Indu Jawlacoders.hashnode.dev·Oct 14, 2024Diverse Career Paths in Data Analysis: Exploring Opportunities and Required SkillsData analysis is a rapidly growing field that plays a crucial role in decision-making processes across various industries. As organizations increasingly rely on data-driven insights, the demand for skilled data analysts has surged. This article will ...Quantitative analyst
DolphinDBdolphindb.hashnode.dev·Aug 29, 2024Helpful Tools for Quant丨Efficiently Calculate Transaction Costs from Tick DataThe calculation of transaction costs from tick data often involves two tables: trade and nbbo. As the timestamps of both tables are at nanosecond level, there are virtually no exact match between the timestamps of the two tables. Therefore, in order...Quant
DolphinDBdolphindb.hashnode.dev·Feb 27, 2024High Frequency Data Analysis: Working with PivotingFor high frequency data in financial markets, each record typically holds the information of a stock at a specific timestamp. We often need to rearrange a column (or the calculation results involving multiple columns) into a matrix or table with the ...trading,
DolphinDBdolphindb.hashnode.dev·Feb 22, 2024A Simpler Way to Calculate WorldQuant 101 AlphasThe formulas of 101 quantitative trading alphas used by WorldQuant were presented in the paper 101 Formulaic Alphas. However, some formulas are complex, leading to challenges in calculation. Take the calculation formula of Alpha#98 for example, and t...Quant
DolphinDBdolphindb.hashnode.dev·Feb 19, 2024High Frequency Data Analysis: Converting High-frequency Signals to Discrete Buy/Sell SignalsIn high-frequency trading, we generate high-frequency signals from trade and quote tick data and analyze these signals to identify trading opportunities. This tutorial demonstrates how to convert high-frequency signals into discrete buy/sell/hold sig...Quant
ogunniran sijiogsiji.hashnode.dev·Sep 20, 2023Part 2B; Maximizing Returns: Data-Driven Optimization of Trend-Following Trading Strategies with Optuna.Now that we have a clear understanding of the optimization process, let's see how Optuna helps us fine-tune our trend-following strategies: 1. Parameter Search Space Optuna allows us to define a search space for each parameter. For example, we can sp...1 like·91 readstrading,
ogunniran sijiogsiji.hashnode.dev·Sep 20, 2023Part 2A;Maximizing Returns: Data-Driven Optimization of Trading Strategies with Optuna.Trend-following strategies have long been a staple in the world of trading, offering traders the opportunity to profit from sustained price movements in financial markets. However, the effectiveness of these strategies often hinges on the careful sel...1 like·45 readsasset management
JungleSvenjunglesven.hashnode.dev·Sep 4, 2023Classification of Market Regimes Using Standard DeviationUnderstanding what's currently happening in the market is crucial to make informed decisions. The concept of market regimes helps us gain insight into this. In broad terms, the market can be bullish, bearish, or range-bound. Professionals identify ov...37 readstrading,
