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Practical portfolio optimization in Python (3/3) – code
Portfolio optimization In the last article of this series, we will go through a fully functional code. You will read here how the process...
Petr Tmej
Jul 15, 202211 min read


Practical portfolio optimization in Python (2/3) – machine learning
Advanced Portfolio Optimization In the second article, we will go through more advanced approaches and also modern ones. We will slightly...
Petr Tmej
Jul 15, 20228 min read


Practical portfolio optimization in Python (1/3) – Markowitz
Mean-Variance Portfolio optimization Portfolio optimization is one of the fundamental topics for assets management, as old as...
Petr Tmej
Jul 15, 20228 min read


Infrastructure of algorithmic trading systems
Build the infrastructure of your algorithmic trading system A development process’s infrastructure can be understood as a step-by-step...
Petr Tmej
Jul 15, 20226 min read


Correlation approaches for stock pairs you have not seen before
Stock Pairs As described in our other articles, stock pairs are a mean-reversion trading system widely used in the industry. In pairs,...
Petr Tmej
Jul 15, 202211 min read


Strategy Robustness – Explanation of different bars and sessions
Testing The Strategy Robustness Developing a trading strategy is a very complex process, with many steps and traps. You can read about...
Petr Tmej
Jul 15, 20224 min read


Practical portfolio optimization in Python (3/3) – code
Portfolio optimization In the last article of this series, we will go through a fully functional code. You will read here how the process...
Petr Tmej
Jul 15, 202211 min read


Practical portfolio optimization in Python (2/3) – machine learning
Advanced Portfolio Optimization In the second article, we will go through more advanced approaches and also modern ones. We will slightly...
Petr Tmej
Jul 15, 20228 min read


Practical portfolio optimization in Python (1/3) – Markowitz
Mean-Variance Portfolio optimization Portfolio optimization is one of the fundamental topics for assets management, as old as...
Petr Tmej
Jul 15, 20228 min read


Infrastructure of algorithmic trading systems
Build the infrastructure of your algorithmic trading system A development process’s infrastructure can be understood as a step-by-step...
Petr Tmej
Jul 15, 20226 min read


Correlation approaches for stock pairs you have not seen before
Stock Pairs As described in our other articles, stock pairs are a mean-reversion trading system widely used in the industry. In pairs,...
Petr Tmej
Jul 15, 202211 min read


Strategy Robustness – Explanation of different bars and sessions
Testing The Strategy Robustness Developing a trading strategy is a very complex process, with many steps and traps. You can read about...
Petr Tmej
Jul 15, 20224 min read
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