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..."

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7 years ago

7 years ago

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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 ..."

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9 years ago

9 years ago

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Reuben left a comment on SetHoldings question

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

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9 years ago

9 years ago

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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..."

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9 years ago

9 years ago

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Reuben left a comment on Trading only at end of day

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

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9 years ago

9 years ago