We found 290 articles by this author...

QuantInsti

Machine Learning and Its Application in Forex Markets - Part 2 - Working Model

In part one we derived rules for a forex strategy using the SVM algorithm in R. Here we take a step further, and demonstrate how to backtest our findings....
4 min read

Dispersion Strategy Based On Correlation Of Stocks And Volatility Of Index [EPAT PROJECT]

Dispersion trading is a very profitable strategy which offers high rewards in response to a low risk, but it is essential to implement the strategy correctly to gain the profit....
5 min read

Machine Learning Application in Forex Markets - Working Model

To use ML in trading, we use historical data (stock price/forex data) and add indicators to build a model in R/Python/Java. We then select a Machine learning algorithm to make the predictions....
5 min read

Leveraging Artificial Intelligence To Build Algorithmic Trading Strategies | Webinar

In this webinar, you will learn how to apply techniques from the Artificial Intelligence and machine learning fields to improve the quantitative strategy development process and maximize your chances of success with every strategy....
1 min read

New Paradigms For Sentiment Analysis Applied To Finance

New Paradigms for Sentiment Analysis Applied to Finance. Sentiment Analysis applies machine learning and makes a rapid assessment of the sentiments expressed in news releases....
2 min read

Statistical Arbitrage Strategy In R - By Jacques Joubert [EPAT PROJECT]

This article focuses on statistical arbitrage, coded in R. It is a combination of EPAT class notes and author’s source code....
14 min read

Financial Information eXchange (FIX) Trading Protocol

FIX is the defacto standard for message communication for almost two decades of electronic trading. Today, it is used by a variety of market participants, firms, and vendors....
4 min read

Securities Master System Explained

Securities master is an organisation-wide database that stores fundamental, pricing and transactional data for a variety of financial instruments....
10 min read

Quantitative Trading Strategy Using Quantstrat Package In R: A Step By Step Guide

In this post we will discuss about building a trading strategy using R. There are more than 4000 add on packages,18000 plus members of LinkedIn’s group and close to 80 R Meetup groups currently in existence....
5 min read

Automated Trading: Order Management System

Here we focus on the order management system, as orders form the basis of any strategy and they need to be entered and routed to the correct destinations....
5 min read