Quantitative Trading

Revision for “Quantitative Trading” created on April 15, 2015 @ 16:12:20

TitleContentExcerptRevision Note
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.

 
<h1 id="Tools">Tools</h1>
<ul>
<li><a href="http://numericalmethod.com/up/algoquant/" target="_blank">AlgoQuant</a></li>
</ul>
<h1 id="QuantitativeTradingStrategies">Quantitative Trading Strategies</h1>
<ul>
<li><a href="http://numericalmethod.com/up/model/" target="_blank">AlgoQuant Quantitative Models</a></li>
<li><a href="http://numericalmethod.com/up/quantitative-trading/meanreversion/" target="_blank">mean reversion</a></li>
<li><a class="missing wiki">trend following?</a></li>
<li><a href="http://www.numericalmethod.com/papers/course1/ntu2011/index.html">NTU 2011 group projects</a></li>
<li><a href="http://www.numericalmethod.com/papers/course1/nus2011/index.html">NUS 2011 group projects</a></li>
</ul>
<h1 id="Research">Research</h1>
<ul>
<li><a class="ext-link" href="http://numericalmethod.com/introduction-to-algorithmic-trading-strategies/"><span class="icon">​</span>Introduction to Algorithmic Trading Strategies</a></li>
<li><a href="http://numericalmethod.com/up/trading-model/literature/" target="_blank">literature</a></li>
<li><a href="http://numericalmethod.com/up/trading-model/historicaldata/" target="_blank">historical data</a></li>
</ul>
<h1 id="Infrastructure">Infrastructure</h1>



Old New Date Created Author Actions
April 15, 2015 @ 16:12:20 webmaster
April 15, 2015 @ 16:12:11 [Autosave] webmaster
April 14, 2015 @ 15:59:45 webmaster
April 14, 2015 @ 07:00:25 sanjay
April 14, 2015 @ 06:59:33 [Autosave] sanjay
April 14, 2015 @ 06:55:44 sanjay
April 10, 2015 @ 13:58:24 webmaster