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Author Archives: Andreas Clenow

Trading Evolved – Errata and Updates

A book like Trading Evolved will without a doubt have errors. On top of errors, updates may also be needed as new versions of dependent software packages are released. I will keep a running log on this site of issues found, and suggested solutions. After this list grows long enough, I will update the book itself, and put a version ...

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Have you ever wondered what a Swiss Banker does?

Not long ago, I came across a newly released book. I nearly ignored it as I didn’t really like the title, but the cover grabbed my attention. On the cover, there was a photo taken a couple of hundred yards from my office, in central Zurich, with plenty of big Swiss flags on it. Must be taken on National Day. ...

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Trading Evolved – Taking it to the Next Level

A year in the making, my third book is now complete. Trading Evolved is quite different from my previous books, and substantially more information packed. This book is a practical, in-depth guide on how to backtest and analyze strategies using powerful Python techniques. To my knowledge, no such book exist at the moment. Trading Evolved is a trading book. Not ...

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Trading Sardines

Hey everyone. Remember me? It’s been a while. I’m glad to see that you’re still around. I’m sorry for the radio silence in the past year. It was for many reasons, a strange year. At first, I had a bit of a health scare in the first part of the year. I won’t scare you with the details, but while ...

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Complex Backtesting in Python – Part II – Zipline Data Bundles

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Complex Backtesting in Python – Part 1

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Backtesting with Python

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How to Become a Professional Trader

Would you like to trade for a living? Of course you do. That’s why you are here, reading this article. Professional trading is the subject of much lore and myths, and it can be difficult sometimes to tell reality from fiction. Before you read this article, you need to make a decision. Do you want to become a professional trader? ...

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Target Percent Allocation and Other Tricks

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Separating Positions from Allocations

Most trading models I see are missing an important concept. It’s not a terribly difficult concept, but it is an important one. It’s not at all strange that most traders, in particular on the retail side, are missing this point. Most trading books skip over it. Most books gloss over it, or just don’t mention it at all. My books ...

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Volatility Parity Position Sizing using Standard Deviation

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Breaking into the Financial Industry

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Getting Started with Python for Finance

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Why I Left a Comfortable Management Career

In what now seems like a past life, I had a cushy management career with a large financial data provider. I was doing well, advancing fast in the company. Yet I left it all behind and took a chance on something new and unknown. Knowing how it all turned out, I don’t regret it for a moment. Actually, even if ...

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Getting Started with Python Modeling – Making an Equity Momentum Model

For years, people smarter than me have been telling me to get into Python. I’ve had a perfectly valid reason to resist. It seemed difficult. And besides, just look at the syntax! It looks like some silly BASIC that I used to code back in the 1980’s. It doesn’t even have any semi colons! But slowly I’m starting to see ...

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A Very Different Kind of Trend Model

Trend following is all about following the price. Typically the only input we need for a trend following model is the price. But what if I told that we could make a kind of trend following model which does not use the price direction as an input at all? It also has no stops and no targets. In this article, ...

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RightEdge Automation and Reporting

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Sophisticated Allocation

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Advanced Equity Momentum Model

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Norgate Data for RightEdge Review

I’ve written in the past about how RightEdge is one of the best simulation platforms on the market. The only issue with RightEdge is that it can be a little tricky to get started. If you’re not comfortable with programming, it’s not that easy to get your data hooked up so you can start modelling. Perhaps the new RightEdge plugin for ...

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