Quantitative Analysis · Data Science · Machine Learning

Posts tagged with ‘algorithmic trading’

  • Mitigating Data Snooping with the Bonferroni Correction

    Mitigating Data Snooping in Algorithmic Trading: A Guide to Out-of-Sample Testing with Bonferroni Correction Data snooping, the inadvertent discovery...

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  • Data Snooping Pitfalls in Algorithmic Trading

    Unraveling the Pitfalls of Data Snooping in Algorithmic Trading Strategy Selection Algorithmic trading has revolutionized financial markets, allowing traders...

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  • Simultaneous vs. Separate Long / Short Strategy Optimization

    Simultaneous Optimization When you optimize a trading strategy for long and short positions simultaneously, you’re trying to find a...

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  • The Group of Ten (G10) currency pairs

    The G10 currency pairs, also known as the Group of Ten currency pairs, refer to a group of major...

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  • The impact of NFP reports on forex markets

    What is NFP (non-farm payroll) report? The non-farm payroll (NFP) report is a key economic indicator released by the...

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  • The impact of AI in financial markets

    The financial markets are constantly evolving, and the integration of artificial intelligence (AI) is the latest development set to...

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  • Is the Efficient Market Hypothesis flawed?

    The Efficient Market Hypothesis (EMH) is a theory in financial economics that states that financial markets are “informationally efficient,”...

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  • Technical vs Fundamental analysis

    Technical trading and fundamental trading are two different approaches to analyzing and making investment decisions in the financial markets....

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  • Evaluating Portfolio risk-adjusted returns

    Evaluating a portfolio’s risk-adjusted return is more informative than evaluating its return alone because it allows investors to compare...

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  • Evaluation Metrics: Gain-to-Pain Ratio

    The Gain to Pain ratio (also known as the RPR – Reward to Pain ratio) is a risk-adjusted performance...

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