Tag Archives: Pairs Strategy

For Python user: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

An interesting discussion of development IDEs for Python resulted here.

In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM – See more at: https://quantlabs.net/blog/2014/02/in-python-backtesting-an-intraday-mean-reversion-pairs-strategy-between-spy-and-iwm/#sthash.3tKiMKPE.dpuf

It resulted in this:

An interesting take on Matlab vs Python with Entropy foe a quant research trading model or algo –
See more at: https://quantlabs.net/blog/2014/02/an-interesting-take-on-matlab-vs-python-with-entropy-foe-a-quant-research-trading-model-or-algo/#sthash.A8aMzhLY.dpuf

Rithmic could be an interesting second data provider to watch with no latency:

Is Rithmic R|Trader Pro new excel function better than IQFeed with better latency being on the CME?
– See more at: https://quantlabs.net/blog/2014/02/is-rithmic-rtrader-pro-new-excel-function-better-than-iqfeed-with-better-latency-being-on-the-cme/#sthash.ZnPmqeQM.dpuf

When we will these little greedy children learn?

STUPID Hedge fund analyst caught with stealing secret trading algorithms
– See more at: https://quantlabs.net/blog/2014/02/stupid-hedge-fund-analyst-caught-with-stealing-secret-trading-algorithms/#sthash.ylpD89WF.dpuf

It’s on! I am finally testing this new SQL Server to see if there is any HFT potential with it:

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT
– See more at: https://quantlabs.net/blog/2014/02/my-results-of-testing-sql-server-2014-with-oltp-in-memory-hekaton-data-with-millions-of-records-for-potential-hft/#sthash.onBIzlU2.dpuf

I will be posting my results and source in the quant elite section.

Learn how to be one here.


P.S. Be on the look out for a last minute online Meetup to showcase some of my findings.


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!