us treasury 5 yr huge positive impact. I show the difference when you add a us treasury 5 yr to this trading basket. What a big impact on both Sharpe ration and annual returns. Watch this to see the difference.
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Here is a video description of this video on breakout trading for Europe:
Algorithmic breakout trading specialists Tomas Nesnidal and Andrew Swanscott discuss “How To Make Breakout Trading Work: EUROPEAN MARKETS”, including: • Which European markets are best to trade and why, • The best session times and timeframes for futures trading, • The most profitable market we’ve ever seen, • Example strategies for FDAX, FESX, FGBL, • Plus stress-testing, slippage, transaction costs, and much more.
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How To Make Breakout Trading Work: EUROPEAN MARKETS
http://bettersystemtrader.com/how-to-make-breakout-trading-work-european-markets-2/
Here are some interesting perspectives in terms of quant modeling. There was no cloud option.
What do you prefer for quant modeling: CPU or GPU?
I thought cloud would be an option. Or maybe cloud is way to expensive?
https://quant.stackexchange.com/questions/71440/what-do-you-prefer-for-quant-modeling-cpu-or-gpu
Portfolio construction for almost identical assets
https://quant.stackexchange.com/questions/71436/portfolio-construction-for-almost-identical-assets
Linear regression from scratch! numpy/pandas/vectorisation
Wow! This could be very useful for newbies out there
https://www.reddit.com/r/Python/comments/vnlkmb/linear_regression_from_scratch/
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