Brand new book “151 Trading Strategies” (freely downloadable 257-page preview version https://ssrn.com/abstract=3247865) gives detailed descriptions for 150+ trading strategies for stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine […]
Trading
What do 101 real-life Quant Trading Signals look like?
Paper “101 Formulaic Alphas” https://ssrn.com/abstract=2701346 (freely downloadable PDF) gives explicit formulas – which are also computer source code – for 101 real-life quantitative trading signals (alphas). 26,000+ downloads.
Market and Model Risk Management in Excel for free
Market Risk Management is a complex field that demands, among other things, three fundamental aspects: Access to market data – both real-time and historical; A good understanding of the applicable valuation models and, above all; Available implementations of at least a few of these models. In addition, these models must be implemented in a user […]
EBOOK: Value-at-Risk – Theory and Practice
“Value-at-Risk – Theory and Practice” second edition is an eBook written by Glyn A. Holton and published in 2014 by the author as a full web based totally free eBook, available in www.value-at-risk.net. If you want to learn in depth about VaR, this is definitely the eBook for you. Don’t miss this great opportunity. About the […]
VIDEO: Risk Management Webinar – Theory vs Reality
This free webinar, courtesy of IC Markets, focuses on practical and crucial Risk Management aspects to consider from a front office point of view. You will learn what are the important aspects to look for when actively trading in financial markets, including insights on fundamental and technical outlook on all major markets (for indices, FOREX, commodities and others […]
BIS: Market Risk Capital Requirements FAQ
In January 2016, the Basel Committee on Banking Supervision published the standard Minimum capital requirements for market risk (access the BIS full text here). With the goal of promoting a consistent global implementation of this standard, which is to become the basis for Pillar 1 capital requirements in 2019, the Basel Committee periodically reviews frequently […]
5 Essential Rules for Trading with Futures
A “Futures contract” is a legal agreement between two parties that agree the delivery, from one party to the other, of a specified quantity, of a specified asset, on a specified future date, at a price agreed on the moment of the trade execution. Futures contracts are exclusively exchange-traded (the equivalent OTC instrument is called a […]
FREE COURSE: Financial Markets
This is a great opportunity for anyone who wants to improve their knowledge in Financial Markets. It’s a FREE course created by Yale University and starts on Jan 23. A summary of the course content and syllabus is explained below. Course Syllabus Week 1: Basic Principles of Finance and Risk Management (5 videos, 1 reading) Reading: Optional […]