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Turing Finance | December 4, 2016

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Algorithmic Trading

This category contains all articles relating to Algorithmic Trading including Algorithmic Trading Systems, Algorithmic Trading Architectures, and Algorithmic Trading Strategies

Stock Market Prices Do Not Follow Random Walks

February 8, 2016 | | 23 Comments

Because volatility seems to cluster in real life as well as the markets, it has been a while since my last article. Sorry about that. Today we will be taking our first giant leap along A Non-Random Walk down Wall Street.

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Regression analysis using Python

June 7, 2014 | | 16 Comments

This tutorial covers regression analysis using the Python StatsModels package with Quandl integration. For motivational purposes, here is what we are working towards: a regression analysis program which receives multiple data-set names from Quandl.com, automatically downloads the data, analyses it, and plots the results ... Read More

10 misconceptions about Neural Networks

May 8, 2014 | | 49 Comments

Neural networks are one of the most popular and powerful classes of machine learning algorithms. In quantitative finance neural networks are often used for time-series forecasting, constructing proprietary indicators, algorithmic trading, securities classification and credit risk modelling. They ... Read More

Computational Decision Making Methods

February 13, 2014 | | One Comment

Artificial intelligence is broadly defined as the ability of an agent or a model to make either optimal or satisficing decisions. Decision-making in this context is a process which culminates in the selection of a particular course of ... Read More

Algorithmic Trading System Architecture

November 6, 2013 | | 15 Comments

Previously on this blog I have written about the conceptual architecture of an intelligent algorithmic trading system as well as the functional and non-functional requirements of a production algorithmic trading system. Since then I have designed a system architecture ... Read More

Algorithmic Trading System Requirements

October 6, 2013 | | 5 Comments

Currently I am taking a class about software architectures. For this class each student chooses a system, defines its architectural requirements, and designs a solution capable of satisfying those requirements. I chose an algorithmic trading system because of ... Read More

Intelligent Algorithmic Trading Systems

July 7, 2013 | | 7 Comments

Algorithmic trading is the use of computer algorithms to automatically make trading decisions, submit orders, and manage those orders after submission. Algorithmic trading systems are best understood using a simple conceptual architecture consisting of three components which handle different ... Read More