Is News Sentiment Still Adding Alpha?
By Ernest Chan and Roger Hunter Nowadays it is nearly impossible to step into a quant trading...
The most overlooked aspect of algorithmic trading
Many algorithmic traders justifiably worship the legends of our industry, people like Jim Simons, David Shaw, or Peter...
Loss aversion is not a behavioral bias
In his famous book “Thinking, Fast and Slow“, the Nobel laureate Daniel Kahneman described one common example...
FX Order Flow as a Predictor
Order flow is signed trade size, and it has long been known to be predictive of future...
A novel capital booster: Sports Arbitrage
By Stephen Hope As traders, we of course need money to make money, but not everyone...
Optimizing trading strategies without overfitting
By Ernest Chan and Ray Ng Optimizing the parameters of a trading strategy via backtesting has one...