Academic Trading Strategies
- The Encyclopaedia of Quantitative Trading Strategies
- Shows and explains more than 300 trading strategies derived from academic research (tens of thousands of financial research papers were investigated, most promising ideas are presented)
- Contains explicit trading rules in plain language, identified performance and risk characteristics and other attributes, links to source and related research papers
Sample pricing:
– $299 per 3-months period
– $499 per 12-months period
– $999 per 36-months period
Cool Backtesting Solutions
CERN QF-Lib is a Python library from the boys at CERN, which provides high quality tools for quantitative finance. Among the features, there are modules for portfolio construction, time series analysis, risk monitoring and diverse charting package. The library allows analyzing financial data in a convenient way, while providing a wide variety of tools for data processing and presentation of the results.
QF-Lib is a convenient environment for conducting your own analysis. The results will be presented in a practical form and include number of charts and statistical measures.