InauquanbyAuquan·May 13, 2019Web Dev — Windows(Native/WSL), Mac-OSX or Linux?Recently at Auquan, I had to make a choice between Windows, OSX and Linux operating systems. It took me a few weeks to try out all the…A response icon2A response icon2
InauquanbyAuquan·Jan 11, 2018Long-Short Equity Strategy using Ranking: : Simple Trading Strategies Part 4Long-Short Equity Strategy is a natural extension of Pairs Trading applied to a basket of stocks.A response icon6A response icon6
InauquanbyAuquan·Dec 20, 2017Pairs Trading using Data-Driven Techniques: Simple Trading Strategies Part 3Leveraging data and math to create and automate a pairs trading strategyA response icon15A response icon15
InauquanbyAuquan·Dec 13, 2017Time Series Analysis for Financial Data VI— GARCH model and predicting SPX returnsThis is the final instalment on our mini series on Time Series Analysis for Finance.A response icon8A response icon8
InauquanbyAuquan·Dec 7, 2017Time Series Analysis for Financial Data V — ARIMA ModelsDownload IPython Notebook here.
InauquanbyAuquan·Dec 7, 2017Time Series Analysis for Financial Data IV— ARMA ModelsDownload IPython Notebook here.
InauquanbyAuquan·Nov 1, 2017Application of Machine Learning Techniques to TradingThis post, inspired by observations during QuantQuest, talks some common caveats and pitfalls when trying to apply ML techniques to trading…A response icon5A response icon5
InauquanbyAuquan·Sep 13, 2017Time Series Analysis for Financial Data III— Moving Average ModelsDownload IPython Notebook here.
InauquanbyAuquan·Sep 13, 2017Time Series Analysis for Financial Data II — Auto-Regressive ModelsDownload the iPython notebook hereA response icon4A response icon4
InauquanbyAuquan·Sep 5, 2017Measuring Momentum for Momentum Models: Simple Trading Strategies Part 3In this series, we cover some basic trading strategies that can help you get started with developing your own automated trading systems.
