On 5 Feb 2018, XIV lost 96% in 50 minutes. A LASSO stop from my book would have exited hours earlier. Full backtest in C# on QuantConnect.
Algorithmic Trading
Charlie Munger’s Quality Investing — Coded in QuantConnect C#
I coded Charlie Munger’s quality investing philosophy in QuantConnect C# — 10% CAGR over 11 years. Here’s what worked and what didn’t.
Beyond the Crystal Ball: Perfect-Foresight Bitcoin Trading on QuantConnect
Explore a “perfect foresight” Bitcoin strategy on QuantConnect—an upper-bound benchmark that buys only when tomorrow’s close beats fees—plus copy-paste research code and results (BTC vs SPY).
Jiri Pik’s New Book “Hands-On Financial Trading with Python”
Announcing Hands-On Financial Trading with Python (Packt, 2021): Zipline & PyFolio backtesting, market data sources, and full code on GitHub.