Most automated trading systems (ATS) are built such that there are little to no interactions between component models. Here I am referring to a trading system as the overarching architecture that houses multiple individual models.fills handle limit limiting market model multiple prediction referring trading
I’ve been asked multiple times regarding code for the dashboard so thought I’d release it. I coded the whole thing in one night last year so it’s not the best and most efficient, buts it’s a good framework to get your own stuff up and running.buts code coded efficient exciting framework lines night North stuff
Writing rather prolifically this past week.
The concept of being able to control the factors we are exposed to is very appealing as it allows us to potential shy away from turbulent events that transpire from specific assets.asset composed construct employ etfs factor movements neutral portfolio uncorrelated
In my previous post, I rushed through a lot of technical details on how I implemented the strategy.
In this post, I want to re-visit energy pairs (XLE vs OIL) trading but with the traditional spread construction approach through regression analysis.align analysis approached data dividends performance providing QuantQuote spread understandable
I thought I’d share some code I’ve written for a Machine Learning class I am taking at my school. The project required me to write matlab code for various ML algorithms including, KNN, Linear Classifiers (MSE, Perceptron batch), and Adaboost.algorithms classifiers code including KNN linear matlab ML project required