We found 287 articles by this author...

QuantInsti

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

Data Visualization In Python Using Bokeh

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....
7 min read

Implement Algo Trading Coded In Python Using Interactive Brokers API

Python helps quants build their own data connectors, execution mechanisms, backtesting engines, risk and order management system, Walkforward and Optimization testing modules....
2 min read

Connecting FXCM Over FIX – A Detailed Tutorial

In this article, we are going to take a step further and talk about some operations involved in connecting FXCM over fix....
48 min read