Modelling Slippage for Limit Orders Trading: Adaptive KDE-based Loss Severity Distribution (1)
Dr. Pawel Lachowicz
Placing limit orders for trade execution is both quite popular and handy method in (algo)trading. A trader expects…
Browsing Tag
trading
11 posts
Revolut as a Cryptocurrency Trading App: Earning or Losing Money?
The unbelievable bull run of the Bitcoin in 2020 (+160.40% gain p.a.) truly dominated investments in S&P500 index…
How to Design Intraday Cryptocurrency Trading Model using Bitcoin-based Signals?
With a growing popularity of cryptocurrencies and their increasing year-over-year traded volumes, crypto algo-trading is a next big…
Earning Money in Cryptocurrency Markets by Spotting Statistical Arbitrage Opportunities
When you come in contact with cryptocurrencies, e.g. Bitcoin (BTC), you quickly realise that there is no single…
Detecting Human Fear in Electronic Trading: Emotional Quantum Entanglement
This post presents an appealing proof for the progressing domination of algorithmic trading over human trading. By analysing…
Hacking Google Finance in Real-Time for Algorithmic Traders. (2) Premarket Trading.
It has been over a year since I posted Hacking Google Finance in Real-Time for Algorithmic Traders article.…
Gap-on-Open Profitable Trading Strategy
After a longer while, QuantAtRisk is back to business. As an algo trader I have been always tempted…
Hacking Google Finance in Real-Time for Algorithmic Traders
Forecasting risk in algorithmic stock trading is of paramount importance for everyone. You should always look for the…
Ideal Stock Trading Model for the Purpose of Backtesting Only
There is only one goal in algorithmic stock trading: to win the game. To emerge victorious. To feel…
GARCH(p,q) Model and Trade’s Exit Strategy
Forecasting future has always been a part of human untamed skill to posses. In an enjoyable Hollywood production…
Slippage in Model Backtesting
A precious lesson I learned during my venture over programming an independent backtesting engine for new trading model…