Announcement Career Economy & Market How it work Programming Quantitative Model Trading Strategy
434 threads
Career 2 year ago

Hiring for UX Design Specialist [2024.05]

Our community partner, a global tech company, is growing and so is the Customer Experience Area. In this newly defined position, they're seeking a UX Design Speciali ...

  Algo Challenge Association
0 2,101 0
Announcement 2 year ago

AlgoGene x BingX: Collaboration Activity

Dear Users, We are delighted to announce a promotional activity between AlgoGene and BingX. In additional to the usual 5000+ USDT starter reward, complete tasks to unlock 300+ USDT airdops on BingX! Start you ...

  admin
1 5,154 2
Quantitative Model 2 year ago

Alternative models than Black-Scholes?

I attended a seminar recently. The speaker said people no longer use simple Black-Scholes setting in Wall Street. They add in different volatility models to capture the irregular up and downs of ...

  TingTing
1 2,475 0
Quantitative Model 2 year ago

Prove that Y∞ = 0

Let X 1 , X 2 , ... be independent, identically distributed random variable with P ( X j = 1 ) = q, P ( X j = -1 ) = 1-q Let S 0 = 0 and for n >= 1, S n = X 1 + X 2 + ... + X n . Let Y n = e S n ...

  ⚡比卡超⚡
4 4,233 1
Announcement 2 year ago

AlgoGene x BitMart API Trading Competition

Dear Users, We are delighted to announce a groundbreaking collaboration between AlgoGene and BitMart, a global crypto exchange. This strategic partnership is geared towards offering a robust and customizable t ...

  admin
0 4,416 8
Quantitative Model 2 year ago

Fama French Factor Model Help

I run a regression of a hedge fund's returns vs Fama French 3 factors. If I want to look at the distribution of idiosyncratic returns of a hedge fund, should I only use the residuals or the residuals+ ...

  Tommy
4 2,466 1
Quantitative Model 2 year ago

How to measure dispersions of stocks?

Given n stock time series X 1 , X 2 , ... X n , I want to measure how much they have dispersed over time. For example, are they moving "more together" this year co If there are only 2 time series, then I can just calculate the correlation of X 1 and X 2 . ...

  Monkey Trader
3 2,391 4
Economy & Market 2 year ago

Futures on Interactive Brokers

Is it possible to trade futures on Interactive Brokers through Algogene? I want to set up some TV webhooks for a few strategies I've developed but it appears that it may not be poss ...

  Kyle
3 2,681 0
Quantitative Model 2 year ago

Simple concept about portfolio

In a simple setup, let's say (w 1 , w 2 ) are weights invested in assets 1 and 2. I only saw discussions when w 1 +w 2 =1, even if short selling is allowed. ...

  Kaonashi
2 2,486 0
Programming 2 year ago

How to implement CAPM?

This may be a simple question.  My trading idea is to buy stocks which have positive excess return base on CAPM theory.  Anyone can give some guidance how the backtest code should be ...

  Mukesh Ram
2 2,334 0
How it work 2 year ago

Guideline to use ALGOGENE Wallet

What is ALGOGENE Wallet? It is a stored value digital card to make efficient online payment/transfer on ALGOGENE. Some of the benefits include: fast payment process to purchase on ALGOGENE ...

  admin
0 3,071 7
Programming 2 year ago

Too annoying for IBKR to re-auth weekly...

Hi, does anyone use IBKR TWS for trading? I've been getting lots of "None" type returns from IBKR's API.  Is IBKR's API still doing that thing where you have to install their clien ...

  Nezuko
1 2,348 0
Quantitative Model 2 year ago

Introducing Singular Spectrum Analysis (SSA) for Time Series Decomposition

By performing the Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) on moving average helps improve the sensitivity of the model to pivot points and rebounces. SSA is often use The aim of SSA is to decompose a time series into smaller components to better interpret its trends. SSA takes the chracteristic difference between a sliding window as the major contributing signal ...

  cau
2 4,989 2
Page 12 of 18

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