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.
Should you try out the Zorro Project for backtesting and live execution of trading strategies? Let us find out.
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.
Do your calculations take forever? Don’t worry anymore. Check our article on the impacts of quantum computing in quantitative finance to learn finance like a pro.
Cash and Carry Arbitrage is an arbitrage strategy that is market neutral. Here is a gentle introduction.
I would like to share my brief research in oil market from fundamental and price-action perspectives. First at all, I will mention principal, but non-exclusive, factors which affect Oil prices. Finally, I will introduce a rolling estimation of oil prices based on the assumption of log normal daily return distribution.
I would like to share my brief research in the oil market from fundamental and price-action perspectives. First of all, I will mention the principal, but non-exclusive, factors that affect Oil prices. Finally, I will introduce a rolling estimation of oil prices based on the assumption of log-normal daily return distribution.
In this post, I would like to share some basic information about the uses of R as a tool for Financial analysis. In the first part, I will introduce how plot prices of NASDAQ Composite (08-05-2015 to 08-04-2017) and then I will show how to calculate its daily returns. Finally, I will present a brief analysis of returns distribution.