AuquaninauquanWeb Dev — Windows(Native/WSL), Mac-OSX or Linux?Recently at Auquan, I had to make a choice between Windows, OSX and Linux operating systems. It took me a few weeks to try out all the…May 13, 20192May 13, 20192
AuquaninauquanLong-Short Equity Strategy using Ranking: : Simple Trading Strategies Part 4Long-Short Equity Strategy is a natural extension of Pairs Trading applied to a basket of stocks.Jan 11, 20186Jan 11, 20186
AuquaninauquanPairs Trading using Data-Driven Techniques: Simple Trading Strategies Part 3Leveraging data and math to create and automate a pairs trading strategyDec 20, 201715Dec 20, 201715
AuquaninauquanTime Series Analysis for Financial Data VI— GARCH model and predicting SPX returnsThis is the final instalment on our mini series on Time Series Analysis for Finance.Dec 13, 20178Dec 13, 20178
AuquaninauquanTime Series Analysis for Financial Data V — ARIMA ModelsDownload IPython Notebook here.Dec 7, 2017Dec 7, 2017
AuquaninauquanTime Series Analysis for Financial Data IV— ARMA ModelsDownload IPython Notebook here.Dec 7, 2017Dec 7, 2017
AuquaninauquanApplication of Machine Learning Techniques to TradingThis post, inspired by observations during QuantQuest, talks some common caveats and pitfalls when trying to apply ML techniques to trading…Nov 1, 20175Nov 1, 20175
AuquaninauquanTime Series Analysis for Financial Data III— Moving Average ModelsDownload IPython Notebook here.Sep 13, 2017Sep 13, 2017
AuquaninauquanTime Series Analysis for Financial Data II — Auto-Regressive ModelsDownload the iPython notebook hereSep 13, 20174Sep 13, 20174
AuquaninauquanMeasuring Momentum for Momentum Models: Simple Trading Strategies Part 3In this series, we cover some basic trading strategies that can help you get started with developing your own automated trading systems.Sep 5, 2017Sep 5, 2017
