Liza D., Author at Quant News

Exclusive Interview | Expert Quantitative Strategist and Researcher

September 13, 2018 by Grace Quigley-Kupfer and Liza D.

Researcher Steven Riddiough on Volume and Alternative Data in FX

August 24, 2018 by Liza D. and Grace Quigley-Kupfer

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…

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Exclusive Interview | NeuroShell for Financial Forecasting

August 16, 2018 by Grace Quigley-Kupfer and Liza D.

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Exchange Rate Forecasting on a Napkin

July 11, 2018 by Liza D.

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…

FXCM Algo Summit 2018 | Event Review

July 5, 2018 by Liza D. and Grace Quigley-Kupfer

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…

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Backtest an EMA Strategy Using REST API

June 25, 2018 by Liza D. and Grace Quigley-Kupfer

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Exclusive Interview | Expert Quantitative Strategist and Researcher

September 13, 2018 by Grace Quigley-Kupfer and Liza D.

Artur works as a Quantitative Strategist at the Swiss wealth management company Julius Baer in Zurich. His focus is on quantitative models for systematic trading strategies, risk-based asset allocation, and volatility trading. Prior to that, he worked as a front office quant in equity and credit at Bank of America, Merrill Lynch and Bear Stearns […]

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Researcher Steven Riddiough on Volume and Alternative Data in FX

August 24, 2018 by Liza D. and Grace Quigley-Kupfer

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 University of Warwick. His research interests are principally in the areas of international finance, empirical asset pricing, and household finance. His research has been presented […]

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Exclusive Interview | NeuroShell for Financial Forecasting

August 16, 2018 by Grace Quigley-Kupfer and Liza D.

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, predictions and forecasts. The CEO of NeuroShell spoke with us on how traders can use machine learning and AI to help find profitable trading rules. […]

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Exchange Rate Forecasting on a Napkin

July 11, 2018 by Liza D.

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 a napkin’ adage is commonly used as a qualifier for trading strategies: if it is too complicated to write on the back of a napkin, […]

FXCM Algo Summit 2018 | Event Review

July 5, 2018 by Liza D. and Grace Quigley-Kupfer

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 generation to cryptocurrencies. The speakers conducted both interactive workshops and presentations. You can access the recording of each presentation below. Artificial Intelligence and Algorithmic Trading by Yves […]

Backtest an EMA Strategy Using REST API

June 25, 2018 by Liza D. and Grace Quigley-Kupfer

Presented at FXCM Algo Summit, 15 June 2018 in London During this workshop, FXCM’s Charles Graves demonstrates connecting to the REST API and backtesting a simple Exponential Moving Average strategy using FXCM’s Python wrapper. For the Jupyter notebooks used during this demo, please click here. To access fxcmpy, please click here. Follow along: Get your free […]

Author Archives: Liza D.