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Luigi Battistoni8 Options Trading rules to be successfulAdvices from a decades long professional commodity trader·7 min read·May 29, 2024--1--1
Luigi BattistoniinPython in Plain EnglishUnderstanding Pandas MultiIndex in Timeseries AnalysisHow to effectively use Pandas MultiIndexing to boost your Timeseries Analysis·12 min read·May 21, 2024----
Luigi BattistoniStoicism in FinanceThe right mindset to trade in a world out of your control·4 min read·May 17, 2024----
Luigi BattistoniBacktesting a systematic trading strategy in PythonDeveloping a basic vectorial backtest in Python·5 min read·May 15, 2024----
Luigi BattistoniinTechnological SingularityDistribution of the Order Flow in PythonInfer the fraction of informed agents in the market using the order flow trades directions·10 min read·Apr 12, 2024--1--1
Luigi BattistoniinTechnological SingularitySequential Trade Model for Asymmetrical Information — Part 2Exercises of Hasbrouck’s Empirical Market Microstructure, Chapter 56 min read·Apr 12, 2024----
Luigi BattistoniSequential Trade Model for Asymmetrical InformationBid-Ask spread dynamics under asymmetrical information10 min read·Apr 12, 2024----
Luigi BattistoniRelaxing Linear Regression assumptions — A Roll model applicationExercises 4.2 and 4.3 of Empirical Market Microstructure — Hasbrouck8 min read·Mar 15, 2024--1--1