Category Archives: Miscellaneous

Peter Brandt

I just discovered that chartist, Peter Brandt, has a blog. Brandt is a veteran trader who is also the author of “Diary of a Professional Commodity Trader“. Although I don’t subscribe to charting, one can always learn something of value … Continue reading

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The Bane of Automated Trading Systems

This has been a highly frustrating week. Since early August, I have been testing a new trading system using the futures portfolio. The results have been so encouraging that I was set to start trading real money this coming Monday … Continue reading

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Quantitative Finance – Stack Exchange

Quantitative Finance – Stack Exchange “is a free, community driven Q&A for finance professionals and academics”. From a quick read of a few posts, it appears that the level of discussion is high enough to provide useful content. Hopefully this … Continue reading

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Automated and Intelligent Trading Blog

Automated and Intelligent Trading is an interesting blog written by Chenghui Cai, a Ph. D. mechanical engineer who is a quant at Cantor Fitzgerald. On this section of his blog, he posts links to recently published papers on machine learning … Continue reading

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More on Ed Thorp

William Poundstone is the author of “Fortune’s Formula” an interesting book about the relationship between ideas from information theory, gambling, trading, and risk management. Ed Thorp is featured prominently in the book. Poundstone created a website for the book and … Continue reading

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Ed Thorp

Ed Thorp: “Edward O. Thorp is the author of the best-seller Beat the Dealer: A Winning Strategy for the Game of Twenty-One (Random House 1962, 1966). It presented the first scientific system ever devised for a major casino gambling game … Continue reading

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Quantly

Quantly is a new news aggregator for articles about quantitative trading and finance.

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