Learn Quant trading. Get a quant job or quant trading research paper

Written by Administrator Wednesday, 20 July 2011 12:20

Papers related to high frequency trading strategies based on technical analysis, anyone?

Written by Administrator Saturday, 25 June 2011 12:40

Papers related to high frequency trading strategies based on technical analysis, anyone?

Hi all,

I'm writing my dissertation on high frequency trading strategies based on technical analysis. So if anyone knows any relevant papers I would very much appreciate if you could mention them to me.

If you're interested, there's some more info on my topic in the attached link..

Thanks..

blog.cfelde.com

One busy month behind me, and another one up next. Currently doing exam revisions and had some rather time consuming coursework so far, which has...

I highly doubt that HTFs use technical analysis for trading. You can take a look at some analysis here: http://www.nanex.net/FlashCrash/FlashCrashAnalysis.html. Recent NatGas example is interesting one: http://www.nanex.net/StrangeDays/06082011.html

-----

"Intraday price reversals in the US stock index futures market: A 15-year study" - Grant, Wolf, Yu. Actually, it's more stat arb than tech analysis (could seem similar, but at least stat arb make more sense). Check out also "The Profitability of Technical Analysis: A Review" - Park

-----

We would be/could be moving into the behavioral/emotional finance field to explain reasons for why TA would work intraday. The strategies I've tested tend to trade anywhere between a few trades a day to 150-200 depending on strategy and constraints.

----

new quant book update Head of Research http://iamthefutures.com

Written by Administrator Wednesday, 30 March 2011 11:51

new quant book update Head of Research http://iamthefutures.com

Someone named Nathan is summarizing Paul Wilmott's Quant Finance book in YouTube

Written by Administrator Friday, 18 March 2011 13:56

Someone named Nathan is summarizing Paul Wilmott's Quant Finance book in YouTube

You may want to check it out at http://nathanslessons.com/

Don't be stupid to just rely on this to be a quant expert. It takes many years of sweat and learning outside of Paul Wilmott. Even if you do, you still won't be an expert.