Author: admin

The most overlooked aspect of algorithmic trading

Many algorithmic traders justifiably worship the legends of our industry, people like Jim Simons, David Shaw, or Peter...

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Loss aversion is not a behavioral bias

In his famous book “Thinking, Fast and Slow“, the Nobel laureate Daniel Kahneman described one common example...

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FX Order Flow as a Predictor

Order flow is signed trade size, and it has long been known to be predictive of future...

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A novel capital booster: Sports Arbitrage

By Stephen Hope   As traders, we of course need money to make money, but not everyone...

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Optimizing trading strategies without overfitting

By Ernest Chan and Ray Ng Optimizing the parameters of a trading strategy via backtesting has one...

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