Intro to algo trading and Stat Arb strategies A new service set of videos from Quant Insti https://quantra.quantinsti.com/#/community 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!
Not complicated, Stat Arb easy way to earn What do you think I am implementing with this pair trading strategy? But now it is being implemented for high speed http://www.nasdaq.com/article/dont-be-fooled-by-the-fancy-name-statistical-arbitrage-is-a-simple-way-to-profit-cm254669 Thanks to someone on my Facebook for this Join my FREE newsletter to learn more about trading techniques for your automation NOTE I now post …
Slow stat arb definite future of HFT shops? An oxymoron I know by that statement but Manoj Nerang’s new HFT firm shall focus on this. He was the guy who founded Tradewerx From a few weeks ago https://quantlabs.net/blog/2016/03/slow-stat-arbitrage-strategy-next-frontier-for-hft-shops/ My Phase 1 in my “Indie Algo Trading Business in Python” course series focuses exactly on this! …
First, Good Friday to all! I did two videos on this popular model forecasting including statistical arbitrage: Matlab quant finance trading resources with source code for statistical artbitrage aka stat arb – See more If you want to understand the next generation direction I plan to take, you need to read this dialogue: What is is …
Matlab quant finance trading resources with source code for statistical artbitrage aka stat arb The Trading Systems and Method book has a while chapter on it (Ch 13) but that would entail another investigative process separately. It looks like pair trading is a big part of this which I already covered. Here are a …
Hi there Here are some courses you can check out at Baruch in their MFE: Here is solid review Dr Jim Liew stat arb class for classic quant trading strategy and model algorithm development – See more at: https://quantlabs.net/blog/2013/11/from-nyu-here-is-solid-review-dr-jim-liew-stat-arb-class-for-classic-quant-trading-strategy-and-model-algorithm-development/#sthash.3dzRCzDE.dpuf Today is Black Friday! Just in case you did not know, I noticed a few months …
From NYU: Here is solid review Dr Jim Liew stat arb class for classic quant trading strategy and model algorithm development Thanks to my usual NYC hookup on this: https://www.quantnet.com/threads/review-of-jim-liews-stat-arb-class.6591/ I stand corrected this course is at Baruch MFE Join here if you want to learn how to implement strategies like this for your new …
Not much stat arb Matlab examples online. Secret strategy the way for hedge funds and investment banks to profit? Does this mean this is the secret sauce for a lot of hedge funds, banks, and other firms on how they succeed. You would think there would be lots online but noooo! Not possible. There are …
More on most profitable in HFT among market making, event driven and stat arb? C++ vs C# vs Matlab vs Java and RenTec low latency there were discussion about c++ or matlab and java/c#. Everybody accepted that matlab is powerful to solve issues of numeric and statistic, etc. But when they use it …
Which do you think is the most profitable in HFT among market making, event driven and stat arb? Many think HFT is profitable, but few only know which is the most profitable. Let’s discuss a piece of the fact. — Interesting question! I think market making used to be a great form of income, …
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