Blog: Quantified Models
Welcome to the Quantified Models blog.
In this section we will be publishing articles related to algorithmic trading.
Hablemos de pautas estacionales y dónde encontrarlas
Una pauta estacional es un comportamiento bursátil de algunos subyacentes, dentro de un marco temporal concreto.
Why Trade Bitcoin Futures vs the Spot Market?
Bitcoin Futures (BTC) allow traders to speculate on the price of Bitcoin without having to buy or sell the underlying cryptocurrency itself, known as the “spot” currency.
QM Portfolio Builder | Study on ETF TLT vs IShares Equity
Let’s now see the accuracy of QM Portfolio Builder using the CSI data. QM Portfolio Builder uses three separate data streams, Unadjusted, Dividend Adjusted and Split Adjusted. QM Portfolio Builder is designed to properly operate stock portfolios....
The Enigmatic Turtle Trading System in Python
[Corrections in bold and results – August 6, 2020] My favorite book on the Turtle Trading System is Curtis Faith’s “Way of the Turtle.” I like this book because of the thorough explanation of the rules as told by Curtis. Having been in this...
Amazing Synthetic Trading Class
Just spent a week in Newark Ohio working on creating this new synthetic trading class to track and monitor synthetic trades.
Day of week filters & Genetic Builder on the Dax
There often is a reasonable strong and consistent bias per day of week, that is separate long and short. We could check this using Genetic Builder software.