QuantNews Monthly Digest | December

Your monthly news & research update for all things quant trading

Dive into this month’s edition and find out just how easy it is to create a machine learning algorithm for trading. Then, follow along as we teach you how to backtest a Bollinger Bands trading strategy using Python. Check out this month’s In the Spotlight to find an on-demand recording of our popular Strategy Development with Python and REST API webinar. Finally, we’d like to wish you all a very happy holiday season, and thank you for all your support this year. We’re looking forward to an exciting and productive 2019!


Stragegy Development Webinar
In this workshop our in-house programmer demonstrated the process of developing a trading strategy using Python and REST API, and answered questions from a live audience.

  • Explore each function that makes the strategy operate, from setting the logic to executing trades
  • Learn how to incorporate technical indicators like the RSI into a strategy
  • Access our easy-to-use Python strategy template to quickly create your own custom strategies

Watch the recording on QuantNews and ask questions in the Community!

New this month

TUTORIAL:Machine Learning in Less than 50 Lines of Code

In this article you will learn how to create a machine learning algorithm for trading the SPX500 index. The article walks through importing the necessary libraries, downloading the data the algorithm will learn from, creating the trading signal, and defining the classifier, and finally testing the results of the algorithm against market conditions to evaluate performance. Read on to learn about this methodology.

BACKTEST: Bollinger Band Backtest using Python and REST API, Part 2

In the second article of this two-part series, you will learn how to utilize a Python backtesting framework for backtesting a trading strategy using Bollinger Bands, then visualize the results of your test and the performance of the trading strategy. Read on and follow along with the provided sample code.

RESEARCHLimitations of Quant Claims about Trading

As a quantitative trader, do you fall into the trap of overfitting your strategy to current or past market conditions? This article explores some of the pitfalls of relying entirely on quantitative analysis and what other information is just as important. Read the article to find out more.

Upcoming Events

Live Webinar Series: Coding a Custom Trading Algorithm in Lua

Every other Thursday 17:00pm – 18:00pm GMT

  • Follow along as our in-house algorithmic trading programmer codes a custom trading strategy from scratch
  • Use FXCM’s IndicoreSDK to assist in coding a custom strategy in Lua
  • Setup an automated strategy to trade on FXCM’s Trading Station platform

register today

Like Free Stuff?

So do we. See the links below to access our community, connect to our web-based REST API, or find a library of sample code for building your algo.

If you have any questions, please contact 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.