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Tradable securities are the securities that are available to be traded on the market that day. Each security could be either add into or remove from this tradable set such as delisted, company bankrupt, and so on. It’s important for us to obtain this list before we place the order on the day, otherwise, we’re probably going to buy or sell the securities that are not available on the market.

In this article, I’m going to talk about how I built mine by reverse engineering what I have in order to build this tradable securities list. Even though it’s probably not the most accurate one, but could be a start for those who don’t have enough resources to get these tradable securities from elsewhere.

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Quick words

This is the Vol. 2 of the 【How 2】 column.
It has been 3 weeks since my previous post. As my MACD strategy automated trading script is almost completed, I would like to share this article to document my current research methodology and workflow that I used to capture the new idea from the internet. Hopefully, this can help anyone who’s doing the same as I am doing now, and I can review this in the future to improve my workflow.

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Hi everyone, this is the first article for the 【How 2】 column.

Every time that I have questions that popped into my mind, I always go Google and try the luck. It would take quite some time to filter the outdated answers, situation not applied answers, …etc. so that I can start forming the answer that help solve my question.

So, here’s the corner for accumulating all these small notes that would help people who have the same questions of “How to …..”

Let’s get started.

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I’ve been thinking for weeks. As a beginner in automated trading and quant trading, what would be the best practical entry-level strategy that I can automate and practice what I’ve been learning? a.) I don’t need to make a huge fortune out of it. b.) I won’t be able to short stocks and no rights to bid on options. c.) I can bear lost as long as it’s not a huge one. d.) I would like to trade daily in order to have further feedback regarding how to further improve the strategy. After days of research, I believe the MACD strategy would be the one to start with.

MACD (Moving Average Convergence Divergence) is a basic indicator strategy for capturing the stock price momentum both upward and downward. The idea of the MACD trading strategy is to buy or sell when the signals were triggered. As easy as that. Even grandma and grandpa can follow simple instructions to profit from the stock market.

There are several explanations of why momentum strategy such as MACD strategy works:

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In recent days, the financial markets across countries are tumbling. I got complaints from people saying that they lost money on some trades that look promising in the beginning. Also, some friends claimed that they made a small fortune with their unique insight in the turbulent days. Annoyingly enough, that people who made money from these trades tended to brag about how unique vision they possessed, and you can’t ignore the return they have achieved and crave the know-how how they pulled it off.

If you had enough of these, reading this research paper would make you feel better mentally, (sorry but won’t help you make more money right away) because these guys are just lucky enough to be born in the right era.

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This is my first article after 2 months of digging, reading, researching, and backtesting. Here I would like to share the result with people who are interested in it and welcome any thoughts from anyone.

Introduction


Before diving into this article, you can start with reading the following thoughts and see whether these are the situations that you’re facing:

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