Stock Pairs As described in our other articles, stock pairs are a mean-reversion trading system widely used in the industry. …
Algorithmic Trading
Articles about Algorithmic Trading at Trade With Science
By Peter Kostovcik Algorithmic Trading
Testing The Strategy Robustness Developing a trading strategy is a very complex process, with many steps and traps. You can…
By Petr Tmej Algorithmic Trading
Portfolio Diversification Another essential aspect of lowering your risk and maximizing your potential of profits is – diversifying your portfolio….
By Petr Tmej Algorithmic Trading
Sharpe ratio and sortino ratio Today, we will take a closer look at professional metrics that measure strategies’ performance –…
By Peter Kostovcik Algorithmic Trading
Why testing against randomness is crucial in trading? When your algo-trading strategy is developed and functional, one of the most…