First steps in Python for traders
I've written a bit on the difference between high and low level programming languages, and on why I think Python is the right choice for many traders today. In this…
No, it’s not all the same.
In my last post, I showed a quick test of a simple system applied to the futures markets. The point of that post was to show how a simple quantitative…
Testing a trend-following approach in futures
In this post, we'll take a look at a common trend-following trading idea: channel breakouts (also called Donchian channels). I want to share with you a way of looking at…
Choosing a programming language for finance
So let's assume you've read my preparatory posts (here, and here), and that you're on board with the need to learn to do your own analytical work in the markets.…
Getting your hands dirty: tools for understanding the market
Continuing on the theme of my last post, I want to take some time to dig into the options you have when you think about doing your own testing and…