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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.comAlso, 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/IlyaKipnisAnyhow, if anyone has any thoughts to share, feedback, or more, feel free to let me know. Thanks a bunch.
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.
