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BLACKARBS LLC

BLACKARBS LLC: Profitable Insights into Capital Markets

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Profitable Insights into Financial Markets

BLACKARBS LLC
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February 19, 2018

Mixture Model Trading (Part 5 - Algorithm Evaluation with pymc3)

February 19, 2018/ Brian Christopher
Mixture Model Trading (Part 5 - Algorithm Evaluation with pymc3)

Post Outline

  • Recap
  • Chapter Goals and Outline
  • Links
  • Embedded Jupyter Notebook
Read More
February 19, 2018/ Brian Christopher/ 6 Comments
Python, Quant, Research
algorithmic trading, algo, quantconnect, trading strategy, Mixture Models
January 19, 2018

Mixture Model Trading (Part 4 - Strategy Implementation)

January 19, 2018/ Brian Christopher
Mixture Model Trading (Part 4 - Strategy Implementation)

Post Outline

  • Chapter Goals and Outline
  • Links
  • Introduction
  • Mixture Model Trading Algorithm Outline
  • GMM Algorithm Implementation
  • Next Steps
Read More
January 19, 2018/ Brian Christopher/ Comment
Python, Quant, Research
Gaussian Mixture Models, Mixture Models, trading, algorithmic trading
January 18, 2018

Mixture Model Trading (Part 3 - Strategy Research)

January 18, 2018/ Brian Christopher
Mixture Model Trading (Part 3 - Strategy Research)

Post Outline

  • Introduction
  • Links
  • Notebook
  • Next Steps
Read More
January 18, 2018/ Brian Christopher/ Comment
Python, Quant, Research
Gaussian Mixture Models, Mixture Models, trading, research
January 17, 2018

Mixture Model Trading (Part 2 - Gaussian Mixtures)

January 17, 2018/ Brian Christopher
Mixture Model Trading (Part 2 - Gaussian Mixtures)

Post Outline

  • Introduction
  • Links
  • Notebook
  • Next Steps
Read More
January 17, 2018/ Brian Christopher/ Comment
Python, Quant, Research
Gaussian Mixture Models, Mixture Models, ETF, research
January 16, 2018

Mixture Model Trading (Part 1 - Motivation)

January 16, 2018/ Brian Christopher
Mixture Model Trading (Part 1 - Motivation)

Post Outline

  • Introduction
  • Links
  • Notebook
  • Next Steps
Read More
January 16, 2018/ Brian Christopher/ 1 Comment
Python, Quant, Research
Mixture Models, Gaussian Mixture Models, ETF
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