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, 202211 min readCorrelation approaches for stock pairs you have not seen beforeStock Pairs As described in our other articles, stock pairs are a mean-reversion trading system widely used in the industry. In pairs,...
Petr TmejJul 15, 20224 min readStrategy Robustness – Explanation of different bars and sessionsTesting The Strategy Robustness Developing a trading strategy is a very complex process, with many steps and traps. You can read about...
Petr TmejJul 15, 20223 min readWhy is Portfolio diversification critically important?Portfolio Diversification Another essential aspect of lowering your risk and maximizing your potential of profits is – diversifying your...
Petr TmejJul 15, 20226 min readSharpe Ratio and Sortino Ratio – The professional metrics used by hedge fundsSharpe ratio and sortino ratio Today, we will take a closer look at professional metrics that measure strategies’ performance – Sharpe...
Petr TmejJul 15, 20226 min readWhat is Mean Reversion Strategy and How You Can Profit From Stock Pair Trading?The Mean Reversion Strategy aND stock pair trading This article will take a closer look at the mean reversion strategy, different types...
Petr TmejJul 15, 20225 min readIs your strategy beating the randomness?Why testing against randomness is crucial in trading? When your algo-trading strategy is developed and functional, one of the most...