Backtesting Model - Trade top 5 stocks from the previous day
Trying out a toy model that follows the following rule set: Pick top 5 stocks from the previous day Invest a fixed amount of INR 5000 in each stock Ex…
Santosh writes here
Thoughts, stories and ideas.
Article list for Quantitative Finance
Using RQuantLib on MacOSX
Using RQuantLib on MacOSX First install QuantLib as mentioned here Install Boost brew install boost Download QuantLib A version that slightly lags u…
Options Spread position at expiry
I've been spending the last couple of weeks creating some algorithmic trading code. I took a spread position on the markets earlier this month. I wage…
Box Plot Spread Trading Model
Just finished a box plot spread trading model. Here is the payoff diagram :-)…