Luigi BattistoniUnderstanding Futures contract specificationsHow to read specifications of units, lots, tick size and margin - with examples3d ago3d ago
Luigi Battistoni8 Options Trading rules to be successfulAdvices from a decades long professional commodity traderMay 291May 291
Luigi BattistoniinPython in Plain EnglishUnderstanding Pandas MultiIndex in Timeseries AnalysisHow to effectively use Pandas MultiIndexing to boost your Timeseries AnalysisMay 21May 21
Luigi BattistoniStoicism in FinanceThe right mindset to trade in a world out of your controlMay 17May 17
Luigi BattistoniBacktesting a systematic trading strategy in PythonDeveloping a basic vectorial backtest in PythonMay 15May 15
Luigi BattistoniinTechnological SingularityDistribution of the Order Flow in PythonInfer the fraction of informed agents in the market using the order flow trades directionsApr 121Apr 121
Luigi BattistoniinTechnological SingularitySequential Trade Model for Asymmetrical Information — Part 2Exercises of Hasbrouck’s Empirical Market Microstructure, Chapter 5Apr 12Apr 12
Luigi BattistoniSequential Trade Model for Asymmetrical InformationBid-Ask spread dynamics under asymmetrical informationApr 12Apr 12
Luigi BattistoniRelaxing Linear Regression assumptions — A Roll model applicationExercises 4.2 and 4.3 of Empirical Market Microstructure — HasbrouckMar 151Mar 151
Luigi BattistoniinPython in Plain EnglishRoll Model Under Serial DependenceExercise 4.1 of Empirical Market Microstructure — HasbrouckFeb 281Feb 281
