QuantNews Monthly Digest | January

Your monthly news & research update for all things quant trading

Our January issue is all about trading strategies! First, learn how to create your own strategy using the simple moving average, then follow along as we backtest a stochastic trading strategy using Python. Then, read our research about momentum trading strategies to understand the methodology behind the momentum phenomenon, and find out how news and social media data can be used to predict prices. New to automated trading? Sign up for our intro to automated strategies webinar to learn how to get started.


IN THE SPOTLIGHT 

Code an SMA Crossover Trend Strategy

New year, new goal: program your own trading strategy using Python! In this article, we teach you how to code a strategy using Python which will buy when the Fast SMA crosses over the Slow SMA, and sell when the Fast SMA crosses under the Slow SMA.

  • Learn how to turn the simple moving average indicator into a trading strategy
  • Harness the power of custom Python functions or program your own using our template
  • Run the strategy on your live or demo account

Follow along and download the strategy for ultimate customization!


New this month

TUTORIAL:Stochastic Strategy Backtest using Python and REST API

In this tutorial, you will learn how to backtest a trading strategy which uses the popular stochastic indicator and will execute trades based on crossovers of the %K and %D lines. Check out how this simple backtesting framework can get you on your way to algo trading! Read now.

STRATEGIES: Objects in Motion: Momentum Trading Strategies

Time-series or cross-sectional momentum? What are formation and holding periods? In this article, we take a deep dive into what the research says about momentum strategies and how we can use that information to create our own. Read on to learn what the experts say.

RESEARCHCryptocurrency Price Prediction Using News and Social Media

Learn how researchers use news data and social media sentiment analysis to predict prices of three popular cryptocurrencies: Ethereum, Litecoin and Bitcoin. Using machine learning, the researchers were able to predict large price movements for these instruments. Read the article to find out more.


Upcoming Events

Live Webinar Series: Intro to Automated Strategies 

Every other Thursday 18:00pm – 19:00pm GMT

  • Dive into the world of algo trading as you learn how to set up an automated strategy
  • Learn how to backtest your strategy using powerful technical tools on the Trading Station platform
  • Gain insight on how your strategy performs with various inputs using the Optimizer Feature

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.