Quantnews Monthly Digest | August Issue
Your monthly news & research update for all things quant trading
In this issue, blockchain expert Tomaso Aste* provided insight on factor-based investing, applications of blockchain and the future of AI in trading in an interview with us. Guest author David Bergstrom* walks us through an application of a K-means clustering algorithm, and FXCM’s Rob Pasche explains how to identify a market range when using an algorithm. Finally, be sure to register for one of our algo trading webinars to learn how to automate your trading or further refine your skills.
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Initially from a physics background, Tomaso Aste* has unique insight on financial modelling, machine learning and blockchain. In this interview he discusses his research on factor-based investing to reduce dimensionality of a problem, machine learning trends, and his beliefs on the future of financial markets. Read the interview to find out more.
Market ranges are simple to visually identify, but when relying on an algorithm to identify a range bound market, a trader needs to be able to define this using technical tools and rules. This article will discuss 3 ways to programmatically identify a ranging market. Read this tutorial and learn to incorporate range trading in your system.
In this article, David Bergstrom* explains how he uses K-means clustering, an iterative refinement algorithm, to group data points for analyzing the returns of data within a particular cluster. Bergstrom* provides Python sample code for calling and training the data, and testing the algorithm. Read this article to learn more about K-means clustering.
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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.