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…5 min read·May 13, 2019--2--2
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.12 min read·Jan 11, 2018--6--6
AuquaninauquanPairs Trading using Data-Driven Techniques: Simple Trading Strategies Part 3Leveraging data and math to create and automate a pairs trading strategy15 min read·Dec 20, 2017--15--15
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.12 min read·Dec 13, 2017--8--8
AuquaninauquanTime Series Analysis for Financial Data V — ARIMA ModelsDownload IPython Notebook here.7 min read·Dec 7, 2017----
AuquaninauquanTime Series Analysis for Financial Data IV— ARMA ModelsDownload IPython Notebook here.6 min read·Dec 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…19 min read·Nov 1, 2017--5--5
AuquaninauquanTime Series Analysis for Financial Data III— Moving Average ModelsDownload IPython Notebook here.1 min read·Sep 13, 2017----
AuquaninauquanTime Series Analysis for Financial Data II — Auto-Regressive ModelsDownload the iPython notebook here1 min read·Sep 13, 2017--4--4
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.1 min read·Sep 5, 2017----