More Trading Strategies

Learn advanced trading strategies such as market micro structure, market making, turtle trading approach, and high-frequency trading strategies.

Top Picks

Quantamental Trading Strategy: Fundamental Analysis and Quantitative Analysis

This blog has been divided into 3 parts. First - the formulation of the Quantamental trading strategy. Second - backtesting the strategy. Third - performance analysis of the strategy against the benchmark: NASDAQ....
9 min read

10 ways your Trading Strategy can fail

This elaborate article covers ten commonly encountered ways in which we make mistakes that lead to the failure of our trading strategy - through an interactive series of examples and quizzes....
17 min read

Kalman Filter Python: Tutorial and Strategies

Don't know how to use Kalman Filter in Python? Here is a tutorial that explains all about Kalman filters, different Kalman filter equations and their applications in trading, with sample strategies....
13 min read

Mathematical Intuition of the ADX Indicator: A Python Approach

This blog tells us how to calculate and plot the ADX indicator. We will also go through a trading strategy using the ADX indicator in python....
15 min read

Backtesting Long Short Moving Average Crossover Strategy in Excel

Learn how to build the “Hello World” of trading strategies: the “Long Short Moving Average Crossover Strategy”....
7 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

More Trading Strategies

R Best Practices: R you writing the R way!

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

Architecture Explained of R Package for IB - IBrokers

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

Backtesting Long Short Moving Average Crossover Strategy in Excel

Learn how to build the “Hello World” of trading strategies: the “Long Short Moving Average Crossover Strategy”....
7 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

Trading with ETF as a Lead Indicator

Index tracking trading is a strategy where you observe price on the previous ‘n’ candlesticks and make your bets accordingly. The intuition is that MSCI FUTURES follows the ETF....
4 min read

An Example Of A Trading Strategy Coded In C++

An example of how a trading strategy is coded in C++....
7 min read

Paradigms of Trading Strategy Formulation

This article talks about how to formulate a trading strategy, it introduces to a step by step process with essential parameters for creating a profitable strategy....
3 min read

How to Design Quant Trading Strategies Using R?

R is a perfect open-source tool for back-testing and statistical data analysis, here we are discussing about basic concept of strategy back-testing using R....
2 min read