From QuantLabs.net: “Scanning US markets for hot sectors to pair trade or arbitrage “

I recommend followers of Insight Corporation to check this Blog and this post in particular. Why?  It is about the list of Videos and the supporting material found in there to help the interested get a grip on Algorithmitic Trading:

Scanning US markets for hot sectors to pair trade or arbitrage

Here are my first set of call with this potential Pair Trading/Arbitrage strategy. This will be part of my Algo Trading Course in Python which you can find here

These are my ‘market calls’ as explained in my video. Just remember my disclaimer that I am not a register financial advisor and these are only for research purposes!

I will check back in a few weeks to see how these did

First call Mar 7:

 

REIT-Residential

 

Long EQR Short OAKS

 

Mortgage Invesment

 

Long LEN Short BZH

Mortgage Investment

Long HTGC Short JGW

 

And here it is Bryan Downing – the founder – talk about the issue in the post: the strategy of pair of stocks trading: ” Scanning US markets for hot sectors to pair trade:



 

Quant at Risk – Risk Management with Pawel Lachowicz

A post today about Pawel Lachowicz and his Website Quant at Risk. The important topic of Risk Management now and then here at the Digital Edge.

covv

This is a picture of Pawel’s book: Applied Portfolio Optimization with Risk Management using MATLAB.

Probabilistic Momentum with Intraday data – Edgar’s share of the day

The link in the post today is from the blog Systematic Investor and is concerned with Asset Allocation, Portfolio Contruction, Intraday Trading and Probabilistic Momentum Strategies.

With the codes needed to implement the strategies, it may well be a must see for the Algorithmic Traders community that are interested to build strong portfolios.

Probabilistic Momentum with Intraday data.