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Quantitative Trading: Commitments of Traders (COT) strategy on soybean futures
http://epchan.blogspot.com/2015/02/commitments-of-traders-cot-strategy-on.html
Quantitative investment and trading ideas, research, and analysis. Saturday, February 28, 2015. Commitments of Traders (COT) strategy on soybean futures. In our drive to extract alphas from a variety of non-price data, we came across this old-fashioned source: Commitments of Traders (COT) on futures. This indicator is well-known to futures traders since 1923 (see www.cmegroup.com/education/files/COT FBD Update 2012-4-26.pdf), but there are often persistent patterns (risk factors? Since we only have histo...
Quantitative Trading: April 2015
http://epchan.blogspot.com/2015_04_01_archive.html
Quantitative investment and trading ideas, research, and analysis. Monday, April 13, 2015. Beware of Low Frequency Data. This post is based on the talk of the same title I gave at Quantopian's NYC conference. Which commenced at 3.14.15 9:26:54. Do these numbers remind you of something? The authors are irreproachable for their use of high quality price data provided by CRSP. Where can we find historical official closing price? Will rent us tick data that has a Cross flag for the closing auction trade....
Quantitative Trading: February 2015
http://epchan.blogspot.com/2015_02_01_archive.html
Quantitative investment and trading ideas, research, and analysis. Saturday, February 28, 2015. Commitments of Traders (COT) strategy on soybean futures. In our drive to extract alphas from a variety of non-price data, we came across this old-fashioned source: Commitments of Traders (COT) on futures. This indicator is well-known to futures traders since 1923 (see www.cmegroup.com/education/files/COT FBD Update 2012-4-26.pdf), but there are often persistent patterns (risk factors? Since we only have histo...
Quantitative Trading: Beware of Low Frequency Data
http://epchan.blogspot.com/2015/04/beware-of-low-frequency-data.html
Quantitative investment and trading ideas, research, and analysis. Monday, April 13, 2015. Beware of Low Frequency Data. This post is based on the talk of the same title I gave at Quantopian's NYC conference. Which commenced at 3.14.15 9:26:54. Do these numbers remind you of something? The authors are irreproachable for their use of high quality price data provided by CRSP. Where can we find historical official closing price? Will rent us tick data that has a Cross flag for the closing auction trade....
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Q-Trade Bootcamp
The knowledge Hub for Quantitative Trading. Quantitative, Algorithmic Trading and HFT. H F T - Artificial Intelligence - Machine Learning - Statistical Arbitrage. Trend following - Trading System - Portfolio Optimization. Q-Trade BootCamp in points:. Boost your experience in HFT, Artificial Intelligence, Statistical Arbitrage, Machine Learning, Trend following, Trading Systems, Portfolio Optimization. Selected theory, traders’ hints, models and related working codes in Matlab , R and Python. Risk and per...
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WORDEN TC2000 & FreeStockCharts.com – Leader in Real-time Stock Charts
Open 9am-5pm ET M-F, 10am-2pm ET Sat. TC2000 version 12.6. TC2000 Tablets and Mobile. Tech Support Utility Files. Use Windows, Mac, IE, Chrome or Firefox. Proprietary MoneyStream and Volume Buzz. Instant EasyScans on 1000's of stocks. Set alerts on indicators and drawings. Take notes as you research. Winner S&C Reader's Choice 1993-2015. TC2000 Gold $29.99/month. Platinum Pack Add-On $59.99/month. Use Windows, Mac, IE, Chrome or Firefox. Proprietary MoneyStream and Volume Buzz. Take notes as you research.
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