One of the reasons DeFi is suited for algorithmic trading is its financial dynamics. Let’s discuss how Quant strategies can be used in DeFi.
Category Archives: Trading Strategies
Is Zorro project worth trying for algorithmic trading?
Should you try out the Zorro Project for backtesting and live execution of trading strategies? Let us find out.
What is Backtesting overfitting, and why should you avoid it?
In this era of competitiveness in financial studies, opting for empirical research without backtesting overfitting is quite a chore. Read our article to avoid overfitting in your research.
A gentle introduction to Cash and Carry Arbitrage
Cash and Carry Arbitrage is an arbitrage strategy that is market neutral. Here is a gentle introduction.
Strategies of the Best Performing Hedge Funds of 2020
Are you looking for some interesting strategies to invest in 2021? Certainly, past returns are not a guarantee of future performance. However, a good start point could be the best performing strategies and hedge funds during 2020.
What is Quantamental? and why is it important in state-of-the-art Quantitative Trading?
As stated in recent news, Quantamental strategies shine in the covid world since they combine quantitative and fundamental strategies.
How to hedge your portfolio from a market correction with options?
Once in a while, you should deploy hedging strategies for market corrections. Options allow you to properly manage your portfolio.
How to get historical data from IB using IBridgePy?
The first step in building automated trading strategies is to get the raw data from reliable sources. Even when there are plenty of options to get the historical financial data, having a good source for free would not hurt.
Pair Trading – Statistical Arbitrage On Cash Stocks
In this post, I present an approach to model a statistical arbitrage trading strategy and quantitatively analyze the results.