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Results tagged with algorithmic-trading
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Algorithmic trading has two meanings: - the process of taking in inputs such as market data, current news, and producing orders without human intervention. - the process of optimising the trading of a large order or the market making process.
3
votes
How to incorporate fundamental analysis in quantitative trading algorithm?
Most of what you see on the web is done by amateurs. Many professionals do use 10K and 10Q information in so-called "quant" strategies, but electronic stores of this information don't come free. As …
- 15k
4
votes
Index arbitrage with Options when not all underlyings have options listed?
Is there anything which can be done to account for the underlyings with no listed option contracts?
Classical options pricing theory relies on the idea that any option contract can be simulated with …
- 15k
7
votes
How do you distinguish "significant" moves from noise?
The most basic strategy is beta-based quantiles. That is to say, you first control for losses on your individual stock versus overall market performance. (Your trading strategy may or may not wish t …
- 15k
2
votes
Steps to fit a Machine learning model for prediction of up and down market movement
For true cross-validation you need $N$ separate calibration sets, for example one data set per year. You can then test performance on, say, the month of data following each calibration set.
In featur …
- 15k
5
votes
Accepted
Order Execution Algorithms
Most of the big players offer a suite of execution algorithms for big orders, as seen in this listing from Credit Suisse.
Very generally speaking, the algorithms will have a pedigree going back to vol …
- 15k