amibroker.org
AmiBroker Users’ Knowledge Base
http://www.amibroker.org/userkb
Share your experience, code and everything with other AmiBroker Users’. April 20, 2007. NOTE TO CONTRIBUTORS: please check upgrade announcement. Welcome to the AmiBroker User’s Knowledge Base (UKB). This site was created to save you time, raise your productivity, aid you in your Amibroker Formula Language (AFL) learning experience, and help you become a more successful trader. Although this site is owned and operated by AmiBroker, its contents are entirely contributed by users like you. More. How Many Tr...
amibroker.pl
AmiBroker - Links
http://www.amibroker.pl/links.html
Advanced stock charting and analysis program. AmiBroker related 3rd party sites. IMPORTANT: These are 3rd party products/sites. We do not endorse these products. We provide NO TECHNICAL SUPPORT for them. Please contact 3rd party vendors directly if you have questions regarding their products/services. ASXMarketWatch is a great blog filled with AmiBroker tutorials, trading ideas and lots of other useful information. 6 books covering many aspects of AmiBroker. Quotes on-line, data providers, brokerages.
amibroker.com
AmiBroker - Links
http://www.amibroker.com/links.html
Advanced stock charting and analysis program. AmiBroker related 3rd party sites. IMPORTANT: These are 3rd party products/sites. We do not endorse these products. We provide NO TECHNICAL SUPPORT for them. Please contact 3rd party vendors directly if you have questions regarding their products/services. ASXMarketWatch is a great blog filled with AmiBroker tutorials, trading ideas and lots of other useful information. 6 books covering many aspects of AmiBroker. Quotes on-line, data providers, brokerages.
cssanalytics.wordpress.com
david varadi | CSSA
https://cssanalytics.wordpress.com/author/cssanalytics
New concepts in quantitative research. Posts by david varadi. February 29, 2016. Book Review: Adaptive Asset Allocation. February 23, 2016. Volatility Futures and S&P500 Performance. September 4, 2015. Investors Should Tread Lightly. July 16, 2015. The Observation Model is the Best Defense. July 3, 2015. The Greek Domino Effect. June 25, 2015. Think MPT Doesn’t Work? Clearing Up Some Misconceptions. May 9, 2015. Real Momentum: A Longer-Term Backtest. Laquo; Older Entries. Follow Blog via Email.
cssanalytics.wordpress.com
Think MPT Doesn’t Work? Clearing Up Some Misconceptions | CSSA
https://cssanalytics.wordpress.com/2015/06/25/think-mpt-doesnt-work-clearing-up-some-misconceptions
New concepts in quantitative research. Think MPT Doesn’t Work? Clearing Up Some Misconceptions. June 25, 2015. A note to readers:. I have posted some interesting material the last few weeks on Blue Sky Asset Management. That may be of interest. This includes our monthly commentaries on current market observations and also a whitepaper series on Dynamic Asset Allocation. That is definitely worth reading. I also recently posted a new blog article on the site as well: Defense is the Best Offense. To that ex...
cssanalytics.wordpress.com
CSSA | new concepts in quantitative research | Page 2
https://cssanalytics.wordpress.com/page/2
New concepts in quantitative research. Real Momentum: A Time-Series/Absolute Momentum Strategy Including Inflation Expectations. May 7, 2015. 8220; Time-Series Momentum. 8221; was introduced by Moskowitz and Pedersen of AQR circa 2011 and was popularized by Antonacci in 2013 as “ Absolute Momentum. Return of asset- risk free return- expected inflation. Or the simple moving average of the:. From → Uncategorized. April 27, 2015. James Picerno of The Capital Spectator. Recently did an interesting piece.
cssanalytics.wordpress.com
Minimum Variance Algorithm Comparison Snapshot | CSSA
https://cssanalytics.wordpress.com/2013/04/19/minimum-variance-algorithm-comparison-snapshot
New concepts in quantitative research. Minimum Variance Algorithm Comparison Snapshot. April 19, 2013. The Minimum Variance Algorithm. Was compared to several standard optimization methods and algorithms in a recent set of tests done by Michael Kapler of Systematic Investor. Michael created a webpage for MVA. The following acronyms are defined below. Minimum Variance Algorithm (MVA) in Excel. Minimum Correlation Algorithm (MCA) in Excel. Minimum Correlation Algorithm (MCA)– Whitepaper/R Version. You are ...
amibrokerprogrammer.com
Testimonials | AmiBroker Programming
http://www.amibrokerprogrammer.com/testimonials
8220;I approached Cesar with a complex strategy to code into AmiBroker and he was able to deliver it. He is very consultative and worked with me closely on coding the system to my specifications, asking great questions all along the way. In the end I was left with very clean code that I am able to actually put into practice and trade.”. 8211; Mark Bluhm. When I began working with Cesar, I had an idea for a long-term trend following system that I thought might work. However, I had no way of knowing fo...