Tony VuoloMaximize Our Profit With Grid SearchSearch 5,832 combinations of 3-Way Moving Averages for the Optimal Profit6 min read·Mar 28, 2023----
Tony VuoloThree-Way Moving Average Trading Strategy (No short selling required) w/ Python codeThe trading strategies I have shown so far in this blog rely on you always being in the market, i.e., always going short on a stock…4 min read·Mar 20, 2023--1--1
Tony VuoloLet’s use ARIMA to create a formula to predict tomorrow’s stock return (and why you shouldn’t)This article differs from many you will see because I show you how to get the equation from the model and apply it to predict tomorrow’s…5 min read·Mar 15, 2023----
Tony VuoloBitcoin order book shape analysisOn the road to developing bitcoin alphas for algorithmic trading5 min read·Mar 14, 2023--1--1
Tony VuoloModify the binomial option pricing model to account for the risk of a trading lapse w/ python codeIn this modified binomial model, we compute the fair value of the American call option using a recursive algorithm that considers the…3 min read·Mar 9, 2023----
Tony VuoloEnhancing our alpha backtest with metrics.Sharpe Ratio, Win-Loss Ratio, Maximum Drawdown, and Net profit3 min read·Mar 9, 2023--1--1
Tony VuoloVolume Spread Alphas and Alpha combinations — The Power of Alpha EnsemblesTrading volume changes can signal market sentiment changes.6 min read·Mar 9, 2023--1--1
Tony VuoloOvernight Sentiment Alpha #2One of the goals of this blog is to bring you an entire library of valuable alphas that can be adjusted by window period. In financial time…2 min read·Mar 8, 2023----
Tony VuoloOvernight Sentiment AlphasExploiting Overnight Sentiment in a trading algorithm with python3 min read·Mar 7, 2023----
Tony VuoloAn Alpha a day keeps the margin call away — Creating Algorithmic Stock Trading Signals in PythonA quantitative alpha algorithm is a type of algorithmic trading strategy that is designed to generate alpha, which is a measure of a…5 min read·Mar 7, 2023----