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Latest Articles

Advanced Trading Infrastructure - Position Class

At the end of last year I announced that I would be working on a series of articles regarding the development of an Advanced Trading Infrastructure. Since the initial announcement I haven't mentioned the project to any great extent. However, in this article I want to discuss the progress I've made to date. Read more...

QuantStart: 2015 In Review

Last year I carried out the first annual review for QuantStart. Now that we're well into 2016 I thought it would be appropriate to write a similar article for 2015. Last year we discussed site statistics, email survey results, new writers and what was coming up for 2015. This year we'll look at current site statistics and what's coming up in 2016. Read more...

State Space Models and the Kalman Filter

To date in our time series analysis posts we have considered linear time series models including ARMA, ARIMA as well as the GARCH model for conditional heteroskedasticity. In this article we are going to consider the theoretical basis of state space models, the primary benefit of which is that their parameters can adapt over time. Read more...

Announcing the QuantStart Advanced Trading Infrastructure Article Series

To date on QuantStart we have considered two major quantitative backtesting and live trading engines. The first arised from the Event-Drive Backtesting series I wrote back in March 2014. The second is QSForex, an open-source backtest and live trading engine that hooks into the OANDA Forex Broker API, which is still being used by many of you. Read more...

How to Write a Great Quant Blog

Today's post is a guest post from Jacques Joubert, who runs QuantsPortal. Jacques emailed me recently and asked if I'd be willing to contribute to a post about how to get started in quant blogging. I was more than happy to do so, and Jacques wondered if it would make a good guest post for QuantStart. Read more...