An Introduction To Quantitative Trading - Do Things That Don't Scale with Simon Ouellette

podcast Nov 05, 2018

Summary

In this episode, I welcome on quantitative trader Simon Ouellette.

Simon recently presented at October's Montreal Traders Meetup and delivered a fantastic talk on the importance of having a proper methodology when it comes to researching and backtesting your trade ideas.

In this show, we’ll be diving further into that idea and also hear Simon share his trading experiences and perspectives.

The purpose of the Trading Perspectives Podcast is to feature and share the trading stories and perspectives of the Montreal Trading community.

Resources Mentioned

Quantopian - Quantopian is a crowd-sourced quantitative investment firm which promotes people from around the world to write investment algorithms.

Advances in Financial Machine Learning - great book by Marcos Lopez de Prado with insights on how to properly use advanced machine learning solutions to overcome real-world financial/investment problems. 

Simon's blog - where he shares his ideas on statistical finance.

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