Welcome to your FREE Algorithmic Trading resource where you will learn how to develop profitable algorithmic trading strategies and gain a career in quantitative trading.
In this guide I want to introduce you to an extremely powerful machine learning technique known as the Support Vector Machine (SVM). It is one of the best "out of the box" supervised classification techniques. As such, it is an important tool for both the quantitative trading researcher and data scientist. Read more...
In my previous article I explained how to install CUDA on OS X. Now it's time to start coding. However, I don't want to merely show you some piece of "ready-made" code. I would also like to also explain to you the basic concepts behind parallel programming and, specifically, GPU programming. Hence, in this article and in the following ones, I will pair some key theory with code examples. Read more...
This is the first article in a series that I will write about on the topic of parallel programming and CUDA. In this guide I will explain how to install CUDA 6.0 for Mac OS X. CUDA is a proprietary programming language developed by NVIDIA for GPU programming, and in the last few years it has become the standard for GPU computing. GPU computing is a new branch of computer science and, more specifically, of parallel computing. Read more...
Despite wrting a couple of articles on how to install a Python algorithmic trading research environment on Ubuntu, I still receive a lot of email regarding how to translate the instructions into Windows and Mac. It turns out that a substantial number of you emailed and commented on the site about an alternative, known as a Python distribution. Read more...
A while back we began discussing statistical mean reversion testing. In that article we looked at a couple of techniques that helped us determine whether a time series was mean reverting or not. In particular we looked at the Augmented Dickey-Fuller Test and the Hurst Exponent. In this article we will consider another test for mean reversion, namely the Cointegrated Augmented Dickey Fuller (CADF) test. Read more...
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