Published inauquanWeb Dev — Windows(Native/WSL), Mac-OSX or Linux?Recently at Auquan, I had to make a choice between Windows, OSX and Linux operating systems. It took me a few weeks to try out all the…May 13, 2019A response icon2May 13, 2019A response icon2
Published inauquanLong-Short Equity Strategy using Ranking: : Simple Trading Strategies Part 4Long-Short Equity Strategy is a natural extension of Pairs Trading applied to a basket of stocks.Jan 11, 2018A response icon6Jan 11, 2018A response icon6
Published inauquanPairs Trading using Data-Driven Techniques: Simple Trading Strategies Part 3Leveraging data and math to create and automate a pairs trading strategyDec 20, 2017A response icon15Dec 20, 2017A response icon15
Published inauquanTime Series Analysis for Financial Data VI— GARCH model and predicting SPX returnsThis is the final instalment on our mini series on Time Series Analysis for Finance.Dec 13, 2017A response icon8Dec 13, 2017A response icon8
Published inauquanTime Series Analysis for Financial Data V — ARIMA ModelsDownload IPython Notebook here.Dec 7, 2017Dec 7, 2017
Published inauquanTime Series Analysis for Financial Data IV— ARMA ModelsDownload IPython Notebook here.Dec 7, 2017Dec 7, 2017
Published inauquanApplication of Machine Learning Techniques to TradingThis post, inspired by observations during QuantQuest, talks some common caveats and pitfalls when trying to apply ML techniques to trading…Nov 1, 2017A response icon5Nov 1, 2017A response icon5
Published inauquanTime Series Analysis for Financial Data III— Moving Average ModelsDownload IPython Notebook here.Sep 13, 2017Sep 13, 2017
Published inauquanTime Series Analysis for Financial Data II — Auto-Regressive ModelsDownload the iPython notebook hereSep 13, 2017A response icon4Sep 13, 2017A response icon4
Published inauquanMeasuring Momentum for Momentum Models: Simple Trading Strategies Part 3In this series, we cover some basic trading strategies that can help you get started with developing your own automated trading systems.Sep 5, 2017Sep 5, 2017
