We found 290 articles by this author...

QuantInsti

Career Development - Jobs In Algorithmic and HFT Trading | Webinar

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....
3 min read

Implementing Pairs Trading Using Kalman Filter [EPAT PROJECT]

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

2016 Year in Review - QuantInsti

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

Market Impact Cost

In this post we defined market impact cost, factors driving it, and learned why the cost assume significance for portfolio managers....
4 min read

Recommended Quant Readings for you – Best of 2016!

As 2016 nears its finish line, here we are with the list of recommended reading on our blog with the top-rated blog posts, as voted by you! Enjoy the last few days doing what you love most! Read on. System Architecture of Algorithmic Trading This one is straight out of a lecture in the curriculum of…...
3 min read

Alpha Generation - Controlling Intraday Risk Profile

Webinar Date and Time Tuesday, January 10, 2017 8:30 PM IST | 9.00 AM...
2 min read

Pairs Trading On ETF [EPAT PROJECT]

This article on Pairs Trading with ETF is the final project work of EPAT student Edmund Ho. He has used a simple mean reversion strategy on ETF pairs...
9 min read

Long Call Butterfly Strategy on Python

Write a Long Call Butterfly strategy on Python Programming Language. It is a popular strategy deployed by traders when little price movement is expected...
3 min read

Implementing Pairs Trading/Statistical Arbitrage Strategy In FX Markets [EPAT PROJECT]

This article on FX Market Pairs Trading strategy is submitted by the author as part of his coursework in EPAT at QuantInsti....
7 min read

Sentiment Trading Strategy and Indicators – Part 1

This article talks about TRIN and Put/Call Ratio that are Sentiment trading indicators and the strategies based on these indicators....
8 min read