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‘Quantitive Trading’ Algorithmic Trading Articles & Financial Insight

  • Turning the vol up on trading FX

    SUBSCRIBERS ONLYWhen it comes to equities, it seems fairly easy to define a beta for the market. Typically, we might think of S&P500, as a good approximation for what a typical equity investor's return might be. Indeed, there are many passive investors who follow funds which directly replicate S&P500. For bonds, we can do something similar if we pick an index such as Barclays Global Aggregate bond index.

  • Special KSpecial K

    SUBSCRIBERS ONLYIn 1996, the quant trader Lars Kestner published a book introducing the K Ratio as a complement to the Sharpe Ratio. In 2003, he modified the K Ratio and published a revised version of his book (Lars Kestner, Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program, McGraw-Hill Traders Edge Series, 2003.) to explain why. Thomas Becker of Zephyr Associates thinks he was right first time.

  • Tall dark strategy?Tall dark strategy?

    SUBSCRIBERS ONLY  What does the future hold for quant traders? Stuart Farr, President of Deltix, looks into the very long term.  

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