Domain Summary

quantstart.com

algorithmic trading strategies, backtesting and implementation with c++, python and pandas.

Algorithmic Trading, Quantitative Trading, Trading Strategies, Backtesting and Implementation | QuantStart

Global rank: #349695
Daily visitors: 5.19K
Monthly Visits: 155,571
Pageviews per user: 2.14
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TLD: com
IP Address: 3.224.17.177
Organization: Amazon Data Services Nova
Category: Finance >
Investing
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quantstart.com
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Last Updated: 7 day ago
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algorithmic trading strategies, backtesting and implementation with c++, python and pandas.

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quantstart.com is probably legit as the trust score is reasonable. Our algorithm rated quantstart.com a 96. Although our rating of quantstart.com is medium to low risk, we encourage you to always vote as the evaluation of the site is done automatically.

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Which Sites are Alternatives & Competitors to quantstart.com?

Explore the top alternatives and rivals of quantstart.com in November 2024, and assess their data relating to website traffic, SEO, Web Server Information, and Whois. Refer to the list below for the best competitors of quantstart.com, and simply click on each one to delve into their specific details.

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Mentioned on Their Website:

  • quantstart.com
    What are the Different Types of Quantitative Analysts?

    https://www.quantstart.com/articles/What-are-the-Different-Types-of-Quantitative-Analysts/

    Quantitative positions within finance can be broadly categorised into four main types. They are the quantitative trader, quantitative researcher, financial engineer and the quantitative developer. They are all essential positions within the financial community, but have very different characteristics regarding perceived importance, levels of ...

  • quantstart.com
    How to Learn Advanced Mathematics Without Heading to …

    https://www.quantstart.com/articles/How-to-Learn-Advanced-Mathematics-Without-Heading-to-University-Part-3/

    Hence the following books, two of which are from the Springer Undergraduate Mathematics Series (and hence ideal for self-study) and the third from Cambridge University Press, are pitched at the right level of difficulty for a third-year course. Textbook/~$50 - Multivariate Calculus and Geometry by S. Dineen.

  • quantstart.com
    Articles | QuantStart

    https://www.quantstart.com/articles/

    Tutorials, guides and lessons on quantitative finance and systematic trading topics. All Articles. Systematic Trading. Quant Careers. Machine Learning. Quant Reading Lists. …

  • quantconnect.com
    Mikes books from Quantstart.com... Has anyone read them?

    https://www.quantconnect.com/forum/discussion/1202/mikes-books-from-quantstart-com-has-anyone-read-them/

    Discussion on whether anyone has read Mike\'s books from Quantstart.com and what to expect from them, including coding examples in R and Python.

  • quantstart.com
    How to Get a Job at a High Frequency Trading Firm | QuantStart

    https://www.quantstart.com/articles/How-to-Get-a-Job-at-a-High-Frequency-Trading-Firm/

    Individuals often join HFT firms via: Grad School - Many HFT candidates are employed straight from grad school in the relevant area. This is simply because it is easier to assess a candidate's ability based on their doctoral work/modules, publications or …

  • quantstart.com
    Quant Reading List Derivative Pricing | QuantStart

    https://www.quantstart.com/articles/Quant-Reading-List-Derivative-Pricing/

    At this stage you will be ready to tackle the more challenging texts such as Mark Joshi's The Concepts and Practice of Mathematical Finance . This is an excellent book and QuantStart highly recommendeds it. An alternative approach, which is popular with many quants, is provided by Paul Wilmott Introduces Quantitative Finance, 2nd Edition.

  • quantstart.com
    Market Regime Detection using Hidden Markov Models in QSTrader

    https://www.quantstart.com/articles/market-regime-detection-using-hidden-markov-models-in-qstrader/

    The returns of the S&P500 were analysed using the R statistical programming environment. It was seen that periods of differing volatility were detected, using both two-state and three-state models. In this article the Hidden Markov Model will be utilised within the QSTrader framework as a risk-managing market regime filter.

  • quantstart.com
    Bayesian Inference of a Binomial Proportion - QuantStart

    https://www.quantstart.com/articles/Bayesian-Inference-of-a-Binomial-Proportion-The-Analytical-Approach/

    Bayes' Rule for Bayesian Inference. P ( θ | D) = P ( D | θ) P ( θ) / P ( D) Where: P ( θ) is the prior. This is the strength in our belief of θ without considering the evidence D. Our prior view on the probability of how fair the coin is. P ( θ | D) is the posterior. This is the (refined) strength of our belief of θ once the evidence D ...

  • quantstart.com
    ARIMA+GARCH Trading Strategy on the S&P500 Stock Market …

    https://www.quantstart.com/articles/ARIMA-GARCH-Trading-Strategy-on-the-SP500-Stock-Market-Index-Using-R/

    The first task is to install and import the necessary libraries in R: If you already have the libraries installed you can simply import them: With that done are going to apply the strategy to the S&P500. We can use quantmod to obtain data going back to 1950 for the index. Yahoo Finance uses the symbol "^GPSC".

  • quantstart.com
    Serial Correlation in Time Series Analysis | QuantStart

    https://www.quantstart.com/articles/Serial-Correlation-in-Time-Series-Analysis/

    The serial correlation or autocorrelation of lag k, ρ k, of a second order stationary time series is given by the autocovariance of the series normalised by the product of the spread. That is, ρ k = C k σ 2. Note that ρ 0 = C 0 σ 2 = E [ ( x t − μ) 2] σ 2 = σ 2 σ 2 = 1.

  • quantstart.com
    Quant Reading List C++ Programming | QuantStart

    https://www.quantstart.com/articles/Quant-Reading-List-C-Programming/

    These books will give you a good foundation in the C++ language and its syntax. They will teach you all of the basics of programming, including functions, program flow, memory management and object-orientation. They even touch on the Standard Template Library (STL). The books also cover the modern C++14 and C++17 standards.

  • quantstart.com
    Dynamic Hedge Ratio Between ETF Pairs Using the Kalman Filter

    https://www.quantstart.com/articles/Dynamic-Hedge-Ratio-Between-ETF-Pairs-Using-the-Kalman-Filter/

    Applying the Kalman Filter to a Pair of ETFs. To form the observation equation it is necessary to choose one of the ETF pricing series to be the "observed" variables, y t, and the other to be given by x t, which provides the linear regression formulation as above: y t = F t x t + v t = ( β 0, β 1) ( 1 x t) + v t.

  • youtube.com
    QuantStart - YouTube

    https://www.youtube.com/channel/UCmVnnZ6Y2TrJtY1eQJN6kWA

    Installing an Algorithmic Trading Research Environment using Ubuntu and Python. 25K views10 years ago.

  • quantstart.com
    Cholesky Decomposition in Python and NumPy | QuantStart

    https://www.quantstart.com/articles/Cholesky-Decomposition-in-Python-and-NumPy/

    As with LU Decomposition, the most efficient method in both development and execution time is to make use of the NumPy/SciPy linear algebra ( linalg) library, which has a built in method cholesky to decompose a matrix. The optional lower parameter allows us to determine whether a lower or upper triangular matrix is produced:

  • quantstart.com
    Best Undergraduate Degree Course For Becoming A Quant?

    https://www.quantstart.com/articles/Best-Undergraduate-Degree-Course-For-Becoming-A-Quant/

    Other Appropriate Undergraduate Degree Course. While an undergraduate degree in mathematics, theoretical physics, computer science or EEE are most appropriate for quant roles, there are also other degrees that can lead to a top quant role, usually via a postgraduate route.

  • quantstart.com
    Best Programming Language for Algorithmic Trading Systems?

    https://www.quantstart.com/articles/Best-Programming-Language-for-Algorithmic-Trading-Systems/

    Language choice will now be discussed in the context of performance. C++, Java, Python, R and MatLab all contain high-performance libraries (either as part of their standard or externally) for basic data structure and algorithmic work. C++ ships with the Standard Template Library, while Python contains NumPy/SciPy.

  • quantstart.com
    Cointegrated Augmented Dickey Fuller Test - QuantStart

    https://www.quantstart.com/articles/Cointegrated-Augmented-Dickey-Fuller-Test-for-Pairs-Trading-Evaluation-in-R/

    In the previous article on cointegration in R we simulated two non-stationary time series that formed a cointegrated pair under a specific linear combination. We made use of the statistical Augmented Dickey-Fuller, Phillips-Perron and Phillips-Ouliaris tests for the presence of unit roots and cointegration.

  • quantstart.com
    How to Learn Advanced Mathematics Without Heading to University …

    https://www.quantstart.com/articles/how-to-learn-advanced-mathematics-without-heading-to-university-part-4/

    High Performance Computing (HPC) is the study of efficient parallelisation of computational tasks requiring significant CPU or memory beyond that provided by a typical laptop or desktop workstation. HPC is prevalent in quantitative finance within the realms of derivatives pricing and trading simulation.

  • quantstart.com
    Options Pricing in Python | QuantStart

    https://www.quantstart.com/articles/Options-Pricing-in-Python/

    The team at QuantStart have begun working on an options pricing library in Python. To date a Path Dependent Asian option pricer has been developed with validated results. At this stage it still requires optimisation to run at an acceptable speed on our servers. Although C++ is the predominant language for options pricing, it was decided for the ...

  • github.com
    GitHub - mhallsmoore/qstrader: QuantStart.com

    https://github.com/mhallsmoore/qstrader

    Comprehensive documentation and beginner tutorials for QSTrader can be found on QuantStart.com at https://www.quantstart.com/qstrader/. Quickstart. The QSTrader …

  • quantstart.com
    The Top 5 UK Universities For Becoming A Quant | QuantStart

    https://www.quantstart.com/articles/The-Top-5-UK-Universities-For-Becoming-A-Quant/

    4) Oxford University. Oxford University by Samuel Musarika. Oxford is the oldest university in the UK, having been "founded" in 1096. It is a world-famous institution and, along with Cambridge, is considered to be one of the two "elite" …

  • quantstart.com
    QSTrader v0.3.0 Released | QuantStart

    https://www.quantstart.com/articles/qstrader-v030-released/

    The full list of changes can be viewed in either the CHANGELOG file or in the github releases page. Since our last release we have been busy making updates to the code base to support the new version of Numpy 2.0.0. If you are following our installation guide you will see that we recommend installing QSTrader into a virtual environment.

  • quantstart.com
    Should You Build Your Own Backtester? | QuantStart

    https://www.quantstart.com/articles/Should-You-Build-Your-Own-Backtester/

    Cloud-based backtesting and live trading systems are relatively new. Quantopian is an example of a mature web-based setup for both backtesting and live trading. Institutional quants often also build their own in house software. This is due to a mix of regulatory constraints, investor relations/reporting and auditability.

  • quantstart.com
    Quant Reading List Python Programming | QuantStart

    https://www.quantstart.com/articles/Quant-Reading-List-Python-Programming/

    Quant Reading List - Numerical Methods. Quant Reading List - Python Programming. Python is now firmly entrenched in the quant finance world. It is used extensively within investment banks and quantitative hedge funds, both as a research tool and production implementation language. While C++ still plays a significant part in mission-critical ...

  • quantstart.com
    State Space Models and the Kalman Filter | QuantStart

    https://www.quantstart.com/articles/State-Space-Models-and-the-Kalman-Filter/

    The Kalman Filter is ubiquitous in engineering control problems, including guidance & navigation, spacecraft trajectory analysis and manufacturing, but it is also widely used in quantitative finance. In engineering, for instance, a Kalman Filter will be used to estimate values of the state, which are then used to control the system under study.

  • github.com
    quantstart (QuantStart) · GitHub

    https://github.com/quantstart/

    quantstart. Follow. QuantStart quantstart Follow. 29 followers · 0 following Achievements. Beta Send feedback. Achievements. Beta Send feedback. Block or Report Block or …

  • investopedia.com
    4 Steps to Becoming a Quant Trader - Investopedia

    https://www.investopedia.com/articles/active-trading/112614/steps-becoming-quant-trader.asp

    Quantitative traders, or quants for short, use mathematical models to identify trading opportunities and buy and sell securities. The influx of candidates from …

  • quantstart.com
    Which Programming Language Should You Learn To Get A …

    https://www.quantstart.com/articles/Which-Programming-Language-Should-You-Learn-To-Get-A-Quant-Developer-Job/

    These prototypes are then coded up in a (perceived) faster language such as C++, by a quant developer. This was part of my duties when I was working as a "quant dev". If you are interested in a more relaxed environment than a bank trading floor then hedge funds are a good answer. Any Python/MATLAB/R scripting skills will be extremely valuable.

  • quantstart.com
    White Noise and Random Walks in Time Series Analysis

    https://www.quantstart.com/articles/White-Noise-and-Random-Walks-in-Time-Series-Analysis/

    A random walk is a time series model x t such that x t = x t − 1 + w t, where w t is a discrete white noise series. Recall above that we defined the backward shift operator B. We can apply the BSO to the random walk: x t = B x t + w t = x …

  • quantstart.com
    Careers in Quantitative Finance | QuantStart

    https://www.quantstart.com/articles/Careers-in-Quantitative-Finance/

    Students with degrees in quantitative finance or financial engineering are pursuing careers in the following fields: Asset management firms need quants. A portfolio of assets is a collection of dynamically evolving random processes. If the portfolio contains derivative securities (e.g., futures contracts) as well as stocks and bonds, there may ...

  • quantstart.com
    Backtesting An Intraday Mean Reversion Pairs Strategy

    https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM/

    The strategy is carried out in the following steps: Data - 1-minute bars of SPY and IWM are obtained from April 2007 through to February 2014. Processing - The data are correctly aligned and missing bars are mutually discarded. Spread - The hedge ratio between the two ETFs is calculated by taking a rolling linear regression.

  • quantstart.com
    Continuous Futures Contracts for Backtesting Purposes

    https://www.quantstart.com/articles/Continuous-Futures-Contracts-for-Backtesting-Purposes/

    The essence of this approach is to create a continuous contract of successive contracts by taking a linearly weighted proportion of each contract over a number of days to ensure a smoother transition between each. For example consider five smoothing days. The price on day 1, P 1, is equal to 80% of the far contract price ( F 1) and 20% of the ...

  • quantstart.com
    Autoregressive Integrated Moving Average ARIMA (p, d, q) …

    https://www.quantstart.com/articles/Autoregressive-Integrated-Moving-Average-ARIMA-p-d-q-Models-for-Time-Series-Analysis/

    In the previous set of articles (Parts 1, 2 and 3) we went into significant detail about the AR(p), MA(q) and ARMA(p,q) linear time series models.We used these models to generate simulated data sets, fitted models to recover parameters and then applied these models to financial equities data.

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DNS Lookup

DNS entries, such as A, NS, MX, and TXT records, are crucial for the functioning of the Internet. The A record maps a domain name to an IPv4 address, while the NS record specifies authoritative name servers for a domain. The MX record identifies the mail server responsible for receiving email messages for a domain. Additionally, the TXT record allows for the association of any text information with a domain name. These records play a vital role in ensuring proper communication and connectivity across the internet.

HostClassTTLTypeData
quantstart.comIN60Aip: 3.219.32.92
quantstart.comIN60Aip: 35.171.136.197
quantstart.comIN160475NStarget: ns-266.awsdns-33.com
quantstart.comIN160475NStarget: ns-1789.awsdns-31.co.uk
quantstart.comIN160475NStarget: ns-822.awsdns-38.net
quantstart.comIN160475NStarget: ns-1256.awsdns-29.org
quantstart.comIN900SOAmname: ns-822.awsdns-38.netrname: awsdns-hostmaster.amazon.comserial: 1refresh: 7200retry: 900expire: 1209600minimum-ttl: 86400
quantstart.comIN300MXtarget: aspmx2.googlemail.compri: 10
quantstart.comIN300MXtarget: alt1.aspmx.l.google.compri: 5
quantstart.comIN300MXtarget: aspmx.l.google.compri: 1
quantstart.comIN300MXtarget: alt2.aspmx.l.google.compri: 5
quantstart.comIN300MXtarget: aspmx3.googlemail.compri: 10
quantstart.comIN300TXTtxt: v=spf1 include:_spf.google.com ~all

quantstart.com Traffic Analysis

According to global rankings, quantstart.com holds the position of #349695. It attracts an approximate daily audience of 5.19K visitors, leading to a total of 5298 pageviews. On a monthly basis, the website garners around 155.57K visitors.

Daily Visitors5.19K
Monthly Visits155.57K
Pages per Visit2.14
Visit Duration0:01:35
Bounce Rate69.65%
Want complete report?Full SEMrush Report >>
Daily Unique Visitors:
5185
Monthly Visits:
155571
Pages per Visit:
2.14
Daily Pageviews:
5298
Avg. visit duration:
0:01:35
Bounce rate:
69.65%
Monthly Visits (SEMrush):
158027

Traffic Sources

SourcesTraffic Share
Social:
1.81%
Paid Referrals:
1.27%
Mail:
0.00%
Search:
66.83%
Direct:
29.92%

Visitors by Country

CountryTraffic Share
United States:
21.22%
India:
11.84%
United Kingdom:
11.71%
Canada:
4.86%
Vietnam:
2.81%

SSL Checker - SSL Certificate Verify

An SSL certificate is a digital certificate that ensures a secure encrypted connection between a web server and a user's browser. It provides authentication and encryption to keep data private and protected during transmission. quantstart.com supports HTTPS, demonstrating their commitment to providing a secure browsing experience for users.

HTTP Headers

HTTP headers are additional segments of data exchanged between a client (e.g. a web browser) and a server during an HTTP request or response. They serve to provide instructions, metadata, or control parameters for the interaction between the client and server.

Status
HTTP/1.1 200 OK
Date
Wed, 29 May 2024 01:39:13 GMT
Content-Type
text/html; charset=utf-8
Content-Length
12952
Connection
keep-alive
Server
Apache/2.4.41 (Ubuntu)
X-Frame-Options
DENY
Vary
Cookie,Accept-Encoding
X-Content-Type-Options
nosniff
Referrer-Policy
same-origin

Where is quantstart.com hosted?

quantstart.com is likely hosted in various data centers located across different regions worldwide. The current data center mentioned is just one of many where the website may be hosted.

Whois Information

WHOIS protocol used to get domain/IP info. Common for reg details, ownership of a domain/IP. Check quantstart.com for reg/admin contact info, owner, org, email, phone, creation, and expiration dates.

Domain Updated Date:
Domain Created Date:
Domain Expiry Date:
Domain Name:
Registrar WHOIS Server:
Registrar Abuse Contact Email:
Registrar Abuse Contact Phone:
Domain Registrar:
Domain Owner:

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SEO Analysis

SEO analysis involves examining the performance of a website, including titles, descriptions, keywords, and website speed. It also includes identifying popular keywords and researching competitor websites to understand their strategies. The analysis aims to optimize the website's visibility and improve its ranking on search engines.

Title Tag:
Algorithmic Trading, Quantitative Trading, Trading Strategies, Backtesting and Implementation | QuantStart

Length: 106 characters

What is the issue about?
Pages have title length greater than 70 characters. If the title is too long, it might be truncated or ignored by Search Engines. Keep it relevant and not too long.

How to fix?
Change the title length to be less than 70 characters. Make it unique and relevant to best describe the page content.

Meta Description:
Algorithmic trading strategies, backtesting and implementation with C , Python and pandas.

Length: 90 characters

When crafting website descriptions, keep in mind that search engines only show the first 150-160 characters in search results. To ensure your entire description is visible, aim for a length of 25-160 characters. If your description is too long, it may get cut off. Conversely, if it's too short, search engines may add text from elsewhere on your page. Additionally, search engines may modify the description you provide to better match the user's search intent. It's best to strike a balance between brevity and relevance for optimal visibility.

Meta Keywords:

No meta keywords found.

In the realm of search engine optimization, the meta keywords tag has become a relic of the past due to its potential for misuse, ultimately leading major search engines to disregard it in their ranking algorithms.

Keywords Cloud:
Term Count Density
trading 14 11.11%
algorithmic 9 7.14%
qstrader 6 4.76%
quantitative 5 3.97%
quantstart 5 3.97%
finance 4 3.17%
articles 4 3.17%
qsalpha 3 2.38%
successful 3 2.38%
advanced 3 2.38%
quantcademy 3 2.38%
learn 2 1.59%
creating 2 1.59%
jupyter 2 1.59%
docker 2 1.59%
techniques 2 1.59%
login 2 1.59%
books 2 1.59%
data 2 1.59%
backtesting 2 1.59%
forex 2 1.59%

A crucial factor in search engine optimization is keyword density, which refers to the proportion of a particular keyword present in the text of a webpage. In order to achieve high rankings on search engine results pages, it is essential to maintain the appropriate keyword density for your primary keyword.

Headings:
<H1>
0
<H2>
0
<H3>
0
<H4>
1
<H5>
0
<H6>
0
<h4>Latest Articles View All </h4>

In SEO, the primary focus is placed on keywords within the content. The title of the page holds the highest importance, followed by heading tags such as h1, h2, and h3. The h1 heading should be the largest on the page, while the h2 heading should be slightly smaller, and the h3 heading even smaller. This hierarchical structure is crucial for optimizing search engine rankings.

Image Alt Attribute:
10 images found in your page, and 10 images are without "ALT" text.

What is the issue about?
The tag does not have an ALT attribute defined. As a general rule, search engines do not interpret the content of image files. The text provided in the attribute enables the site owner to provide relevant information to the search engine and to the end user. Alt text is helpful to end users if they have images disabled or if the image does not properly load. In addition, the Alt text is utilized by screen readers. Make sure that your Alt text is descriptive and accurately reflects what the image represents and supports the content on the page.

How to fix?
Use the <img alt> attribute to write descriptive content for the image: <img source='pic.gif' alt='Accurate and descriptive keyword text that represents the image.' />.

Website Speed Test (Desktop):
0.08 seconds

Website speed is a measurement of how fast the content on your page loads. Website speed is one of many factors involved in the discipline of search engine optimization (SEO), but it is not the only one. In a recent study, the average load time for a web page was 3.21s.

Top Organic Search Terms:
Term Search Volume Traffic Traffic (%)
quantstart 140 0 0%

CO-Hosted

CoHosted refers to a situation where multiple domain names (websites) are using the same IP address to point to their respective web servers. They could be owned by different individuals or organizations and may serve entirely different purposes.

quantstart.com

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Total reviews: 2
Average score: 5 stars

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Very positive reviews

rating 5

Total reviews: 2
Average score: 5 stars

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