Great teaching style.
Very engaging.
Material was presented in interesting manner and focused more on real life than theory.
CASS Seminar
Trading Order Out of Chaos
Testimonials
Would you like to build consistently profitable trading systems from scratch? This article series does exactly that. Here are the steps which we’ll work through:That’s the theory. In this article-series we’ll go a step further and look at how to implemen… Read more
- Define the underlying principles of a successful trading approach
- Determine the assets which obey these principles
- Determine rule sets for trading these assets
- Work out a straightforward portfolio construction method
Intro
Backtesting is every systematic trader’s basic tool. And Python is becoming the lingua franca of programming. So putting Python into Backtesting to get fast results should be possible!
Yes and no!
In this article, we’ll cover how to really improve your Python backtesting and boost your speeds by several orders of magnitude!
At last! We’ve made it to the mean-reverting part of the series, starting with our focus on equities and their mean-reversion habits. So, here’s the deal. We’re going to keep it simple, just like in the previous three posts, and start from the ground up. Over the following series we’ll culminate in a simple, straightforward (and well known) system that still works. In detail for this article:
- What do we mean by mean-reversion and how can we measure it?
- What are some natural meth… Read more
More Money Than God: Hedge Funds and the Making of the New Elite is simply WOW! All I can say is WOW! Mallaby apparently held in excess of 1000 interviews and was given access to emails by some of the main players in the history of hedge funds. If you have read the Market Wizards trilogy, then this book actually fleshes out some of these individuals and provides the historical setting. The book is made up of 14 Chapters, which track the history of hedge funds both chronologically and stylist… Read more
Taking Control of Your Trading Numbers – that means actually being able to replicate the results that others produce. It’s the only way to be sure that you know what’s going on. Well, many people got back after last week’s article asking about the details of the calculations as well as about some of the more technical jargon:
- What do I mean by asset?
- What’s an asset bias?
- What does it mean to risk-adjust returns?
- How can I go about calculating the charts in the article?
- How … Read more