je-suis-tm/quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

Pythontrading-botquanttrading-strategiestrading-algorithmsquantitative-financealgorithmic-tradingquantitative-tradingtrading-systemsstatistical-arbitragemacdoptions-tradingbollinger-bandsoptions-strategiesmomentum-strategyquantitative-trading-strategiestrading-strategypair-tradingmomentum-trading-strategycommodity-tradingquantimental-analysis
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Quant-trading   Intro   We’re right 50.75 percent of the time... but we’re 100 percent right 50.75 percent of the time, you can make billions that way. --- Robert Mercer, co-CEO of Renaissance Technologies If you trade a lot, you only need to be right 51 percent of the time, we need a smaller edge on each trade. --- Elwyn Berlekamp, co-Founder of Combinatorial Game Theory The quotes above come from a book by Gregory Zuckerman, a book every quant must read, THE MAN WHO SOLVED THE MARKET.   Most...
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