Execution Algorithms: VWAP & TWAP in Python
Every strategy so far produced signals — when to be long, short, or flat. But a…
Category
trading
9 posts
Position Sizing & the Kelly Criterion in Python
Every strategy article so far asked ”what should I trade?” This one asks the…
Momentum & Trend Following in Python
Momentum is, along with value, one of the most robust and widely-documented…
Mean Reversion & Pairs Trading in Python
The moving-average crossover bet on direction and lost. Here’s a strategy with a…
The Moving-Average Crossover, Backtested Honestly in Python
If algo trading has a “hello world,” it’s the moving-average crossover. Every…
Market Making Basics: Spread Capture vs Inventory Risk (in Python)
So far you’ve been a taker — crossing the spread to get filled. A market maker…
Order-Book Imbalance: A Microstructure Signal (in Python)
The strategies so far used daily or minute bars. This last one goes down to the…
Market Data: Types & Where to Download It (Free and Paid)
Data is the raw material of every strategy, and getting the right data is the…
Algo Trading Vocabulary — The Cheat-Sheet That Unlocks Everything
Every field has a vocabulary you must own before anything else makes sense, and…