Portfolio optimization In the last article of this series, we will go through a fully functional code. You will read…
Strategy Development
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. …
Build the infrastructure of your algorithmic trading system A development process’s infrastructure can be understood as a step-by-step guide when…
Stress Tests & Robustness Tests multimarket performance evaluation If you developed a given futures market strategy, in an ideal world,…
STRATEGY Performance Evaluation One of the widespread algorithmic trading mistakes is only paying attention to the total return of trading…
STRATEGY Building Software During my long experience in trading, both in retail and institutional, I have found that the most…
STRATEGY DEVELOPMENT PHASE It is very popular among traders to develop and trade intraday strategies. The reasons are simple. This…
Trading Strategy development Let’s consider that you already realized that you are at a disadvantage as a discretionary trader as…
RANDOM TRADING Do you know that well over 90% of traders are using technical analysis, and well over 90% of…