Algoritmos

In this article, we analyze the Sharpe ratio, Value at Risk (VaR), Conditional Value at Risk (CVaR), the System Quality Number (SQN), and other relevant ratios to analyze the backtest.

Discover how to identify intraday seasonal patterns in futures and validate trading strategies through backtesting. Learn to use Python to analyze historical data, optimize parameters, and evaluate the performance of your algorithms before applying them to the real market

After a long period completely disconnected, we return to writing some notes for you. On this occasion, we are going to program from scratch a complete research process, and instead of going for a specific asset, we are going to create a complete method, reusable in the future, to be able to run it

Learn algorithmic trading with Python from scratch. Discover how to create, analyze, and optimize trading strategies step by step in this practical course.

In this article, we will analyze the impact of the seasonal factor on US Treasury bond yields using Python.

In this article we will discuss quantitative models in trading. We will explore different quantitative trading models and how they are executed through algorithms.