Category: Trading Strategies and Their Core Elements

We can use exactly the same approach as with a stock index: compare the return of the trading strategy to the return in the currency itself for the same given period of time. For example, if we look at the historical rates of EURUSD from January 2021 to January 2022, we can see that they declined…

If you have ever read any article or app on algo or systematic trading or just ever listened to CNBC, most likely you have already heard about alpha– and beta-generating programs (strategies, systems, funds, you name it). And as is quite often the case with heavily used terms, not everyone who uses them really understand their meaning. Let’s shed…

In previous lessons, we considered algorithmic (algo) and systematic trading from two standpoints: we learned about the market itself, its participants, the way it operates, and how all this is reflected in the pricing; on the other hand, we did some preparation work in programming, so now we can retrieve and process market data, build technical indicators, and…