QUANTITATIVE TRADING ARTICLES

ARTICLES ON PROVEN PROFITABLE STRATEGIES AND STATE OF THE ART ALGORITHMS

Cointegration

On Edwin Chen’s personal website can be found one of the best and self-explanatory introductions to cointegration that I have ever read. For those who are not familiar with the term ‘random walk’, the following example may be helpful. Imagine that we start a walk from point A, every step has a different length and […]

Kelly Criterion

Money management is sometimes forgotten by some traders, nevertheless carry on a good money risk management is the key in order to obtain success in the long term. In this article I’m going to show you one of the most important and well-known technique, the so called Kelly Criterion, used by many traders around the […]

Linear Regression Curve

Moving averages have been used by traders around the world due to its capacity to provide information about emerging new trends or consolidated ones.Traders use this tool, because it works as a filter showing a smoother representation of price. Almost every trader uses or has used moving averages as a trading technique basis. Figure 1 […]

Spread Indicator

This indicator allows us to know in real time the spread’s broker for the current financial instrument and if the broker offers a reasonable fee for the transaction. It is a very useful tool for aggressive scalpers, whose profits are tighly related to broker fees. The tool has 2 configuration parameters, Figure 1 We can […]

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