Quantnews Monthly Digest | May Issue

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

Dive in to this month’s edition to learn how to use FXCM’s custom Python wrapper to connect to our REST API and trade, live. Read an exclusive interview with Yves Hilpisch*, founder of The Python Quants, as he discusses Python for trading, how he became as a quant trading icon, and some of his favourite algo resources. Check out the first part of our Machine Learning for Trading series and be sure to register for our upcoming live events in your area!

In The Spotlight

Our newest, ultra-flexible web-based REST API is now live and we’ve built a Python wrapper around it for the ultimate user experience. We’ll show you the value of FXCM’s free historical price data and how it can help you build an automated strategy using FXCM’s new REST API and Python Wrapper.

  • Introduce yourself to FXCM’s new RESTful API for data retrieval and algorithmic trading
  • Visualize practical data analysis examples using the Python API wrapper
  • Gen an exclusive view into FXCM’s free historical data
  • Learn machine learning techniques to generate algorithmic trading strategies

Watch on demand now!

New this month

TUTORIAL: Code an Algorithmic Trading Strategy in Less than 1 Hour
Do you have a strategy in mind, but find yourself struggling with the more time-consuming processes of algo trading, like connecting to a pricing stream and an execution engine? In this tutorial, you will explore a tool that does most of the coding for you. You’ll find out how to take your strategy idea from an idea to a tradable strategy in less than an hour. Read this tutorial and follow along.

WEBINAR: Part 1: Machine Learning for Trading
Due to the overwhelming success of our Intro to Machine Learning webinar, we are back and this time with a series designed to take you through the machine learning process. You’ll learn how to prepare your computer to learn from data, train a model on a walk-forward basis, and design an algorithm to trade based off of your results. Watch the recording now.

RESEARCH: Strategy Diversification: Combining momentum and carry strategies within a foreign exchange portfolio
This article studies the value of combining technical and macro/fundamental strategies. A momentum strategy is tested on its own and produces an annual return of about 7%. The macro/fundamental carry strategy also yields positively, returning about 5.35% per year. The carry momentum combination portfolio produces better risk-adjusted returns than the independent strategies. Continue reading this article.

Upcoming Events

Algo Trading Summit in London | 15 June | 8am – 5pm

Join a group of algo experts with FXCM this summer as we host the FXCM Algo Summit – Algo Next Level. Register today and don’t miss out on this opportunity to network with like-minded algo traders and professionals. Seating is limited!
Questions about the event? Contact us at inquiries@quantnews.com

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.