On this page you will find a selection of my favourite posts of quanttrader.com
An algorithmic stock picking portfolio
Generate excess returns with this simple stock picking algorithm combining volatility and momentum.
Demystifying the 200 day average
Are the average market returns above or below the 200 day moving average the same? Is there a difference between equities and commodities?
Machine learning kNN algorithm in financial markets
An introduction to machine learning in financial markets using the kNN algorithm. Explanation and Tradesignal sample programming.
The prediction capabilities of Bollinger bands
Will the market trade inside or outside its current Bollinger bands? Do Bollinger bands have any edge when predicting future volatility? See the answers.
Statistics of VIX
See the key statistics of VIX to determine if it is better to buy or to sell volatility.
Selbstlernende Handelssysteme (in German)
Ein Algorithmus welcher selbst herausfindet wann ein Indikator einen handelbaren Vorteil bietet.
VIX – S&P500 Handelssystem (in German)
Der VIX Index stellt ein hervorragendes timing Instrument für Einstiege in den S&P500 dar.
