Quantitatively trading index futures using COT

Most recently the current Commitments of Traders (COT) report got a lot of press around the blogosphere, regularly picking out the rapid increases in the net short position of commercial traders in Nasdaq 100 futures, and respectively the rapid increases in the net long position of non-commercial traders, regularly pointing to the bearish implications of the current elevated readings (due to the...

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Quantitative Trading – Evolution of High-Frequency Trading

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Quantitative Trading – A revolution in trading

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Quantitative Trading – The State of Algorithmic Trading

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Quantitative Trading – Algorithmic Trading

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