• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Quantitative investing blog

Have the one thread and you can update there. Multiple threads can get annoying.
 
Yup, thats what I'm doing. Started a new thread named after my blog and will post all updates here from now on
 
Very interesting. I follow your posts on the site and find them really interesting. Especially from programming point of view. Theories are good, but I mostly like the idea you came up with their implementation... (in matlab)
 
Do you think its easy being 5% under water, how about 10%, 20%? Put a stop-loss or compute max drawdown. That goes for all of your strategies.
 
Back
Top