With only 0.6% of mutual funds outperforming the benchmark index, many individual investors have limited opportunity to gain alpha. The authors set out to discover if these investors can attain profitability through momentum strategies. Read More
Exploring FXCM’s Free Trader Sentiment Data with Python and Pandas
FXCM offers premium data packages with valuable sentiment, volume and order flow data. In this article we will download a sample of the sentiment data set into a Pandas DataFrame…
Algorithmic Trading with Forex Sentiment Data
Sentiment data shows the buyer-to-seller ratio of an instrument and it can be used to implement a mean reversion algorithm. Read More
The Alpha Engine: Designing an Automated Trading Algorithm
The Alpha Engine is a trading strategy that is the result of nearly three decades of study and was found to be profitable on many currencies. The Java code to…
Webinar Series: Coding a Custom Trading Algorithm in Lua
Feb
28
Thursday, 28th February 2019 17:00 - 18:00 GMT
We have teamed up with FXCM Education to bring you a live webinar tutorial on coding a trading strategy in Lua. In this live session, you will have the opportunity…
Algo Trading with REST API and Python – Developing a Bollinger Band ADX Range Strategy
(To download an already completed copy of the Python strategy developed in this guide, visit our GitHub.) In this article, we will code a closed-bar Bollinger band ADX range strategy…
News Trading Strategies with Textual Analysis
Textual analysis can be broken up into two main groups: quantitative and qualitative. Quantitative texual analysis relates to numeric data published by governments and companies, such as economic data or…
QuantNews Monthly Digest | January
Your monthly news & research update for all things quant trading Our January issue is all about trading strategies! First, learn how to create your own strategy using the simple…
Introduction to Monte Carlo Simulation
Monte Carlo simulation is a form of backtest used to model possible movements of an asset’s price and to predict future prices. A trader can use this method to calculate…
Objects in Motion: Momentum Trading Strategies
You may remember from your primary school days that objects in motion tend to stay in motion unless acted upon by an equal or opposite force. It has been suggested…
Algo Trading with REST API and Python – Developing a SMA Crossover Trend Strategy
(To download an already completed copy of the Python strategy developed in this guide, visit our GitHub.) In this article, we will code a closed-bar Simple Moving Average (SMA) crossover…
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View AllBooking Holdings Inc. (BKNG) Enterpise Value of 80806735.6 Puts Quant in Focus – Richland Standard
Booking Holdings Inc. (BKNG) Enterpise Value of 80806735.6 Puts Quant in Focus Richland StandardBooking Holdings Inc. (BKNG) presently has an EV or Enterprise Value of 80806735.6. The EV helps show how…
FedEx Corporation (FDX): Poring Over the 55272399.5 EV & Quant Numbers – Richland Standard
FedEx Corporation (FDX): Poring Over the 55272399.5 EV & Quant Numbers Richland StandardInvestors are constantly examining different company financial indicators to assess trading opportunities. FedEx Corporation (FDX) presently has an EV…
COMMENT: The age of the quant is coming to an end – eFinancialCareers
COMMENT: The age of the quant is coming to an end eFinancialCareersI’ve worked as a quant in finance for over two decades, on both sides of the Atlantic. And I can…
Quant Ratios & Signal Review For Olin Corporation (NYSE:OLN), Amdocs Limited (NasdaqGS:DOX) – Zeeland Press
Quant Ratios & Signal Review For Olin Corporation (NYSE:OLN), Amdocs Limited (NasdaqGS:DOX) Zeeland PressThe Price to Cash Flow for Olin Corporation (NYSE:OLN) is 4.827167. The price to cash flow formula is…
A Look Inside the Quant Data For Autodesk, Inc. (NasdaqGS:ADSK), Exelon Corporation (NYSE:EXC) – Richland Standard
A Look Inside the Quant Data For Autodesk, Inc. (NasdaqGS:ADSK), Exelon Corporation (NYSE:EXC) Richland StandardIn order to determine if a company is fairly valued, we can look at a number of…