Simple Ideas for a Mean Reversion Strategy with Good Results – Part 2 » Alvarez Quant Trading Posted on September 9, 2014 by drbtk-admin http://alvarezquanttrading.com/2014/09/08/simple-ideas-for-a-mean-reversion-strategy-with-good-results-part-2/
Hidden Markov Models – Examples In R – Part 3 of 4 | Gekko Quant – Quantitative Trading Posted on September 8, 2014 by drbtk-admin http://gekkoquant.com/2014/09/07/hidden-markov-models-examples-in-r-part-3-of-4/
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Quantitative Trading: Moving Average Crossover = Triangle Filter on 1-Period Returns Posted on September 5, 2014 by drbtk-admin http://epchan.blogspot.com/2014/09/moving-average-crossover-triangle.html?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+QuantitativeTrading+%28Quantitative+Trading%29
Using R in Algorithmic Trading: Back-testing a machine learning strategy that retrains every day | Mechanical Forex Posted on September 5, 2014 by drbtk-admin http://mechanicalforex.com/2014/09/using-r-in-algorithmic-trading-back-testing-a-machine-learning-strategy-that-retrains-every-day.html
Inovance – Easily Increasing Your Model’s Performance Posted on September 3, 2014 by drbtk-admin https://inovancetech.com/NN2.html
Using R in Algorithmic Trading: Building and testing a machine learning model | Mechanical Forex Posted on September 2, 2014 by drbtk-admin http://mechanicalforex.com/2014/09/using-r-in-algorithmic-trading-building-and-testing-a-machine-learning-model.html
5 Steps to Trading a Stock Market Crash – Backtestwizard Posted on September 2, 2014 by drbtk-admin http://backtestwizard.com/5-steps-to-trade-stock-market-crash/
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R vs MATLAB (Round 3) | Eran RavivEran Raviv Posted on August 28, 2014 by drbtk-admin http://eranraviv.com/blog/r-vs-matlab-round-3/
R vs MatlabEran Raviv Posted on August 28, 2014 by drbtk-admin http://eranraviv.com/blog/r-vs-matlab-round-2/
R vs MatlabEran Raviv Posted on August 28, 2014 by drbtk-admin http://eranraviv.com/blog/r-vs-matlab-round-1/
quantmod: Quantitative Financial Modelling Framework Posted on August 25, 2014 by drbtk-admin http://www.quantmod.com
VCI — The Value Charts Indicator | QuantStrat TradeR Posted on August 25, 2014 by drbtk-admin http://quantstrattrader.wordpress.com/2014/08/23/vci-the-value-charts-indicator/
Advantages With Mechanical Strategies | Quantified Strategies Posted on August 22, 2014 by drbtk-admin http://www.quantifiedstrategies.com/advantages-with-mechanical-strategies/
Attention Prop Traders: The first half hour of trading predicts the last half hour… – Alpha Architect Posted on August 22, 2014 by drbtk-admin http://www.alphaarchitect.com/blog/2014/08/21/attention-prop-traders-the-first-half-hour-of-trading-predicts-the-last-half-hour/#.U_Y9x2NEOzA
Can Momentum Be Arbitraged Away? • Systematic Relative Strength • Dorsey Wright Money Management Systematic Relative Strength Posted on August 22, 2014 by drbtk-admin http://systematicrelativestrength.com/2014/08/21/can-momentum-be-arbitraged-away/
Factor Analysis In R » The Capital Spectator Posted on August 20, 2014 by drbtk-admin http://www.capitalspectator.com/factor-analysis-in-r/
Quantitative Trading: Kelly vs. Markowitz Portfolio Optimization Posted on August 19, 2014 by drbtk-admin http://epchan.blogspot.com/2014/08/kelly-vs-markowitz-portfolio.html
Hedging the Market with Volatility – Six Figure Investing Posted on August 19, 2014 by drbtk-admin http://sixfigureinvesting.com/2014/08/hedging-market-with-vix-vxx-uvxy-vix-futures/
How to Download Stock Information into R Posted on August 17, 2014 by drbtk-admin http://luminouslogic.com/how-to-download-stock-information-into-r.htm?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+Luminouslogiccom+%28luminouslogic.com%29
Online Linear Regression using a Kalman Filter Posted on August 15, 2014 by drbtk-admin http://www.thealgoengineer.com/2014/online_linear_regression_kalman_filter/
Inovance – Step-by-step Guide on Using A Machine-Learning Algorithm to Trade Posted on August 14, 2014 by drbtk-admin http://inovancetech.com/blogML2.html
Inovance – An Introduction to Using Machine Learning to Build your Trading Strategy Posted on August 14, 2014 by drbtk-admin http://inovancetech.com/blogML.html
Finding Smart Beta in the Factor Zoo Posted on August 11, 2014 by drbtk-admin http://www.researchaffiliates.com/Our%20Ideas/Insights/Fundamentals/Pages/223_Finding_Smart_Beta_in_the_Factor_Zoo.aspx
ETFs To Consider If Federal Reserve Policy Tightens | See It Market Posted on August 11, 2014 by drbtk-admin http://www.seeitmarket.com/etfs-for-federal-reserve-policy-tightening-13703/
Nadig: Finally, Credit Default Swap ETFs | ETF.com Posted on August 11, 2014 by drbtk-admin http://www.etf.com/sections/blog/22869-nadig-finally-credit-default-swap-etfs.html?fullart=1&start=2
The Putrid Portfolio — Millennial Invest Posted on August 8, 2014 by drbtk-admin http://www.millennialinvest.com/blog/2014/8/6/the-putrid-portfolio
Quantopian – Last Six Weeks of Minute Resolution Data From Google Finance Posted on August 8, 2014 by drbtk-admin https://www.quantopian.com/posts/last-six-weeks-of-minute-resolution-data-from-google-finance
Error-Adjusted Momentum | CSSA Posted on July 30, 2014 by drbtk-admin http://cssanalytics.wordpress.com/2014/07/30/error-adjusted-momentum/
Volatility Histeresis: A First Attempt | QuantStrat TradeR Posted on July 29, 2014 by drbtk-admin http://quantstrattrader.wordpress.com/2014/07/29/volatility-histeresis-a-first-attempt/
Backtest: Logical-Invest’s Bollinger Band Strategy | Volatility Made Simple Posted on July 28, 2014 by drbtk-admin http://volatilitymadesimple.com/backtest-logical-invests-bollinger-band-strategy/
QUANTITATIVE RESEARCH AND TRADING | The latest theories, models and investment strategies in quantitative research and trading Posted on July 28, 2014 by drbtk-admin http://jonathankinlay.com
So You Want To Build Your Own Algo-Trading System? | Boryx Posted on July 23, 2014 by drbtk-admin http://drtomstarke.com/index.php/so-you-want-to-build-your-own-algo-trading-system/
Premium Data from Norgate Investor Services Review » Alvarez Quant Trading Posted on July 22, 2014 by drbtk-admin http://alvarezquanttrading.com/2014/07/14/premium-data-from-norgate-investor-services-review/?utm_source=rss&utm_medium=rss&utm_campaign=premium-data-from-norgate-investor-services-review
Timing the Market with Mean Reversion Indicators – Alpha Architect Posted on July 21, 2014 by drbtk-admin http://www.alphaarchitect.com/blog/2014/07/15/timing-the-market-with-mean-reversion-indicators/#.U8VGK7HIYj4
Trading with Python: Simple backtesting module Posted on July 21, 2014 by drbtk-admin http://tradingwithpython.blogspot.com/2014/07/simple-backtesting-module.html
Trend following does not work on stocks | Following the Trend Posted on July 1, 2014 by drbtk-admin http://www.followingthetrend.com/2014/04/trend-following-does-not-work-on-stocks/
Downloading Yahoo Finance Data with C# | QuantConnect Blog Posted on June 27, 2014 by drbtk-admin http://www.quantconnect.com/blog/downloading-yahoo-finance-data-with-c/
PDF.js viewer Posted on June 27, 2014 by drbtk-admin http://evolutiq.com/wp-content/uploads/2014/03/Algo-Trading-Intro-2013-Steinki-Session-12.pdf
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Quandl – Find, Use and Share Numerical Data Posted on June 26, 2014 by drbtk-admin http://www.quandl.com/help/excel
Backtesting One Indicator for Weekly Options Posted on June 25, 2014 by drbtk-admin http://www.thetatrend.com/backtesting-one-indicator-for-weekly-options/
Fractal Adaptive Moving Average (FRAMA) | ETF HQ Posted on June 23, 2014 by drbtk-admin http://etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/
The Continuing Search For Robust Momentum Indicators: the Fractal Adaptive Moving Average | QuantStrat TradeR Posted on June 23, 2014 by drbtk-admin http://quantstrattrader.wordpress.com/2014/06/22/the-continuing-search-for-robust-momentum-indicators-the-fractal-adaptive-moving-average/
F# for Trading Posted on June 20, 2014 by drbtk-admin http://www.infoq.com/presentations/F-Sharp-Trading
Feature Engineering – The Practical Quant’s blog – MoneyScience Posted on June 15, 2014 by drbtk-admin http://www.moneyscience.com/pg/blog/ThePracticalQuant/read/653911/feature-engineering?utm_source=BlogsFeed&utm_medium=twitter
Volatility and the Square Root of Time – Six Figure Investing Posted on June 14, 2014 by drbtk-admin http://sixfigureinvesting.com/2014/06/volatility-and-the-square-root-of-time/
A Day in the Life of a Quantitative Developer – QuantStart Posted on June 12, 2014 by drbtk-admin http://www.quantstart.com/articles/A-Day-in-the-Life-of-a-Quantitative-Developer
darbyshirehampton | Book Description Posted on June 12, 2014 by drbtk-admin http://www.darbyshirehampton.com/pages/matlab_description.aspx
Formulas You Need To Know Th Pass The CFA – Business Insider Posted on June 7, 2014 by drbtk-admin http://www.businessinsider.com/formulas-you-need-to-know-th-pass-the-cfa-2014-6?op=1
Momentum Strategies and Universe Selection | CSSA Posted on June 7, 2014 by drbtk-admin http://cssanalytics.wordpress.com/2014/06/04/momentum-strategies-and-universe-selection/
The Algorithmic Trading and Autotrading Universe – INTJ CAPITAL Posted on June 6, 2014 by drbtk-admin http://www.intjcapital.com/algorithmic-trading-autotrading-universe/
Announcing QPAS: Open Source Performance, Risk, and Execution Analytics : QUSMA Posted on June 6, 2014 by drbtk-admin http://qusma.com/2014/06/06/announcing-qpas-open-source-performance-risk-execution-analytics/?utm_source=rss&utm_medium=rss&utm_campaign=announcing-qpas-open-source-performance-risk-execution-analytics
Can Algorithmic Traders Still Succeed At The Retail Level? | System Trader Success Posted on June 3, 2014 by drbtk-admin http://systemtradersuccess.com/can-algorithmic-traders-still-succeed-at-the-retail-level/
Alpha Architect – Affordable Active Management Posted on June 2, 2014 by drbtk-admin http://www.alphaarchitect.com/blog/2014/06/02/alliances-return-predictability/?utm_source=Alpha+Architect+Website+Users&utm_campaign=df546d8ed0-RSS_EMAIL_CAMPAIGN&utm_medium=email&utm_term=0_2f87b7924e-df546d8ed0-149756665?utm_source=Alpha+Architect+Website+Users&utm_campaign=df546d8ed0-RSS_EMAIL_CAMPAIGN&utm_medium=email&utm_term=0_2f87b7924e-df546d8ed0-149756665
hse_ethesis_13232.pdf Posted on June 2, 2014 by drbtk-admin http://epub.lib.aalto.fi/en/ethesis/pdf/13232/hse_ethesis_13232.pdf
My Library Posted on June 2, 2014 by drbtk-admin My Library Posted from Diigo. The rest of my favorite links are here.
DTR Trading: Wing Comparison in the 80 Day RUT Iron Condor Posted on May 30, 2014 by drbtk-admin http://dtr-trading.blogspot.tw/2014/05/wing-comparison-in-80-day-rut-iron.html
[1405.6027] R&D Strategy Document Posted on May 28, 2014 by drbtk-admin http://arxiv.org/abs/1405.6027
How to Download Stock Information into R Posted on May 26, 2014 by drbtk-admin http://luminouslogic.com/how-to-download-stock-information-into-r.htm?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+Luminouslogiccom+%28luminouslogic.com%29
How To Day Trade The Emini S&P 500 With Inflection Points | NAS Trading Posted on May 21, 2014 by drbtk-admin http://nastrading.com/how-to-day-trade-the-emini-sp-500-with-inflection-points/
Day Trading And Swing Trading – Why Being Posted on May 20, 2014 by drbtk-admin http://nastrading.com/day-trading-and-swing-trading-why-being-normal-and-comfortable-equals-fail/
Stops and trading high vs low volatility stocks » Alvarez Quant Trading Posted on May 20, 2014 by drbtk-admin http://alvarezquanttrading.com/2014/05/19/stops-and-trading-high-vs-low-volatility-stocks/?utm_source=rss&utm_medium=rss&utm_campaign=stops-and-trading-high-vs-low-volatility-stocks
Finding Real Inefficiencies: Mining different pairs with different exit mechanisms | Mechanical Forex Posted on May 20, 2014 by drbtk-admin Untitled Posted from Diigo. The rest of my favorite links are here.
How I Discover, Evaluate, And Trade Emini (ES) S&P 500 Day Trading Strategies | NAS Trading Posted on May 19, 2014 by drbtk-admin http://nastrading.com/how-i-discover-evaluate-and-trade-emini-es-sp-500-day-trading-strategies/
Volatility Tickers – Six Figure Investing Posted on May 15, 2014 by drbtk-admin http://sixfigureinvesting.com/2010/12/volatility-tickers/
How Does XIV Work? – Six Figure Investing Posted on May 15, 2014 by drbtk-admin http://sixfigureinvesting.com/2014/05/how-does-xiv-work/
[1405.2384] A Multi-factor Adaptive Statistical Arbitrage Model Posted on May 14, 2014 by drbtk-admin http://arxiv.org/abs/1405.2384
Option Writing Strategies in a Low Volatility Framework by Donald X. He, Jason C. Hsu, Neil Rue :: SSRN Posted on May 13, 2014 by drbtk-admin http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2433676
Statistical Arbitrage: Medium Frequency Portfolio Trading by Igor Skachkov :: SSRN Posted on May 1, 2014 by drbtk-admin http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2284577&download=yes
[1404.7632] A multivariate model for financial indexes and an algorithm for detection of jumps in the volatility Posted on May 1, 2014 by drbtk-admin http://arxiv.org/abs/1404.7632
Backtesting is Hard » Alvarez Quant Trading Posted on April 22, 2014 by drbtk-admin http://alvarezquanttrading.com/2014/04/21/backtesting-is-hard/?utm_source=rss&utm_medium=rss&utm_campaign=backtesting-is-hard
A Simple Strategy for Growth & Income Investors | Jay On The Markets Posted on April 22, 2014 by drbtk-admin http://jayonthemarkets.com/2014/04/21/a-simple-strategy-for-growth-income-investors/?utm_source=feedly&utm_reader=feedly&utm_medium=rss&utm_campaign=a-simple-strategy-for-growth-income-investors
Date formating in R « The R Trader Posted on April 19, 2014 by drbtk-admin http://www.thertrader.com/2014/04/18/date-formating-in-r/
Trend following does not work on stocks : Following the Trend Posted on April 17, 2014 by drbtk-admin http://www.followingthetrend.com/2014/04/trend-following-does-not-work-on-stocks/
Finding Real Inefficiencies in the Forex Market: Differences in data-mining bias between pairs | Mechanical Forex Posted on April 17, 2014 by drbtk-admin http://mechanicalforex.com/2014/04/finding-real-inefficiencies-in-the-forex-market-differences-between-pairs.html
free-programming-books/free-programming-books.md at master · vhf/free-programming-books · GitHub Posted on April 12, 2014 by drbtk-admin free-programming-books/free-programming-books.md at master · vhf/free-programming-books · GitHub Posted from Diigo. The rest of my favorite links are here.
A Momentum Rotation Strategy for Trading VIX ETPs | Volatility Made Simple Posted on April 11, 2014 by drbtk-admin http://volatilitymadesimple.com/a-momentum-rotation-strategy-for-trading-vix-etps/
Backtesting VIX ETP Strategies with Limited Data is Foolhardy | Volatility Made Simple Posted on April 10, 2014 by drbtk-admin http://volatilitymadesimple.com/backtesting-vix-etp-strategies-with-limited-data-is-foolhardy/
Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model by Yushu Li, Simon Reese :: SSRN Posted on April 7, 2014 by drbtk-admin http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2416249
VIX & More’s VIX:VXV Ratio | Volatility Made Simple Posted on April 1, 2014 by drbtk-admin http://volatilitymadesimple.com/vix-mores-vixvxv-ratio/
An Adaptation From ‘Flash Boys: A Wall Street Revolt,’ by Michael Lewis – NYTimes.com Posted on March 31, 2014 by drbtk-admin http://www.nytimes.com/2014/04/06/magazine/flash-boys-michael-lewis.html?_r=0
Backtest: Comparing the VIX and VXV Indices | Volatility Made Simple Posted on March 28, 2014 by drbtk-admin http://volatilitymadesimple.com/backtest-comparing-the-vix-and-vxv-indices/
A Dash of Insight: Using Your NCAA Bracket to Help Your Investing Posted on March 23, 2014 by drbtk-admin http://oldprof.typepad.com/a_dash_of_insight/2014/03/using-your-ncaa-bracket-to-help-your-investing.html?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+typepad%2FWuQQ+%28A+Dash+of+Insight%29
How To Win With Mechanical Trading Systems [One Step Removed] Posted on March 19, 2014 by drbtk-admin http://www.thewholestreet.com/cgi-bin/redirect.cgi?key=RL6Z6FBA1S