By Ernest Chan and Roger Hunter Nowadays it is nearly impossible to step into a...
Many algorithmic traders justifiably worship the legends of our industry, people like Jim Simons, David...
In his famous book “Thinking, Fast and Slow“, the Nobel laureate Daniel Kahneman described one...
Order flow is signed trade size, and it has long been known to be predictive...
By Stephen Hope As traders, we of course need money to make money, but...
By Ernest Chan and Ray Ng Optimizing the parameters of a trading strategy via backtesting...
