# quant

8개의 포스트

기술적 지표 정리

MACD(Trend)추세(Trend) 변화를 감지하는 도구MACD: 12일 EMA - 26일 EMASignal: MACD의 9일 EMAMACD와 Signal의 교차점: 12일 EMA와 26일 EMA의 격차가 최대. 곧 EMA들도 교차할 것으로 예상 가능EMA의 선행지표

2021년 4월 12일
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Quantitative Analysis on Short Squeeze (GameStop)

![](https://images.velog.io/images/ethan16/post/bb6b20eb-322f-41d1-8e60-200f6e0819b7/S

2021년 3월 23일
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Implementing the Bollinger Band

The centerline is an SMA (20 days), and the upper line is SMA (20 days) + Standard Deviation and the lower line is SMA (20 days) - Standard Deviation.

2021년 2월 14일
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Implementing RSI in Algorithm Trading

What is RSI? Long story short, RSI is a trend indicator, which tells us if the market is bullish or bearish. Based on the general assumption, RSI with

2021년 2월 1일
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Several Indexes in Algorithm Trading

A real-time market index that represents the market's expectation of 30-day forward-looking volatility.Tracks volatility of the S&P 500 using weighted

2020년 11월 8일
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Quantitative Trading with Python and Pandas #2 - Backtesting

This is basically implementing a "Golden-cross & Death-Cross" Strategy where we buy when SMA50 is greater than SMA200 and vice versa.Again, "Golden-cr

2020년 11월 2일
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Quantitative Trading with Python and Pandas #1 - Strategy

When I was started learning about quantitative trading, I was looking for the simplest algorithm with a good enough strategy that guarantees good retu

2020년 11월 2일
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Principals of Quantitative Trading

A mean-reverting strategy is one that attempts to exploit the fact that a long-term mean on a "price series" (such as the spread between two correlate

2020년 10월 27일
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