Quantitative strategies on High Frequency Data - course taught in the winter semester


The course in the winter semester of 2020/2021 is taught through the Moodle platform.


Links

Finance in R

R in Finance - annual conference

The Whole Street - lots of quant finance blogs

MoneyScience - Financial Intelligence Network - financial blogs

The R Trader blog

QuantStrat TradeR blog

High Probability Trading blog

Geektrader A Systematic Trader's Blog

A physicist in Wall Street blog. For trading beginners

Quantum Financier blog. On engineering alpha and algorithmic trading

Math Trading Blog

Adaptive Trader. A Simple Trader

Timely Portfolio Blog

Au.Tra.Sy blog – Automated Trading System Systematic Trading research and development, with a flavour of Trend Following

CSS Analytics Blog - new concepts in quantitative research

rbresearch Blog - Quantitative research, trading strategy ideas, and backtesting for the FX and equity markets

Gekko Quant Blog – Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options

Dekalog Blog - talks about statistics for developing a trading strategy

Keplerian Finance Blog - exploring the boundaries of quantitative finance

Butler's Math Blog - Applying Mathematics and Physical Science Principles to Everyday Life

Timely Portfolio Blog - for those who want to do the math

R

The Comprehensive R Archive Network

R Studio

R-bloggers - R news and tutorials

RCPP by Examples by Dirk Eddelbuettel

Financial Data Accessible from R

Why R is hard to learn?

ProgrammingR - Beginner to advanced resources for the R programming language

Advanced R by Hadley Wickham

Statistics, R, Graphics and Fun