Quantnews Monthly Digest | April Issue

Your monthly news and research update for all things quantitative trading.

In this edition, we take you through good practices for creating an algo trading system, an interview on AI and machine learning, and the results of a study done with professional quant trader Ernie Chan* with FXCM’s sentiment data. Read on to find out more.

In The Spotlight

Watch award-winning professional trader Kevin Davey* take you through his proven method for creating an algorithmic trading strategy and walk away with actionable steps you can take to turn an idea into a trading system.

Between 2005 and 2007, Kevin competed in the World Cup Championship of Futures trading, where he finished first once and second twice. He has partnered with QuantNews to teach quant traders his walk-forward testing strategy. Watch on demand now.

New this month

INTERVIEW: AI & Machine Learning In Trading | Michael Himmel In this very interesting interview with Michael Himmel* we discussed AI, machine learning, backtesting, and the future of algorithmic trading. Michael Himmel is a Founding Partner, Portfolio Manager and Director of AI Research for Essex Asset Management. Read full interview here.


WEBINAR: Premium Data with Dr. Ernest Chan This one-hour on-demand webinar will help you to learn where you should position yourself in the market by based on the results of Dr. Chan’s study on the power of using tick data combined with his Order Flow methodology. Watch on demand.


RESEARCH: The Value of Volume in Foreign Exchange By Antionio Gargano, Steven J. Riddiouh, Lucio Sarno Does FX volume contain information that is statistically and economically relevant for understanding future currency returns? Read on to find learn about this application of alternative data. Read more.


Upcoming Events

Machine Learning For Trading | 3 Part Webinar Series beginning May 1

Do you think only professional traders use machine learning to establish an edge? Think again. In this series, Trevor Trenkino of CloudQuant will teach how traders are using machine learning algorithms to for data processing and algo trading. Trevor will take you through the process of creating a machine learning algorithm so you can walk away with the know-how to build your own trading system.


Questions or comments? Email us at inquiries@quantnews.com.

Risk Warning: The FXCM Group does not guarantee accuracy and will not accept liability for any loss or damage which arise directly or indirectly from use of or reliance on information contained within the webinars. The FXCM Group may provide general commentary which is not intended as investment advice and must not be construed as such. FX/CFD trading carries a risk of losses in excess of your deposited funds and may not be suitable for all investors. Please ensure that you fully understand the risks involved.