Algorithmic Trading Archives - Turing Finance
Algorithmic Trading
Regression analysis using Python
June 7, 2014 | StuartReid | 18 CommentsWarning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /home/customer/www/turingfinance.com/public_html/wp-content/plugins/latex/latex.php on line 47
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 | StuartReid | 58 CommentsNeural 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 | StuartReid | 2 CommentsArtificial 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 | StuartReid | 20 CommentsPreviously 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 | StuartReid | 6 CommentsCurrently 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 | StuartReid | 8 CommentsAlgorithmic 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