Backtesting a Simple Fixed Ratio Portfolio with TiPortfolio
I built a backtesting library called TiPortfolio — here is how the simplest strategy works.
Quantitative Trading
Quantitative Trading uses mathematical models and computer algorithms to identify and capitalize on trading opportunities in markets, I like to use my programming skills and engineering experience to build and write quantitative trading algorithms.
Large Inside Trades on J.P. Morgan
Below are the data from TradeInsight.info about JPM, it includes congress members trades and insiders trades of JP Morgan. The interesting part is that both… Read More »Large Inside Trades on J.P. Morgan
Where Option Sellers Get the Most “Bang for Probability”
When you sell options, you’re making a very specific bet: You collect a premium today in exchange for the chance the option finishes in-the-money. Delta… Read More »Where Option Sellers Get the Most “Bang for Probability”
Goals of 2026
TiPortfolio Development and Research Trading and Quant More check List 50.
A guide to use AWS Lambda to run a trading algorithm
As you can see above in the architecture, this post explains how to build a serverless trading signal system using AWS Lambda, Python, alpaca‑py, Amazon… Read More »A guide to use AWS Lambda to run a trading algorithm
Takeaways from Strategic Risk Management
I have recently read this book from Man Group, about risk management, this is honestly the most interesting portfolio management book I have read so… Read More »Takeaways from Strategic Risk Management
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