Quant trading is in fashion nowadays. This article may help you in separating the wheat from the chaff. Articles about trading strategies that demonstrate exceptional skill in programming in R or Python are published almost on a daily basis. However, a large percentage of the articles violate basic trading mechanics among other things. For example, a frequent error in some articles is that some indicators are calculated based on the daily closing price but positions are also initiated at the same closing price if there is a signal.
Jun-30-2016, 04:10:49 GMT