Wikis > Quantitative Trading
Quantitative trading is when traders design mathematical models to describe and predict market movements. Often these models are implemented on computer systems for automatic execution. Traders start with a vague trading intuition. Using mathematics, they turn the idea into a quantitative model for analysis, back testing and refinement. When this quantitative model proves to be likely profitable by passing the rigorous statistical tests, the traders implement them on computer systems for execution. Algorithmic trading is the process where ideas are turned into mathematical models and then coded into computer programs for systematic trading. It is a science where mathematics and computer sciences meet.
Here is a collection of resources.
Quantitative Trading Strategies
- AlgoQuant Quantitative Models
- mean reversion
- trend following?
- NTU 2011 group projects
- NUS 2011 group projects