Discover and read the best of Twitter Threads about #quant

Most recents (8)

Thread on Books/Resources which I find useful

1) Basics :

zerodha.com/varsity/

2) Quantitative Resources :

epchan.blogspot.com/?m=1

quantifiedstrategies.com

quantstart.com

#data #books #quant #trading
3) Position Sizing & Risk Management

Van Tharp Guide to Position Sizing

4) Pyschology

Trading in the zone
The Disciplined Trader
The Market Wizards
5) System Building & Backtesting

Trading Systems by Emilio Tomasini

6) Fundamentals

drvijaymalik.com by
@drvijaymalik
Read 4 tweets
How to move towards Quantitative Trading :

1) Learn Python
2) Learn key trading libraries & Pandas
3) Data visualisation using seaborn & matplotlib
3) Statistics for Financial Markets
4) Backtest your strategies
5)Optimise & Automate
6) ML insights for trading

#quant #trading
1) This is a good basic course on Udemy to learn about Python required for trading

udemy.com/course/python-…

#python
2) Learn about Pandas( cruciwl for data cruncing & handling time series data)
learnpython.org/en/Pandas_Basi…

Also install talib: an essential library for a trader. It has inbuilt functions for all technical indicators making our life easy.

mrjbq7.github.io/ta-lib/doc_ind…

#pandas
Read 9 tweets
@SunderjiJB My philosophy is :

Idea --> Rules --> Backtest --> Discard or Deploy --> Optimize --> Scale
1) Idea : It comes from market observation.
For eg : Is it profitable to buy stocks breaking previous day high within 15 min of market open.

2) Rule : Anything that can be said to a computer in a simple language
Buy if 15 min close > Previous day high

(1)
3) Backtest :
Test the same rule on historical data to see if our system has any positive edge

4) Discard or Deploy

If the rule is showing any positive expectancy then we can deploy it else discard and look for testing another set of rules/idea

(2)
Read 5 tweets
1. Olá meus queridos,

como prometi, segue continuação da thread sobre #quant. Se você ainda não curtiu ou não sabe nada sobre o assunto, clica aqui antes de continuar. 👇

2. O assunto de hoje é: "A historinha do mercado foi legal, mas como funciona isso com ações?"

Na thread anterior vimos uma estratégia quant segue uma estratégia para explorar um padrão que você encontrou para operar.
3. A beleza dos modelos quant é que eles vão seguir o que você definir como padrão e você pode usar qualquer estratégia que imaginar.

- Posso usar minhas aulas de Estatística pra criar um padrão com z-score, correlação, cointegração, regressão e tudo o mais? Pode!
Read 13 tweets
(1/2) #AlgorithmicTrading #AMA - We bring to you the most asked questions about #AlgoTrading. Nitesh Khandelwal (Co-founder and CEO, QuantInsti) answers them in the form of short narrative videos.

Check out the entire playlist here: bit.ly/AMAPLYT
What is High-Frequency Trading, Low-Frequency Trading and Medium-Frequency Trading?


#HFT #LFT #MFT #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading
Where to get historical and real-time market data?


#Data #marketdata #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading #traders #trading
Read 25 tweets
$QNT #quant #qnt

Negative Price Discovery

The blue diagonal resistance has been a point of rejection for QNT since mid-Feb '18

There are two ways QNT could end its downtrend:

a) Breaching this blue diagonal

b) Showing strong market reaction at any of the green supports

$BTC
$QNT #quant #qnt

Epic +68% breakout 🔥

QNT has a tendency of offering short-lived upside wicks past the blue diagonal downtrending resistance, so a 1D close past this resistance is needed to confirm the end of the almost 4-month downtrend

$BTC
$QNT / $BTC, #quant #qnt

Following QNT's breakout past the multi-month downtrend line, it retraced fully for a double bottom rebound

Since then QNT has rallied almost 300%

QNT is now at its most significant resistance region to date, with a visible cluster of resistance ahead
Read 11 tweets
0/ Been away from the #crypto and #blockchain space for a while and now find yourself out-of-the-loop?

Fear not! I've pieced together a thread dedicated to ecosystem events that occurred over the past day or two. Read on to get back up to speed.
1/ 🥼 Over on #EthResearch, @JieyiLong proposed a SNARK-based sidechain for #ERC20 tokens.

Can reduce processing time per transaction significantly on the #Ethereum network, relative to a fully on-chain ERC20 smart contract. Click below for more! ethresear.ch/t/snark-based-…
2/ 🤝 @FantomFDN x Fuiou Group

Having partnered with one of China's leading payment solution provider, #Fantom will work to integrate its pioneering DAG-based smart contract platform to give Fuiou users access to a faster, more scalable payment service. medium.com/@FantomFDN/fan…
Read 25 tweets
1/ @reneemmurphy talks about fake news and research goo.gl/BQ3d1F #MRX
2/ @maninultimo talks about fake news and research goo.gl/BQ3d1F #NewMR
3/ Liz Harrison talks about fake news and research goo.gl/BQ3d1F #IIEX
Read 12 tweets

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