Quant Trading



Quant Trading news and articles


Content:
Hello everyone As hobby project Ive designed website which allows you to test out option strategies based on your favourite indicators. What this means is that you can now trade nifty bank nifty options by using entry and exit conditions generated b...


Keywords: python, design, algo trading, test
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This paper is concerned with how a front-running high-frequency trader (HFT) influences the large trader: whether and under what conditions the latter is harmed or benefited. We study, in the extended Kyle's model, the interactions between a large informed trader and an HFT who can predict the former's incoming order in some extent. Equilibria under various specific situations are discussed. We conclude that HFT always front-runs and the large trader could be favored in the following circumstanc...


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Price movement prediction has always been one of the traders' concerns in financial market trading. In order to increase their profit, they can analyze the historical data and predict the price movement. The large size of the data and complex relations between them lead us to use algorithmic trading and artificial intelligence. This paper aims to offer an approach using Twin-Delayed DDPG (TD3) and the daily close price in order to achieve a trading strategy in the stock and cryptocurrency market...


Keywords: artificial intelligence, crypto, algorithmic trading,

E-backtesting arxiv.org | Yesterday

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In the recent Basel Accords, the Expected Shortfall (ES) replaces the Value-at-Risk (VaR) as the standard risk measure for market risk in the banking sector, making it the most important risk measure in financial regulation. One of the most challenging tasks in risk modeling practice is to backtest ES forecasts provided by financial institutions. Ideally, backtesting should be done based only on daily realized portfolio losses without imposing specific models. Recently, the notion of e-values ha...


Keywords: test
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Ryan Guichon, product head for fund administration and accounting services at RBC Investor & Treasury Services, provides his insights on how fund operating models are evolving to align with todays dy...


Keywords: algorithmic trading
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Non-Fungible Tokens (NFTs), digital certificates of ownership for virtual art, have until recently been traded on a highly lucrative and speculative market. Yet, an emergence of misconceptions, along with a sustained market downtime, are calling the value of NFTs into question. This project (1) describes three properties that any valuable NFT should possess (permanence, immutability and uniqueness), (2) creates a quantitative summary of permanence as an initial criteria, and (3) tests our measur...


Keywords: quant, test, nft
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This scientific paper propose a novel portfolio optimization model using an improved deep reinforcement learning algorithm. The objective function of the optimization model is the weighted sum of the expectation and value at risk(VaR) of portfolio cumulative return. The proposed algorithm is based on actor-critic architecture, in which the main task of critical network is to learn the distribution of portfolio cumulative return using quantile regression, and actor network outputs the optimal por...


Keywords: network, reinforcement learning, algorithmic trading,
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The cryptocurrency market had rough year in 2021, but things are looking up this year. As matter of fact, by August 1, 2022, the crypto market cap wasThe post Reasons Whales Are Eyeing Up These Coins Set To Explode By 50x In 2023 appeared first on An...


Keywords: network, excel, test, blockchain, crypto
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Themenschwerpunkte und MedienpartnerschaftenChri Antlanger Winter, Country Director Google Austria Christine Antlanger Winter, Country Director Google Austria, ber Dekarbonisierung, Recycling und kostrom. Was gut fr den Planeten ist, ist auch gu...


Keywords: knn, test, google cloud, design
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Caroline Ellison, former CEO of quantitative trading firm Alameda Research, is fundamental to the FTX story....


Keywords: quant, quantitative trading
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Themenschwerpunkte und Medienpartnerschaften Mit Apps, Webseiten und hilfreichen Diensten kann man sich viel rger mit Paket und Postdiensten sparen. Falls ein Paket mit einem nationalen verschickt wird, kann oft auch der Blick auf diese Tracking Sei...


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Vorsicht beim Treppab www.fondsprofessionell.de | Today

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Offene Immobilienfonds waren viele Jahre erfolgsverwhnt. Whrend Corona galten sie als Fels in der Brandung. Inzwischen geht das Neugeschft deutlich zurck. Wie gehen die Fonds damit um?...


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Bing storm AI Launches Multi-Strategy Portfolio Model, Leading the Digital Asset Investment Market Bing storm Crypto Investment Foundation, the world's leading provider of cryptocurrency investment and artificial intelligence technology services, has joined forces with top blockchain technology teams and elite members of the crypto-digital currency community to build the Bing storm AI project, launched a multi-strategy portfolio model, creating a new value gains space for the digital currency intelligent quantitative trading and investment market....


Keywords: blockchain, crypto, foundation, artificial intelligence,

Die ITK-Branche trotzt Krisen www.it-business.de | Yesterday

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Eine Krise jagt die andere und so rechneten Mitte des Jahres viele ITK Unternehmen mit sinkenden Umstzen. Nun ist klar, dass die Geschfte besser gelaufen sind als angenommen und die Digitalbranche insgesamt stabil ist....


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Innovation is key to improving execution quality for Pragma, a New York-based algorithmic trading technology provider. Traders and end-investors are increasingly looking to benchmark execution quality to ensure they receive the best price possible in the market....


Keywords: machine learning, algorithmic trading

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