Tag: strategy

Fordham-PortfolioEffect Algo Trading Workshop with Python, NYC

NYC, Sunday, May 21st from 9am to 4pm During the workshop, you will learn how to compute intraday risk with PortfolioEffect HFT package available on Anaconda. The complexity of tick market data will be explained. You will study how to build your own portfolio, create a strategy, backtest it, optimize it, and use vol forecasting. […]

Jupyter Notebook, Python or R Kernel & PortfolioEffect HFT Package

Using Jupyter notebook to develop strategies, do research or monitor your portfolio is a great idea. ¬†Jupyter supports different languages. At PortfolioEffect, our users are currently using R or Python kernel. They directly login through our web browser to see their portfolios. Examples on how to develop strategies and monitor risks are provided. This solution […]

Moving Average Strategy using hft Python package

Package Installation For hft package installation, you will need to have Anaconda2 and JDK installed. Please take a look at the manual. conda install -c portfolioeffect hft Strategy description We use price vector to create a strategy based on moving average. We assume that prices tend to revert to its moving average. Therefore, if the […]