Petr TmejJul 15, 20224 min readCost-Average Effect – How To Succeed with Buy & Hold StrategyTHE EASIEST WAY TO SUCCEED ON THE STOCK EXCHANGE The easiest way to have success on the stock exchanges is to buy and hold the index. You...
Petr TmejJul 15, 202211 min readPractical portfolio optimization in Python (3/3) – codePortfolio optimization In the last article of this series, we will go through a fully functional code. You will read here how the process...
Petr TmejJul 15, 20228 min readPractical portfolio optimization in Python (2/3) – machine learningAdvanced Portfolio Optimization In the second article, we will go through more advanced approaches and also modern ones. We will slightly...
Petr TmejJul 15, 20228 min readPractical portfolio optimization in Python (1/3) – MarkowitzMean-Variance Portfolio optimization Portfolio optimization is one of the fundamental topics for assets management, as old as...
Petr TmejJul 15, 20226 min readInfrastructure of algorithmic trading systemsBuild the infrastructure of your algorithmic trading system A development process’s infrastructure can be understood as a step-by-step...
Petr TmejJul 15, 202221 min readThe Importance Of Stress Tests & Robustness Tests 10/12Stress Tests & Robustness Tests multimarket performance evaluation If you developed a given futures market strategy, in an ideal world,...