www.investopedia.com/terms/forex/f/forex-signal-system.asp?o=40186&l=dir&qsrc=999&qo=investopediaSiteSearch


The Perfect Moving Averages For Day Trading  

By Alan Farley

https://www.investopedia.com/articles/active-trading/010116/perfect-moving-averages-day-trading.asp


The 7 Pitfalls Of Moving Averages

By Kalen Smith

https://www.investopedia.com/articles/trading/11/pitfalls-moving-averages.asp


Basics of Algorithmic Trading: Concepts and Examples

By Shobhit Seth

https://www.investopedia.com/articles/active-trading/101014/basics-algorithmic-trading-concepts-and-examples.asp


The Pros And Cons Of Automated Trading Systems

By Jean Folger

https://www.investopedia.com/articles/trading/11/automated-trading-systems.asp?rp=i


Strategies And Secrets Of High Frequency Trading (HFT) Firms

By Prableen Bajpai, CFA (ICFAI)

https://www.investopedia.com/articles/active-trading/092114/strategies-and-secrets-high-frequency-trading-hft-firms.asp