Category: Finance

Build an Algorithmic Trading System

From: https://towardsdatascience.com/build-an-algorithmic-trading-system-a5b54de5379 After dozens of emails and DMs, it seemed appropriate to write a proper introduction to getting started with Algorithmic Trading. This guide should serve as a walkthrough for building your first Proof of Concept algorithmic trading system. Disclaimer: Luke is a Co-Founder of Spawner, a company whose tech is directly mentioned and used in … Continue reading Build an Algorithmic Trading System →

Quantitative Analytics: Optimal Portfolio Allocation

From: https://lf0.com/post/portfolio-optimisation-model/portfolio-optimisation-r/ Introduction: The literature in portfolio optimisation has been around for decades. In this post I cover a number of traditional portfolio optimisation models. The general aim is to select a portfolio of assets out of a set of all possible portfolios being considered with a defined objective function. The data: The data is … Continue reading Quantitative Analytics: Optimal Portfolio Allocation →

Deep Portfolio Optimization — An Experiment with Cryptocurrencies

From: https://towardsdatascience.com/deep-portfolio-optimization-an-experiment-with-cryptocurrencies-106bf22a634 Feeling bullish. Image source Ifyou’ve ever taken an intro finance or investment theory class, then you’ve probably come across the idea of Modern Portfolio Theory or MPT. The Nobel Prize winning idea is that we have a collection of assets which have different returns, risks and correlations with each other, and we find an optimal weighing … Continue reading Deep Portfolio Optimization — An Experiment with Cryptocurrencies →

Analisando ações da Bovespa

From: https://medium.com/@cesar.vieira/analisando-a%C3%A7%C3%B5es-da-bovespa-parte-i-500107703688 Sempre tive muito interesse em estudar finanças, especialmente quando comecei a investir. Depois de algumas experiências com a linguagem C durante a pós-graduação, e vendo as experiências de amigos da pós sobre o quanto o Python é versátil, resolvi estudar um pouco de finanças e, de quebra, aprender um pouco de Python. Foi … Continue reading Analisando ações da Bovespa →