Slippage: What It Is & How to Avoid It
Getting into investing and trading can be exciting. It can be rewarding. And if you’re like me, it can be an obsession. But I’m the first to admit that the terminology can get very confusing …
Getting into investing and trading can be exciting. It can be rewarding. And if you’re like me, it can be an obsession. But I’m the first to admit that the terminology can get very confusing …
Stop orders typically do not execute during extended hours. The stop and trailing stop orders you place during extended hours usually queue for the market opening on the next trading day. Orders created during regular …
Sector momentum is a sector rotation strategy to boost performance by ranking sectors according to their momentum, buying top performers, and selling laggards. In this post, I describe sector momentum and why it works and …
Importing custom data into Zipline can be tricky, especially for users new to Python and Pandas. I’m here to remedy that. In this guide, I’ll explain how to create, register and ingest a custom equity …
Only one in five day traders is profitable. Algorithmic trading improves these odds through better strategy design, testing, and execution. In this post, I’m going to discuss what it took for me to become a …
Look-ahead bias occurs by using information not available or known in the analysis period for a study or simulation, leading to inaccurate results. An often-overlooked point regarding look-ahead bias is that it isn’t just about …
A time series is a sequence of moments-in-time observations. The sequence of data is either uniformly spaced at a specific frequency such as hourly or sporadically spaced in the case of a phone call log. …
Pandas was developed at hedge fund AQR by Wes McKinney to enable quick analysis of financial data. Pandas is an extension of NumPy that supports vectorized operations enabling fast manipulation of financial information. I’ll be using company …
Rapid increases in technology availability have put systematic and algorithmic trading within reach for the retail trader. Below you’ll find a curated list of trading platforms and frameworks, broker-dealers, data providers, and other helpful trading …
Backtrader is an open-source python framework for trading and backtesting. Backtrader allows you to focus on writing reusable trading strategies, indicators, and analyzers instead of having to spend time building infrastructure. I think of Backtrader as …