In this post we defined market impact cost, factors driving it, and learned why the cost assume significance for portfolio managers....
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…...
Webinar Date and Time Tuesday, January 10, 2017 8:30 PM IST | 9.00 AM...
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...
Write a Long Call Butterfly strategy on Python Programming Language. It is a popular strategy deployed by traders when little price movement is expected...
This article on FX Market Pairs Trading strategy is submitted by the author as part of his coursework in EPAT at QuantInsti....
This article talks about TRIN and Put/Call Ratio that are Sentiment trading indicators and the strategies based on these indicators....
Python Data Visualization is one of the key functions of a data scientist and decoding the visual messages is of primary importance to the algo trader....
Python helps quants build their own data connectors, execution mechanisms, backtesting engines, risk and order management system, Walkforward and Optimization testing modules....
In this article, we are going to take a step further and talk about some operations involved in connecting FXCM over fix....