F#

Reuben PRO

Quant

570

Backtests

30

Comments

9

Discussions

17

Public Algorithms

Experience points

16,187


Date Joined

29th April, 2015


Activity


Reuben left a comment on Any recommended books on algorithm trading strateg...

Quantitative Trading, Algorithmic Trading, and Machine Trading by EP Chan (http://amzn.to/2m17kfC, h...

2 years ago


Reuben left a comment on 5 minute Short only $UVXY on 20/5 MA cross over - ...

Interestingly, this strategy goes from making money to losing money if you switch to the VXX. Would ...

4 years ago


Reuben left a comment on SetHoldings question

Just to clarify regarding behavior of SetHoldings: When I say SetHoldings("AAPL", .7), this allocate...

4 years ago


Reuben left a comment on Portfolio running multiple algos

I like idea of having a top level algorithm to manage resources and allocate capital. Given a system...

4 years ago


Reuben left a comment on Trading only at end of day

That would really help to simplify re-balancing portfolios on a regular basis.

4 years ago