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ESG for the Short Seller with Alt Data

Short-selling opportunities exist using ESG Alternative Data

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Environmental, Social, & Governance (ESG) Short Term Trading

Short-term ESG data is showing some very interesting opportunities. Our recent whitepaper shows that 5-day and 20-day positions profitable.
Spot checking the white paper shows the following simulated trades from last week.
The simulated trades were MOO on Monday, MOC on Friday.

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Industry News

Quantitative Trading & Algos in the news. 23, January 2019

News clips provided algorithmically. New EU rules electrify fixed income trading volumes: survey LONDON (Reuters) – Volumes of electronic trading in fixed income have jumped since European Union rules introduced a year ago made it more cumbersome to execute over-the-counter (OTC) business, in a bid to make deals more transparent, a report said. Total average daily […]

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Blog Press

Conversations: Effects of Alternative Data Sets on Trading Algorithms

What effect can alternative data sets have on trading algorithms? We asked a few of our teammates and systematic traders what the effect of alternative data sets is on trading algos. We thought we could spread some insight as to why our alternative data is so valuable the also developers. We all start using the […]

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Industry News

Quantitative Trading & Algos in the news. 11, July 2018

Exponential Moving Average (EMA) technical analysis in python with sample code.
3 Gold Charts indicating market moves
Citigroup Reports Earnings Below a ‘Death Cross’
Brandywine wins with short-term momentum and long-term directional arbitrage strategies

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Industry News

Quantitative Trading & Algos in the news. 22, June 2018

Oaktree Capital Group LLC Co-Chairman Howard Marks calls Quantitative Investing a fringe activity. CloudQuant disagrees. Technical Traders Are Starting to Bet Against Agriculture. Goldman Sachs Is Considering Crypto Trades Beyond Futures

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CloudQuant Press Industry News

CloudQuant Allocates Risk Capital to Crowd-Resourced Trading Algorithm

CloudQuant, one of 50’s Most Promising FinTech Solution Providers of the year, has allocated risk capital to a crowd resourced trading strategy. The strategy’s creator, an Australian based crowd researcher, leveraged CloudQuant’s market simulation and python based back-testing tools, to prove the algorithm’s performance and profitably within approved risk parameters.

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Blog

Machine Learning FXCM Webinar with Trevor Trinkino of CloudQuant – Part 2/3

On May 15th Trevor Trinkino presented part two of a three-part Machine Learning webinar with FXCM. Part one is here. Part 2  – Preprocess data for Random Forest. PnL and prediciton improvements… In part two Trevor goes over how to clean and pre-process data from CloudQuant to use in a Random Forest Classifier. He then looks at the […]

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Industry News

AI & Machine Learning News. 22, April 2018

Predicting the sale date of cars, Robots building flatpack furniture, Westworld required viewing, AI’s value in healthcare, NLP example, and the Tech Giants provide courses to find and train the next generation of AI/ML experts.

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Industry News

Quantitative Trading & Algos News. 20, April 2018

News clippings covering Quantitive Trading, Trade Strategy, and Quant Finance. Algo developers and traders in the crowdsourced community can see terms or phrases which drew the attention of our portfolio managers and product team.   Strategy Diversification: Combining momentum and carry strategies within a foreign exchange portfolio …pared to the returns of two indices, the S&P500 […]