qoppac.blogspot.com
Investment Idiocy: Systematic trading stuff
http://qoppac.blogspot.com/p/systematic-trading-start-here.html
Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making. Since leaving the hedge fund industry I have written a live systematic trading system written in python. And using the interactive brokers. C API interfaced through swigiby. Which I trade my own money with. The system trades nearly 40 futures markets with an average holding period of several weeks, and has a mainly trend following character. I have written a book on systematic trading. And two years on.
qoppac.blogspot.com
Investment Idiocy: August 2015
http://qoppac.blogspot.com/2015_08_01_archive.html
Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making. Thursday, 6 August 2015. Systems building - accounting. If you tell someone you're trading, the first thing they'll usually ask is "Have you made any money? It isn't usually this easy to tell if a trader has made money or not. Although I must admit I do check my own profit more often than I need to. Why do we need to know p&l? I can think of a few reasons, in reverse order of importance:. To evaluate whethe...
qoppac.blogspot.com
Investment Idiocy: July 2015
http://qoppac.blogspot.com/2015_07_01_archive.html
Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making. Tuesday, 21 July 2015. Systems building - execution. People often get systematic. Trading mixed up. The latter is a subset of the first. You can't have a system which is fully automated if it relies on discretionary input, no matter how small. But you can have a system which needs a human to make it run, even though there is no discretion, and its fully systematic. Which I'll refer to occasionally here.
qoppac.blogspot.com
Investment Idiocy: Systems building - execution
http://qoppac.blogspot.com/2015/07/systems-building-execution.html
Systematic Trading, Finance, Investing, Financial Activism, Economic decision making, Cheese. I'm joking about the cheese). Tuesday, 21 July 2015. Systems building - execution. People often get systematic. Trading mixed up. The latter is a subset of the first. You can't have a system which is fully automated if it relies on discretionary input, no matter how small. But you can have a system which needs a human to make it run, even though there is no discretion, and its fully systematic. As I've discussed...
qoppac.blogspot.com
Investment Idiocy: Systems building - accounting
http://qoppac.blogspot.com/2015/08/systems-building-accounting.html
Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making. Thursday, 6 August 2015. Systems building - accounting. If you tell someone you're trading, the first thing they'll usually ask is "Have you made any money? It isn't usually this easy to tell if a trader has made money or not. Although I must admit I do check my own profit more often than I need to. Why do we need to know p&l? I can think of a few reasons, in reverse order of importance:. To evaluate whethe...
qoppac.blogspot.com
Investment Idiocy: My Book: "Systematic Trading"
http://qoppac.blogspot.com/p/systematic-trading-book.html
Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making. My Book: "Systematic Trading". I am the author of "Systematic Trading", which is published by Harriman House. For more information: www.systematictrading.org. Google books preview https:/ books.google.co.uk/books? To buy I'd prefer it if you went to the publishers page: https:/ harriman-house.com/systematic-trading. There is also a Japanese edition, available here. Get it from the publishers. The days of Ri...
harriman-house.com
Systematic Trading by Robert Carver | Harriman House
https://harriman-house.com/book/view/4598/trading/robert-carver/systematic-trading
Non-UK prices are provided as a guide and may differ from the exact amount billed. There is currently nothing in your basket. UK's leading independent publisher of finance,. A unique new method for designing trading and investing systems. Read sample on Volow. Data-trigger="focus" What is Volow? 163; 38.25. RRP: £45.00. Ships within 10 days. Includes the eBook version. 163; 35.99. RRP £39.99. Free eBook with every Print Edition. Claim your free eBook now. Systematic trading and investing. Part Three....
qoppac.blogspot.com
Investment Idiocy: A tale of two positions
http://qoppac.blogspot.com/2015/07/a-tale-of-two-positions.html
Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making. Wednesday, 8 July 2015. A tale of two positions. The last few weeks in the Agricultural markets have seen a pretty wild ride. I found this headline interesting "Commodities jump most since february as corn, soybeans rally". But that is jumping ahead. Let's start by looking at why I had these positions on. Soya wasn't much better, down around 10%. What kind of positions did I have on, any why? The contract I...
qoppac.blogspot.com
Investment Idiocy: June 2015
http://qoppac.blogspot.com/2015_06_01_archive.html
Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making. Tuesday, 30 June 2015. Systematic Trading" - the book - now available to pre-order. The website, and pre-order page, for my magnum opus are now ready:. Http:/ www.harriman-house.com/book/view/4598/trading/robert-carver/systematic-trading/. Like it says on the back. I couldn't have put it better myself. Monday, 15 June 2015. Systems building - deciding positions. A common myth is that the most important part...
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