PinnedEric Chen, CFA, FRMQuant Investment— Statistical Arbitrage (Pair Trading)If you are interested in the financial market or directly work in this sector as I do, you’d know these two schools of thoughts in…Dec 27, 2022Dec 27, 2022
Eric Chen, CFA, FRMEquity market Technical analysis in Python (series 2— RSI)In this technical analysis series I first introduced SMA and demonstrated simply relying on SMA may not work as well as one would hope…Jun 19Jun 19
Eric Chen, CFA, FRMEquity market Technical analysis in Python (series 1 —SMA)I know stat arb and alt data have been the hot ones over the most recent decade, but something before machine learning came into picture…Jun 161Jun 161
Eric Chen, CFA, FRMQuant Investment — how I construct FACTORS for alpha research (feature engineering)For any aspiring Quantitative Researchers, whether your goal is to be on the sell side or buy side, the hardest part before applying any…May 31May 31
Eric Chen, CFA, FRMQuant Investment — How I built my first Factor Model with panel dataRemember when I was doing my Quantitative Finance major at grad school, one of the very first model introduced was Fama-French (just in…May 201May 201
Eric Chen, CFA, FRMQuantitative methods you have to know for Macro Econ analysis (Time Series series — ep 1)Quickest way to decompose any time series data for better understanding of trend and seasonality through Python, and my #1 free macro…May 7May 7
Eric Chen, CFA, FRMThe MUST know FIRST step in any quant strategy (Python)it has become one of my chewiest beef when someone still uses a static ticker sheet! Time to change it!May 5, 2023May 5, 2023
Eric Chen, CFA, FRMQuant Investment — web scrape Congress Trades with PythonWant to know how to get all the senators trades and develop a backtest strategy accordingly? This is the article teaches you to do all…Apr 12, 20231Apr 12, 20231
