This post covers some of the R programming best practices that can be implemented by programmers to improve code readability, consistency, and repeatability....

This post covers the basics of XGBoost machine learning model, along with a sample of XGBoost stock forecasting model using the “xgboost” package in R programming....

This post explains the architecture of IBrokers R implementation in Interactive Brokers API which allows executing orders in the IB Trader Workstation (TWS)....

Trend-following strategy based on the indicators like MACD, SuperTrend, and ADX coded in Python, which is a part of EPAT™ coursework at QuantInsti®....

Complete RecordingCheck out the complete recording of the webinar here: About the eventQuantInsti will be...

Trading using R on Interactive Brokers The session would be covering Installing R-studio IDE Reference sheet for the IBroker Package....

Implied Volatility: From Theory to Practice Volatility is a cornerstone concept in options trading, and...

This webinar offers a unique chance for attendees to interact with a team of Quants & HFT developers on a one-to-one level and ask career-related queries you might have....

This project work explains the implementation of a Pairs Trading strategy using Kalman Filter in Executive Programme in Algorithmic Trading (EPAT™) Course....

Short recap of what happened during 2016 at QuantInsti, which is one of Asia’s pioneer Algorithmic Trading Research and Training Institute...