Search result found: 8


 
tony lam

Technical Indicator - Average True Range (ATR)

What is Average True Range? The Average True Range is a technical analysis indicator, originally developed by J. Welles Wilder. ATR does not provide indication about price trend. Instead, it measures the market volatility for ...

 
tony lam

Technical Indicator - Relative Strength Index (RSI)

What is Relative Strength Index? The relative strength index (RSI) is a technical indicator for financial market analysis. By measuring the magnitude of recent price changes, it evaluates the over-bought or over-sold conditions of ...

 
Tobby Liu

How long should a backtest be?

Hi all, i am new to algo-trading. So far I built an algo that seems to work for 1 year. How far should I backtest? The longer the better, or does it depend on the timeframe used? ...

 
Maurice Ng

Request for performance benchmark

Hello algogene team, I am really appreciate your powerful backtest and trading engine which provides lot of datasets to work with. It would be even great if the system can further support pe ...

 
Hiroki

How to test market randomness?

As title, how can I statistically test whether a given price series is random or not? Appreciated if anyone can share some reference/ programming code. PS: I don ...

 
Gupta

Reference book to learn quant trading?

I am a newbie for quant trading, and I am very interested to start a career in this field. Appreciate if anyone can share some good reference books here. ...

 
admin

Time Series Analysis - Autoregressive Model

 What is an Autoregressive Model? An autoregressive (AR) model predicts future behavior based on past results. It is used for forecasting when there is some correlation between values in a time series and the values that precede an ...

 
admin

All you need to know about Sharpe Ratio

What is Sharpe Ratio? The Sharpe ratio was developed by William F. Sharpe, a Nobel laureate, to help investors understand the return on an investment in relation to its risk. The ratio measures the return earned in exce ...