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My Systematic Trading Blog

Joined
6/6/08
Messages
1,194
Points
58
Hey guys, long time no see. I'm currently in the job market (the asset manager I finished working at went into full-time asset raising mode in May), but...

I wanted to share with you my (somewhat new) systematic trading blog. It updates once a week on trading strategies that I play around with.

You can find it here:

www.quantStratTrader.wordpress.com

Also, there's my github, which contains one package dedicated to the work of Dr. John Ehlers and his super-fancy indicators, and another that provides some add-ons to the central core of R/Finance trading tech (xts/zoo -> blotter -> quantstrat -> etc.). You can find that here:

www.github.com/IlyaKipnis

Anyhow, if anyone has any thoughts to share, feedback, or more, feel free to let me know. Thanks a bunch.
 
Hey man, good to hear from you.
What happened to your Journal of Quant blog? Are you still collaborating with Brian?
 
Hey man, good to hear from you.
What happened to your Journal of Quant blog? Are you still collaborating with Brian?

This *is* my new journal. And in terms of collaboration, well, I'm not employed at his company, if that's what you're asking.
 
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