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SuanShu & AlgoQuant guides

Package documentation, setup guides, tutorials and trading-model notes from the original Numerical Method wiki.

  1. AlgoQuant AlgoQuant is a collection of trading bot building tools. It is an actively developed and ever more comprehensive library of code for building systems for algorithmic
  2. Demo
  3. FAQs
  4. Setup
  5. Coding Tools
  6. Maven
  7. Maven
  8. SVN
  9. Tutorials
  10. Illustration with Infantino’s PCA Strategy
  11. Coding an AlgoQuant Strategy
  12. Quantitative Trading Quantitative trading is when traders design mathematical models to describe and predict market movements. Often these models are implemented on computer systems for
  13. Historical Data
  14. Quantitative Trading Literature
  15. Mean Reversion Strategy
  16. SuanShu SuanShu is a math library of numerical methods for numerical analysis. It allows all engineers to develop very high quality solutions for mathematical problems very
  17. SuanShu in .NET environment
  18. Excel
  19. FAQs
  20. Packages
  21. BASIC
  22. Calculus
  23. Functions
  24. Geometry
  25. Curve Fitting & Interpolation
  26. Linear Algebra
  27. Misc.
  28. Optimization
  29. Pseudo Random Number Generators
  30. SDE
  31. Statistics
  32. DSP
  33. EVT
  34. OPDE
  35. OPTIM
  36. STATS
  37. Hypothesis Testing
  38. Linear Regression
  39. Time Series Analysis
  40. Scripting
  41. Groovy
  42. Examples
  43. Tutorial
  44. HelloSuanShu
  45. SetupGuide
  46. Core Team Members Our team consists of experts in both mathematics and computer science. We have PhDs and professors from world renowned universities. Our core team member profiles can be
  47. Prof. Chun Yip Yau
  48. Dr. Haksun Li
  49. Dr. Hao Ding
  50. Dr. Ken Yiu
  51. Dr. Kevin Sun
  52. Trading Models Numerical Method Inc. has coded up a number of quantitative trading
  53. Covariance Selection
  54. Graphical LASSO Algorithm
  55. Factor Model
  56. Mean Reversion
  57. Elliott Pairs Trading Model, 2005
  58. Intra-day volatility arbitrage strategy (VolArb)
  59. Miscellaneous
  60. Infantino’s PCA Model, 2010
  61. Portfolio Optimization
  62. Markowitz Portfolio Theory
  63. Trend Following & Momentum
  64. Knight-Satchell-Tran’s Moving Average Crossover Model, 1995

Archived from the original guides · editing is closed