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Systematic Trading

Improving Our Backtest
Adding Error Threshold Rebalancing
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Hōrōshi バガボンド
Improving Our Backtest
Fetching & Incorporating Funding
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Hōrōshi バガボンド
Improving Our Backtest
Calculating Turnover
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Hōrōshi バガボンド
Substitute Article
Still not feeling quite well.
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Hōrōshi バガボンド
Substitute Article
I had every intention of delivering a fresh blogpost this week, but unfortunately, sickness got the better of me so I couldn’t put the finishing tocuhes…
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Hōrōshi バガボンド
Our Very First Backtest
Table Of Contents
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Hōrōshi バガボンド
Translating Forecasts Into Position Sizes
Table Of Contents
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Hōrōshi バガボンド
Turning Trading Rule Signals Into Forecasts
Table Of Contents
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Hōrōshi バガボンド
Coding Our First Trading Rule
The Single EMAC
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Hōrōshi バガボンド
A Dockerized Crypto Data Hub - Part I
Quick & Dirty Setup
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Hōrōshi バガボンド
Synthetic Financial Data - Part I
Price Data
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Hōrōshi バガボンド
Rethinking Backtests
Understanding Their Limitations as Performance Indicators
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Hōrōshi バガボンド
Anatomy Of A Trading Strategy
Recap After building out the first pillar for solid risk management in trading, talking about crucial backtesting steps and pitfalls to avoid, and going…
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Hōrōshi バガボンド
Futures Trading 101
Margin, Leverage & Liquidations
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Hōrōshi バガボンド
Risk Management For Trading - Part III
Equity & Drawdown Curves
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Hōrōshi バガボンド
The 4 F's of Backtesting a Systematic Trading Strategy
Recap - stdDev, Sharpe Ratio, Skew
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Hōrōshi バガボンド
Risk Management For Trading - Part II
Sharpe Ratio
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Hōrōshi バガボンド
2
Risk Management For Trading - Part I
Part I - Expected Value
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Hōrōshi バガボンド
2
Origins of a Systematic Trader
Horoshi バガボンド shares his journey from being an avid strategy game player and self-taught developer to becoming the founder of Vagabond Research, an…
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Hōrōshi バガボンド
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