Free webinar series on algorithmic trading

I am happy to announce that I will be hosting a free webinar series on quantitative analysis and algorithmic trading. Dates and times for the first shows can be found over here: Tradesignal Webinar Series

Date and Time based patterns

will be the topic of the first webinar. It will focus on the question if there are date based and time based patterns to be found in the markets. I will show some analysis, discuss the results and and provide the source codes to analyse your own markets.

tradesignal webinar

tradesignal webinar

It will go beyond “sell in may…” and I hope you will enjoy 30 minutes of useful information on how to find an edge in the markets using date and time. Register for free: Register

Python Regression Analysis: Drivers of German Power Prices

German Power prices can be explained by supply and demand, but also by causal correlations to underlying energy future prices. A properly weighted basket of gas, coal and emissions should therefore be able to resemble the moves of the power price.  This article will introduce multivariate regression analysis to calculate the influence of the underlying markets on a given benchmark. It is an example of  a machine learning algorithm used in analysis and trading.

Multivariate regression analysis

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