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Category Archives: Quantitative Tools
Data Scraping the Toronto Stock Exchange: Extracting 3,660 companies’ data
One of the tasks that I’ve always wanted to make more efficient in my stock trading is the work of scanning for stocks to trade. One look at my trading strategy posts and you’ll see that I have devised many stock scanning systems in the past few years. The most recent system that I’ve used [...]
Posted in Quantitative Tools Tagged Canada, data scraping, python, source code, TSX, TSX Venture Leave a comment
First look at Google App Engine for automated trading and quant analysis on the cloud
I just spent the last few hours looking into Google App Engine to use it for trading. Google App Engine (GAE) is a cloud computing development and hosting platform for web applications. GAE is similar to the well-known Amazon EC2 service but it is also very different. The main difference between GAE and EC2 is [...]
Adapting to changing market volatility with a statistical position size table
We know that prices can go up or down. We also know that the quality of these ups and downs can be very smooth or very choppy. As such, it’s not surprising that the trend and volatility of a market form the two universal characteristics of a price action. No matter which market you trade, [...]
Also posted in Risk Management, Trading Strategy Leave a comment
Using new MA algorithm to rewrite old indicators
Seeing that many indicators use a MA for calculation. It may be possible to use new MA algorithm to improve on their calculation. For example, the RS in RSI is something like RS = EMA(up days) / EMA(down days). We could change it to RS = HMA(up days) / HMA(down days). Since HMA is much [...]
My name is Paul and I am a full-time engineer, part-time trader. Back in 2000, I deposited my $5000 interest-free student loan with an online broker. Since then, my interest in trading has become an obsession.
Re-learning Java a decade later