The importance of volatility In this article, we will explain the basic concept of volatility, what it is, how it…
Peter Kostovcik
Put-Call ratio as a measurement to gauge the overall mood of a market The put-call ratio represents another information about…
Stock Pairs As described in our other articles, stock pairs are a mean-reversion trading system widely used in the industry. …
Portfolio optimization In the last article of this series, we will go through a fully functional code. You can read…
Advanced Portfolio Optimization In the second article, we will go through more advanced approaches and also modern ones. We will…
Mean-Variance Portfolio optimization Portfolio optimization is one of the fundamental topics for assets management, as old as quantitative finance itself. …
Testing The Strategy Robustness Developing a trading strategy is a very complex process, with many steps and traps. You can…
THE EASIEST WAY TO SUCCEED ON THE STOCK EXCHANGE The easiest way to have success on the stock exchanges is…
Stock Analysis Which metrics do you usually use when you are analyzing some stock before investing or trading it? Every…
PANDAS – Grouping and DateTimeIndex In this article, we continue playing with time series in Python, resp. Pandas. Our previous article…