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A Bloomberg Terminal costs $2,500 per month (that's $30,000 per yearβthe cost of a car) It's the portal to all the world's financial data. Reserved for the Wall Street elite to o...
My Ph.D. professors taught me MATLAB but I couldn't afford the $2,000 license. So I watched 200 YouTube videos to master Python. 96% of them were a complete waste of time. But t...
The top 5 mistakes beginners make learning algorithmic trading. (And how to avoid them and keep your money):
The most popular part of trading: Backtesting. But most beginners get backtesting wrong. How to get up and running with the most popular Python backtesting libraryβBacktrader....
The most foundational time series analysis tool: Decomposition. Despite advances in machine learning, quants still use it. Unfortunately, most people forget about it. So instea...
Nobody taught me how to backtest a trading strategy. So I read all the books, documentation, and blogs. Then, I distilled what I learned into a simple step-by-step guide. But un...
Everyone that wants to get started with Python should be able to. The problem? Most people don't know where to start. Here are 6 steps that might help you get started. β
Time series are made up of level, trend, seasonality, and noise. If your forecast is broken, it may be time to take a new approach. Decomposing time series into those parts can h...
The fastest way to lose money in this market? Trade the wrong strategy. Over the last 12 months, the markets have been all over the place. So use the Hurst exponent to pick the...
There is $482,000,000,000 invested in factor ETFs. Factors can help you diversify risk and drive returns. Unfortunately, most people donβt know how. Until now. Hereβs a step-by...
7 books for automated trading you should read in 2023:
Most algorithmic traders only focus on the trade signal. Then they wonder why they lose money. It's not the signal that's most important. It's the filter. Here are 9 of the mos...