QuantNews Monthly Digest | November

Your monthly news & research update for all things quant trading

This month, QuantNews created a BTC/USD trading strategy using Python and explained the development process so you can follow along. We wrote about using the Sharpe and Sortino ratios to analyze risk in trading strategies, and read a research paper about momentum and contrarian strategies in the crypto markets. We communicated with you via our new community and planned an upcoming webinar based on your feedback. See below to find out more!


Strategy Development with Python and REST API

Join us for a live workshop where our in-house programmer will walk you through the process of developing a trading strategy in Python and connecting to FXCM’s REST API to stream live data into your strategy.

Tue, 4 December | 18:00 – 19:00 GMT

  • Take a pre-built strategy template and create your own trading algorithm in under an hour
  • Connect to price data and your trading account on a Python IDE via FXCM’s REST API
  • Access our easy-to-use Python strategy template to quickly create your own custom strategies

register today

New this month

TUTORIAL: Bitcoin Breakout Strategy

This open-source strategy is designed to capture BTC’s volatility. It uses real-time streaming tick data via Websocket to get into a trade as soon as a breakout occurs. Read the article to find the full sample code in Python for this strategy.

ARTICLE: Performance Metrics: The Sharpe Ratio and the Sortino Ratio

Managing risk in your trading system is essential. In this article, we summarize two popular metrics for measuring risk-adjusted returns and walk through the calculation of each ratio using Python (sample code provided!)

RESEARCH Momentum and Contrarian Effects on the Cryptocurrency Market

This study analyzes the performance of momentum and contrarian trading strategies on the top 100 cryptocurrencies by market cap. The results of the study indicate abnormal risk-weighted returns relative to the benchmark strategy and explores possible explanations for these results. Read the article to learn more.

QuantNews Community

The QuantNews Community is growing!

Join the community of algo traders and find strategy ideas, ask for coding help and interact with other algo traders to find new perspectives. We’re looking forward to meeting you!

To those who have joined the community already, thank you for your contributions.

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.