Quantitative Trading

Lately a number of new (at least to me) technologies useful to the algorithmic trader came to my attention: 1) Matlab2IB API I said in m...

See this interesting article (registration required) on FT on the state of the hedge fund industry. Paul Tudor Jones, Citadel, and Fortress...

Felix Salmon claimed in this post (hat tip: J. Rigg) that the quant job market is alive and well. However, I haven't heard much from th...

Some readers have doubts about my assertion that mean-reversal models continue to be very profitable during this whole year of financial an...

Actor Josh Brolin ("Milk", "W", "No Country for Old Man") said on Charlie Rose that his trading portfolio had ...

My book on Quantitative Trading has been published and is now available from Amazon.com . Many thanks to all of you for your ideas, comments...

Numerous commentators have pointed out the enormous yield spread between agencies debt (Fannie /Freddie) and US Treasuries. Here are some li...

Now that we are reasonably sure the financial world is not coming to an end yet, it is reasonable to ask how quantitative strategies have be...

Recently I participated in a webinar on using an algorithmic trading system called Alphacet Discovery. A link to the webinar can be found he...

Some years ago, I traded a simple index change strategy: buying stocks to be added to the SP500 index at the market open right after the ind...

In their new book " Nudge: Improving Decisions About Health, Wealth and Happiness ", U of Chicago economist Richard Thaler (of beh...

Ronald Domingues, an economics graduate student, has done an interesting study of how well a group of qualified investors with superior skil...

I have written before that my ideal trading model is one that has no parameters, and what ways there are to accomplish this. Actually, I fo...

I wrote a blog article last year on why hedging isn't always better. The more I try to practice what I preached, the more I am convince...

Floyd Norris, the chief financial correspondent of The New York Times, suggested in his blog today that we are looking at "The Beginni...

NYTimes columnist and Princeton economist Paul Krugman has previously (see my link here ) argued that the trading of oil futures should have...

For readers who have been tracking the Gott and Colley presidential electoral vote prediction, they will notice a sudden switch over to a p...

There has been a lot of buzz lately about a simple statistical model proposed by astrophysicists Prof. Gott and Dr. Colley that uses the me...

A reader told me that he can now pre-order my book "Quantitative Trading: How to Build Your Own Algorithmic Trading Business" fro...

A portfolio manager that I used to work for like to pronounce that his trading models have "no free parameters". As is customary i...