Quantified Trader

September 2022

Geographical Arbitrage

Understanding Geographical Arbitrage and Leveraging Price Disparities Across Regions

Leave a Comment / Trading, Trading Strategy / By

In the interconnected global marketplace, opportunities for savvy investors and traders are boundless. One strategy that has gained prominence is Geographical Arbitrage, a technique that capitalizes on price variations across different geographical regions. This compelling approach enables traders to profit from price disparities in goods, assets, or currencies, taking advantage of the dynamic global economy. …

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Low Latency Trading

Understanding Low Latency Trading for Higher Performance

Leave a Comment / High Frequency Trading, Algorithmic Trading / By

In the world of contemporary finance, speed is of the essence, and nowhere is this more evident than in High-Frequency Trading (HFT). HFT is a trading strategy that leverages advanced technology and algorithms to execute thousands of trades in a fraction of a second. Central to HFT’s success is Low Latency Trading (LLT), a strategy …

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Backtest SMA Based Strategy using Python

How to backtest a 9/26 SMA Based Trading Strategy using Python in Easy steps

Leave a Comment / Algorithmic Trading, Technical Analysis, Trading Strategy / By

This article is your gateway to understanding Backtest a trading strategy based on technical indicators using Python. We’ll dive deep into the implementation of a Simple Moving Average (SMA)-based strategy, covering each step, providing reasons for their importance, and offering practical code examples. For more such strategies, visit us at Quantified Strategies/Code Before we get …

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Backtest Bollinger Bands in Python

How to Backtest a Bollinger Band Strategy using Pyfolio in Python

Leave a Comment / Algorithmic Trading, Technical Analysis, Trading Strategy / By

This article aims to provide a step-by-step guide to conducting a backtest for a strategy based on technical indicators using Python. We will focus on implementing a Bollinger Band based strategy to generate signals and positions. There are various alternatives to this code, but we will be adopting a vectorized backtesting approach using the pandas …

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Latency Arbitrage

Understanding Latency Arbitrage for Trade Execution Advantage

Leave a Comment / High Frequency Trading / By

In the fast-paced world of financial markets, where milliseconds can make or break a trade, traders are constantly seeking ways to gain an edge. One strategy that has gained prominence in recent years is latency arbitrage. This technique leverages time lags in data transmission and execution to profit from price disparities between different trading venues. …

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