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Quantitative Trading
Quantitative investment and trading ideas, research, and analysis.
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Ernie Chan
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Blog Archive
▼
2011
(15)
▼
December
(1)
Risk indicators
►
November
(1)
Trading platform and EC2 revisited
►
September
(2)
Stop loss, profit cap, survivorship bias, and blac...
More on automated trading platforms
►
July
(3)
Sorry, your return is too high for us
The social utility of hedge funds
Hedge fund transparency and "barometers"
►
June
(2)
When cointegration of a pair breaks down
Even more on news driven trading
►
May
(2)
A platform, a shareware site, and some courses for...
Time-of-day effects in FX trading
►
April
(1)
The many facets of linear regression
►
March
(1)
Momentum strategies in futures and forex
►
January
(2)
High frequency trading ideas
Shorting the VIX calendar spread
►
2010
(17)
►
November
(1)
Columbia Workshop on Financial Engineering
►
October
(2)
Data mining and artificial intelligence update
The main virtue of buying options
►
September
(1)
Implementing stock strategies using options
►
August
(2)
Phantom quotes
What are we to do with Sharpe ratio?
►
July
(1)
Pair trading technologies update
►
May
(4)
The Quants
A HFT primer
Are flash orders to be blamed for Dow's 1,000 poin...
An additional ETF pair
►
April
(1)
How do you limit drawdown using Kelly formula?
►
February
(2)
Conference on the sociology of quantitative financ...
Pairs Trading Workshop in Hong Kong
►
January
(3)
A method for optimizing parameters
Excel ADF test
Does Averaging-In Work?
►
2009
(32)
►
December
(3)
Selecting tradeable pairs: which measure to use?
Public service announcements for quants
Are financial speculations really "harmful human a...
►
November
(2)
Picking up nickels in front of steamrollers
In praise of ETF's
►
October
(1)
The best environment for quantitative trading
►
September
(3)
Are flash orders really so bad?
Can a trader be a do-gooder?
Have you traded 10,000 hours yet?
►
August
(2)
Using R to Test for Cointegration
Interview on backtesting
►
July
(2)
Are Triple Leveraged ETFs suitable for long-term h...
A free Matlab-to-Interactive Brokers API
►
June
(3)
My interview, stop loss, and the Principle of Late...
A job opening for quants
A good book for quantitative traders
►
May
(2)
MATLAB as an Automated Execution System
My pairs trading workshop in London
►
April
(3)
►
March
(2)
►
February
(6)
►
January
(3)
►
2008
(28)
►
December
(2)
►
November
(1)
►
October
(2)
►
September
(2)
►
August
(3)
►
July
(1)
►
June
(4)
►
May
(7)
►
April
(1)
►
March
(2)
►
February
(2)
►
January
(1)
►
2007
(50)
►
December
(1)
►
November
(1)
►
October
(3)
►
September
(3)
►
August
(12)
►
July
(1)
►
June
(5)
►
May
(3)
►
April
(4)
►
March
(3)
►
February
(8)
►
January
(6)
►
2006
(24)
►
December
(5)
►
November
(14)
►
October
(5)
