Australian (ASX) Stock Market Forum

quantitative trading

  1. edctk

    Computing Trend Quality in Amibroker

    Hi guys, Came across below from Market Index's ASX Top 5 Strategy Whitepaper. I'm trying to find out how to we compute the trend quality in Amibroker to filter out stocks with "bad" quality trend as shown on the left graph? I'm thinking using a Linear Regression Slope might help but not sure...
  2. 5937539859582754

    Algorithimic/quantative trading?

    People on Aussie Stock Forums, does anyone have much experience in Algo/quant trading? I'm looking to get better in the area. I'm 2 years off finishing my university degree (I do computer science and economics) and enjoy the computer science side a lot more than economics. I'd think about doing...
  3. CanOz

    Great Quantitative Traders with 'Buffett' like returns

    As a continuation to a lively discussion with my good mate Rainman, i thought i would start a thread instead of clogging up the other one that was being dragged away off topic... If a mod would be so kind as to move some of the discussion it would be greatly appreciated. So besides some of...
  4. goponcho

    How is quantitative system trading profitable?

    Hi, only still in my early stages of learning about systems trading. I've been learning about the use of amibroker slowly. One thing that I am still unclear on is where we profit in systems trading. In order for us to profit, we need to be exploiting an inefficiency in the market right? What...