My Path to the CFA. My eBook on the CFA Program. Even Easier Franchise Valuation! Matlab Stock Market Scripts. Series of posts I will use to share my journey of becoming fluent in French! Well, me and .

Blog for MATLAB users interested in algorithmic trading strategies, backtesting, pairs trading, statistical arbitrage etc. Wednesday, December 7, 2016. This post is about how important is to use different types of optimisation methods such as genetic algorithms and parallelisation to get results faster. When we almost surely know the trading strategy.

With market making we can try to be neutral by skewing prices in such a way as to maintain a neutral position. Whether the portfolio is hedged. Determine multivariate model of mean-reversion across assets.

Quantitative Futures, stocks and Options Trading. Quantitative Futures, stocks and Options Trading. Thursday, September 11, 2014. Stock Symbol Change History Nasdaq. Symbols of stocks change due to various reason at the exchange. The problem was it was 19 pages . There was no easy way to download them all. So wrote a small snippet of code that goes through each page and downloads it.

Monday, November 17, 2014. Trading VXX with nearest neighbors prediction. An experienced trader knows what behavior to expect from the market based on a set of indicators and their interpretation. The latter is often done based on his memory or some kind of model. Finding a good set of indicators and processing their information poses a big challenge. First, one needs to understand what factors are correlated to future. To come with a .

The stock market ruined my life. Saturday, April 11, 2015. Investment Guru trades- Carl Icahn buys VLTC. Is trying to make searching the SEC database less painful. Sunday, November 23, 2014.