Check out my ebook on quant trading where I teach you how to build profitable systematic trading strategies with Python tools, from scratch.
Take a look at my new ebook on advanced trading strategies using time series analysis, machine learning and Bayesian statistics, with Python and R.
Hi! My name is Mike and I'm the guy behind QuantStart.com. I used to work in a hedge fund as a quantitative trading developer in London.
Now I research, develop, backtest and implement my own intraday algorithmic trading strategies using C++ and Python.
Quantocracy is one of the leading quant link aggregator sites. I read it daily and I strongly suggest you check it out if you want to stay on top of the news in the quant blogosphere:
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.
Latest Articles
Advanced Algorithmic Trading and QSTrader - Fourth Update
This is a quick update post to let readers know that the pre-order release of Advanced Algorithmic Trading has had a major new content update. This brings the current release up to 363 pages. To access the new content customers simply need to follow the download link received in the original purchase email. If the download email has been misplaced then please email support@quantstart.com and the updated version will be sent out. Read more...
Strategic and Equal Weighted ETF Portfolios in QSTrader
In a previous article the monthly rebalance feature of the open-source backtesting library QSTrader was demonstrated on a simplistic equities/bonds ETF mix portfolio. Read more...
Monthly Rebalancing of ETFs with Fixed Initial Weights in QSTrader
Many institutional global asset managers are constrained by the need to invest in long-only strategies with zero or minimal leverage. This means that their strategies are often highly correlated to "the market" (usually the S&P500 index). While it is difficult to minimise this correlation without applying a short market hedge, it can be reduced by investing in non-equities based ETFs. Read more...
QuantStart New York City October 2016 Trip Report
Last Tuesday I flew out to New York City, USA to give a talk at the Quantopian NYC Meetup and moderate a panel on "Programming Wars" at the Trading Show New York 2016. Both events were extremely interesting and I met a lot of great people. I want to write a brief summary of the trip as it brought to my attention some fascinating areas of quant finance research that I was not previously aware of. Read more...
QuantStart Events in October and November 2016
This is a short post to let QuantStart readers know that I'll be speaking at some events in New York and Singapore over the next couple of months: Read more...
CAREERS ADVICE
- Quant Finance Career Skills - What Are Employers Looking For?
- How to Learn Advanced Mathematics Without Heading to University - Part 3
- Mailbag: How Do You Move From Quant Developer To Quant Trader?
- Mailbag: Can You Get A Job In HFT Without A Degree?
- How to Learn Advanced Mathematics Without Heading to University - Part 2
- How to Learn Advanced Mathematics Without Heading to University - Part 1
- Careers in Quantitative Finance
- The Top 5 UK Universities For Becoming A Quant
- Best Undergraduate Degree Course For Becoming A Quant?
- A Day in the Life of a Quantitative Developer
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