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Petr Tmej
Jul 15, 202211 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...
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Petr Tmej
Jul 15, 20228 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...
2 views0 comments
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...
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Petr Tmej
Jul 15, 20226 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...
0 views0 comments
Petr Tmej
Jul 15, 202211 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,...
0 views0 comments
Petr Tmej
Jul 15, 20224 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...
0 views0 comments
Petr Tmej
Jul 15, 202211 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...
1 view0 comments
Petr Tmej
Jul 15, 20228 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...
2 views0 comments
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...
0 views0 comments
Petr Tmej
Jul 15, 20226 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...
2 views0 comments
Petr Tmej
Jul 15, 202211 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,...
1 view0 comments
Petr Tmej
Jul 15, 20224 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...
1 view0 comments
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