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Results tagged with quant-trading-strategies
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user 19057
Quantitative trading strategies use quantitative signals and a set of predefined systematic rules to make trading decisions. Strategies operate within parameters based on historical analysis (backtesting) and real world market studies (forward testing). Strategies may be executed manually (by a human trader) or automatically (by a computer).
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Making a Trading Strategy Industry-Neutral
Here's a toy example of a simple trading strategy that I just read about (from a book called "Trading Alphas"):
Let's say that we expect a stock that's been going up over the past week to now go down …
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answer
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Reference request: Quantitative Trading Strategies [closed]
I intend to thoroughly prepare for an internship that I will start in a couple of months, and therefore wanted to clarify what topics I need to study and some recommended references for them.
The des …
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Simple Moving Average Backtest: Cumulative Return too high
I apologize if this is way too basic a question, but I'm an absolute beginner to trading and am in the process of learning the fundamentals.
Currently I'm trying to model a (10-day) SMA backtest in E …
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1
answer
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How to identify a change in market dynamics?
As a beginner, I'm learning how to make good trading strategies. One of the things to consider for reliable backtesting is the Minimum Backtest Length, whose selection is basically a tradeoff:
Too sh …
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answer
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Selection of optimal backtesting parameters
Suppose I backtest some strategy on in-sample data while varying two parameters, say $X$ and $Y$. $X$ can take the values $\{3,6,9,12,15,18\}$ while $Y$ can take $\{10,15,20,25,30\}$. I want to select …
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Currency/Forex Hedging using Momemtum Strategy
Mainly the two ways I could find on currency hedging are using forwards (to lock in a future exchange rate) and options. However, I'm curious whether currency can be hedged via some commonly known tra …
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