Articles | Page 3 of 12

Cryptocurrency Price Prediction Using News and Social Media

December 27, 2018 by Grace Quigley-Kupfer

In the past few years, there have been a variety of experiments utilizing sentiment from twitter to predict price fluctuations of the price of Bitcoin. This study by three Stanford…

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Intro to Machine Learning in Less Than 50 Lines of Code

December 18, 2018 by Grace Quigley-Kupfer

Machine learning is increasing in popularity and is a buzzword in the quantitative finance community. After all, it is a branch of artificial intelligence where algorithms and mathematical models are…

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Limitations of Quantitative Claims About Trading Strategy Evaluation

December 11, 2018 by Liza D.

Overfitting is a chief concern for most systematic traders, and rightfully so. Traders use quantitative analysis methods to evaluate their backtests and tweak their strategies for better performance. However oftentimes…

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Bollinger Backtest using Python and REST API Part 2

December 7, 2018 by Grace Quigley-Kupfer

Welcome to the second part of the backtesting tutorial on a Bollinger band strategy using REST API and Python. We will be using the Jupyter notebook to do a simple…

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Video: Strategy Development with Python and REST API

December 4, 2018 by Rob Pasche

In this live workshop, our in-house programmer walked through the process of developing a trading strategy in Python and connecting to FXCM’s REST API to stream live data into your strategy. You…

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Setting up a Bitcoin Breakout Trading Algorithm on FXCM’s Trading Station Platform

November 28, 2018 by Rob Pasche

With FXCM recently adding the BTC/USD trading pair on their retail trading platform, we thought it would be useful to show how quick and easy it is to setup a…

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Webinar: Strategy Development with Python and REST API

Dec 04

Tuesday, 4th December 2018 18:00 - 19:00 GMT

Looking to automate your trading ideas or want to move to algorithmic trading, but not sure how? Register for this live webinar! Read More

Bollinger Bands Backtest using Python and REST API | Part 1

November 22, 2018 by Grace Quigley-Kupfer

Welcome to this tutorial on a Bollinger Bands strategy using REST API and Python. We will be using a Jupyter notebook to do a simple backtest of a strategy that…

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Performance Metrics: The Sharpe Ratio and the Sortino Ratio

November 19, 2018 by Liza D.

For a systematic trader, effectively managing risk in a trading system is crucial to the long-term viability of the system. The most obvious performance metric for testing a strategy is its profitability— we all want a winning system. But alone, the historical returns of a strategy don’t provide enough information. For example, say you are […]

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Exclusive Interview | Hedge Fund Manager, Author and Founder of The Chartist

November 15, 2018 by Grace Quigley-Kupfer and Liza D.

Nick Radge has been trading and investing since 1985, and has worked for global investment banks in Sydney, London and Singapore. He is an ex-Director at Macquarie Bank and ran his own hedge fund. More recently he has been appointed the Vice President of the Australian Technical Analysis Association. He is also the author Unholy Grails […]

Momentum and Contrarian Effects on the Cryptocurrency Market

November 7, 2018 by Grace Quigley-Kupfer

In this recently released study, the effects of momentum and contrarian strategies on the cryptocurrency market were investigated and analysed. The momentum and contrarian strategies were executed on the top 100 cryptocurrencies with the largest market cap and average 14 day daily volume. Both of these strategies were compared with a buy and hold strategy […]

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Bitcoin (BTC) Breakout Strategy – Free Python Code

October 31, 2018 by Rob Pasche

(To download an already completed copy of the Python strategy developed in this guide, visit our GitHub.) In this article, we will code a custom breakout strategy geared specifically towards trading BTC/USD using Python and FXCM’s Rest API / WebSocket. The algorithm looks to take advantage of Bitcoin’s volatility by getting into a breakout trade […]

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Machine Learning-Based Classification of Market Phases

October 25, 2018 by Dimitrios Geromichalos

Introduction The experience of the recent years as well as research results and regulatory requirements suggest the consideration of market regimes. Nevertheless, the largest part of today’s financial risk management is still based on the assumption of constant market conditions. Currently, neither “stressed” market phases nor potential bubbles are determined in an objective way. Machine […]

Activating REST API: It’s as Easy as 1,2,3

October 24, 2018 by Grace Quigley-Kupfer

Complete the registration form to the right and click Trade Now to enter the Trading Station web platform. Your practice account credentials will also be sent to you via email.

Algo Trading with REST API and Python – Developing a RSI Range Strategy

October 16, 2018 by Rob Pasche

(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 RSI strategy using Python and FXCM’s Rest API. This strategy will buy when RSI crosses over 30, closing buy trades when RSI crosses above 70. This strategy will sell when […]

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Algo Trading with REST API and Python | Part 5: Developing a Live Strategy Template

October 16, 2018 by Rob Pasche

Algo Trading with REST API and Python Series Part 1: Preparing your Computer Part 2 : Connecting to the REST API Part 3: Using the fxcmpy Python wrapper to connect to FXCM’s REST API Part 4: Building and Backtesting an EMA Crossover Strategy Part 5: Developing a Live Strategy Template (To download an already completed copy of the Python […]

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Algo Trading with REST API and Python | Part 4: Building and Backtesting an EMA Crossover Strategy

October 10, 2018 by Liza D. and Charles Graves

In this tutorial we will create an EMA strategy, backtest the strategy using an FXCM demo account, and chart the returns. We will use three open-source python libraries: fxcmpy for importing data, pyti for the EMA indicator, and matplotlib for charting.

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