tradingwithmatlab.blogspot.com
Quantitative Futures, stocks and Options Trading (AVAILABLE FOR MATLAB FREELANCING): Pairs Trading--Cointegration Testing
http://tradingwithmatlab.blogspot.com/2009/12/pairs-trading-cointegration-testing.html
Quantitative Futures, stocks and Options Trading (AVAILABLE FOR MATLAB FREELANCING). Quantitative Futures, stocks and Options Trading. Sunday, December 20, 2009. Pairs Trading- Cointegration Testing. A set of I(1) series are termed "cointegrated" if there is a linear combination of these series that is stationary. Stock A and Stock B are cointegrated if A,B are approximately I(1), but there is Hedge Ratio such that. So We perform the following Steps to Check if two stocks are cointegrated:. Ive been look...
luminouslogic.com
Matlab Stock Market Scripts – Luminous Logic
http://luminouslogic.com/matlab-stock-market-scripts
Stock-picking is an art. I have sympathy for all who attempt it. My Path to the CFA. My eBook on the CFA Program. Out to Lunch… or Whatever. Even Easier Franchise Valuation! The CFA Approach to Coming Up with an Investment Plan. Matlab Stock Market Scripts. Path to the CFA. Matlab Stock Market Scripts. Below are links to various stock market related Matlab scripts. Please read the disclaimer. As goes january.m. Get hist stock data.m. Finance and also normalizes the raw prices for splits & dividends.
tradingwithpython.blogspot.com
Trading with Python: Tools & Cookbook
http://tradingwithpython.blogspot.com/2011/10/tools-cookbook.html
Monday, October 17, 2011. I've added two pages specifically to help new users to get started. Here you'll find all the info you need to set up a development environment. Overview of recipies I've written. The code itself is hosted on Google Code. October 19, 2011 at 7:00 PM. Being one with no experience this is totally cool stuff! Can you use Python to do black box programming? October 20, 2011 at 10:43 AM. October 24, 2011 at 4:24 AM. Really interested in the blog. Hope you keep posting new stuff. My na...
tradingwithpython.blogspot.com
Trading with Python: Leveraged ETFs in 2013, where is your decay now?
http://tradingwithpython.blogspot.com/2014/01/leveraged-etfs-in-2013-where-is-your.html
Monday, January 13, 2014. Leveraged ETFs in 2013, where is your decay now? Many people think that leveraged etfs in the long term underperform their benchmarks. This is true for choppy markets, but not in the case of trending conditions, either up or down. Leverage only has effect on the most likely. Outcome, not on the expected. Outcome. For more background please read this post. I will be considering these pairs:. SPY 2 SSO -1. SPY -2 SDS -1. QQQ 2 QLD -1. QQQ -2 QID -1. IYF -2 SKF -1. I would think th...
tradingwithpython.blogspot.com
Trading with Python: How to setup Python development environment
http://tradingwithpython.blogspot.com/2011/11/how-to-setup-python-development.html
Friday, November 4, 2011. How to setup Python development environment. If you would like to start playing with the code from this blog and write your own, you need to setup a development environment first. I've already put a summary of tools and software packages on the tools page. And to make it even easier, here are the steps you'll need to follow to get up and running:. This includes Python 2.7 and tools Spyder, Ipython etc. 2 Install Tortoise SVN. This is all you need for now. I was able to pull data...
tradingwithpython.blogspot.com
Trading with Python: Building an indicator from short volume data
http://tradingwithpython.blogspot.com/2013/08/building-indicator-from-short-volume.html
Thursday, August 15, 2013. Building an indicator from short volume data. We need more information additional. To what is contained the price to make a more informed guess about what is going to happen in the near future. An excellent example of combining all sorts of info to a clever analysis can be found on the The Short Side of Long blog. Producing this kind of analysis requires a great amount of work, for which I simply don't have the time as I only trade part-time. Step 1: Find data source. What I re...
tradingwithpython.blogspot.com
Trading with Python: Plotting with guiqwt
http://tradingwithpython.blogspot.com/2011/12/plotting-with-guiqwt.html
Wednesday, December 14, 2011. While it's been quiet on this blog, but behind the scenes I have been very busy trying to build an interactive spread scanner. To make one, a list of ingredients is needed:. Gui toolkit: pyqt -check. Data aquisition: ibpy and tradingWithPython.lib.yahooData - check. Data container: pandas and sqlite - check. Plotting library: matplotlib - ehm. No. Is just it. Interactive charts are just a couple of code lines away now, take a look at an example here: Creating curve dialog.
highprobabilitytrade.com
High Probability Trade: Day Trader Evolution
http://www.highprobabilitytrade.com/2012/11/day-trader-evolution.html
High Probability Trade Setups. Top 10 Trading Mistakes. Scaling in on Trades. The stock market ruined my life. Friday, November 30, 2012. 11/30/2012 02:41:00 PM Posted by HPT. Labels: Automated Trading System. List and found that most of the blogs have vanished or the authors stopped posting around 2009. I would like to link some new interesting blogs and trading related websites that I checkout frequently. Another aspiring automated trader that writes about his coding in "R" and shares backtest results ...
tradingwithpython.blogspot.com
Trading with Python: Simple backtesting module
http://tradingwithpython.blogspot.com/2014/07/simple-backtesting-module.html
Wednesday, July 16, 2014. My search of an ideal backtesting tool (my definition of 'ideal' is described in the earlier 'Backtesting dilemmas' posts) did not result in something that I could use right away. However, reviewing the available options helped me to understand better what I really want. Of the options I've looked at, pybacktest. Strategy specific functionality, like determining entry and exit points should be done outside of the backtester. A typical workflow would be:. Ie go long at time=t and...
