Quantitative Finance: Concepts, Tools, and Career Paths – Part III
Although Quantitative Finance is important to be studied by aspiring quants, it is a fact that a lot of people who are professional at trading knowledge are from all kinds of backgrounds.
View ArticleMarket Data Functions with the IBrokers Package
QuantInsti demonstrates how to create and customize real-time market data functions with the IBrokers package.
View ArticleData Science: Postpone the Reward
I invite you not to surrender with your model in R. As much as you push and try, the more probability of success you might have.
View ArticleOrder Functions with the IBrokers Package
This tutorial demonstrates how to create and submit orders using the IBrokers package.
View ArticleR Code: Setting X-Axis As The Selected Dates
This post shows a simple R code to set x-axis as some selected dates rather than using 1, 2, 3, ... on x-axis.
View ArticleShould I Hire an Algorithmic Trading Freelance Developer? (No, You Shouldn’t)
A freelance algorithmic trading developer is someone who codes your trading idea for you.
View ArticleHow to Get Started with the IBrokers Package
The IBrokers package is an open-source R programming package for connecting to the Interactive Brokers Trader Workstation API.
View ArticleHow to Get a Job in a High-Frequency Trading Firm – Part II
For the quantitative developer role, you would be expected to implement or modify the strategies and/or infrastructure developed by the research team.
View ArticleR is For Finance? Most Definitely – Part One
A Conversation with Jeff Ryan on the Origins of Chicago’s R/Finance Conference, and the Challenge of AI.
View ArticleR is For Finance? Most Definitely – Part Two
In finance, though, Ryan believes that AI-driven quant and systematic trading face a difficult underlying challenge: trying to remove biases.
View ArticleOctober 2024 Highlights from the IBKR Quant Blog
Are you interested in recent updates on Quant and Algo Trading? Make sure to check out the following articles.
View ArticleTime-Series of Implied Shocks Using Principal Component Analysis
Implied shocks are a valuable tool for scenario analysis and often used to assess the impact of a change in a variable on a portfolio.
View ArticleHow to Install R and RStudio
This tutorial guides you through installing R and RStudio on Windows or Mac.
View ArticleR: A Simple Replication of Cointegration Test Results
This post is a straightforward replication of the Johansen cointegration test results from Johansen and Juselius (1990) using R urca package.
View ArticleAlgorithmic Trading: What it is, How to Start, Strategies, and More – Part II
Develop skills in statistics, time-series analysis, and using tools like Python, Matlab and R. Focus on problem-solving and data analysis.
View ArticleCoding Order Functions with the IBrokers Package
This tutorial introduces you to essential order functions such as reqIds, twsOrder, placeOrder and cancelOrder.
View ArticleThe Value of an Option at Expiration
One thing that is known and always unchanging, however, is the value of a given option contract at expiry. This is the most fundamental thing about an option.
View ArticleA General Approach for Exploiting Statistical Arbitrage Alphas
Statistical arbitrage is a well-understood concept: find pairs or baskets of assets you expect to move together, wait for them to diverge, and bet on them converging again.
View ArticleLong Options Payoff Profiles
In this article, we explore the payoff to holding long options positions.
View ArticleR Code Snippet: Transform from Long Format to Wide Format
This post introduces a simple R code snippet for transforming the long format data to the wide format.
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