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Latest Articles

Forex Trading Diary #1 - Automated Forex Trading with the OANDA API

I previously mentioned in the QuantStart: 2014 In Review article that I would be spending some of 2015 writing about automated forex trading. Read more...

Supervised Learning for Document Classification with Scikit-Learn

This is the first article in what will become a set of tutorials on how to carry out natural language document classification, for the purposes of sentiment analysis and, ultimately, automated trade filter or signal generation. This particular article will make use of Support Vector Machines (SVM) to classify text documents into mutually exclusive groups. Read more...

QuantStart: 2014 in Review

Now that 2014 is well and truly behind us, I thought it would be appropriate to carry out an annual review for QuantStart. Many of you have asked for some "behind the scenes" insights for some time, so I've decided to discuss some of the interesting issues and events that have occured over the past year. In addition, I'd like to let you know what is in store for 2015, as there are many exciting things planned for the site. Read more...

Monte Carlo Simulations In CUDA - Barrier Option Pricing

In this article, I will talk about how to write Monte Carlo simulations in CUDA. More specifically, I will explain how to carry it out step-by -step while writing the code for pricing a down-and-out barrier option, as its path dependency will make it a perfect example for us to learn Monte Carlo in CUDA. Also, I will show you how to efficiently generate random numbers with CUDA and how to measure performance with just a few lines of code. Read more...

Bayesian Statistics: A Beginner's Guide

Over the last few years we have spent a good deal of time on QuantStart considering option price models, time series analysis and quantitative trading. It has become clear to me that many of you are interested in learning about the modern mathematical techniques that underpin not only quantitative finance and algorithmic trading, but also the newly emerging fields of data science and statistical machine learning. Read more...