Steven Riddiough is a Senior Lecturer (Assistant Professor) in the Department of Finance at the University of Melbourne. He joined the Department in 2015 after completing his PhD at the…
NeuroShell uses neural networks to analyze your favorite indicators, recognize multi-dimensional patterns too complex to visualize, predict and forecast market movements and then generate trading signals based upon those patterns,…
What is K-means clustering? K means is an iterative refinement algorithm that attempts to put each data point into a group or cluster. The algorithm starts with initial estimates for…
Tomaso Aste is professor of Complexity Science at UCL Computer Science Department. A trained Physicist, has substantially contributed to research in complex structures analysis, financial systems modelling and machine learning. He…
Your monthly news & research update for all things quant trading In this issue, read our recap of a recent Algo Trading Summit in London and access exclusive recordings of…
When an instrument’s price is not moving in an uptrend or a downtrend, but instead is moving sideways, we say the instrument is range bound. This is simple to visually…
This paper by Michele Ca’Zorzi and Michał Rubaszek claims to offer a formula for exchange rate forecasting so simple it can be calculated on the back of a napkin. The ‘back of…
Last month, 5 quant trading experts joined FXCM for an educational event in London. Approximately 200 attendees attended lectures and workshops on topics ranging from machine learning to alpha…
We’ve teamed up with Dr Marcos López de Prado*, founder of QuantResearch.org, CEO of True Positive Technologies and a leading expert in mathematical finance, for a special webinar based on his…
Your monthly news & research update for all things quant trading This month, Quantnews partnered with systematic trader Rob Carver* to learn about his unique backtesting method to avoid overfitting,…
