vectorbt is a package that combines backtesting and data science. It takes a “vectorized” approach to backtesting using pandas and NumPy. This...
What are some methods employed in optimizing position size when trading listed equities in a high-frequency environment? I realize that it surely...
Either for strategy backtesting/development or actual algo trading through an API?
I am in the process of obtaining financing for a home purchase. The breakdown is as follows: Cash down payment (no rate): $15,000 Cash down...
Does anyone use the vanna and vomma for hedging exchange traded equity options?
I'm looking for histocial weights of S&P 500 constituents. I have access to a Bloomberg terminal. Any thoughts on how/where I might calculate/find...
I have an interview at Cognitive Capital in Chicago as a strategy manager. I'm curious if anyone has worked at the firm and can provide their...
I wrote a Web based application to download multiple stock price series on one spreadsheet. It is extremely useful for getting data into MATLAB,...
Greetings: I am in the process of obtaining financing for a home purchase. The breakdown is as follows: Cash down payment (no rate): $15,000...
I am continuously hearing about "rotational trading" going from short to long positions in financials and long to short in energy for example. I...
We know the odd lot theory... A technical analysis theory based on using odd-lot trading behavior as a contrary indicator, under the assumption...
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