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Strategy Optimization

Trading strategy optimization is an important aspect and a challenging problem in algorithmic trading. It requires determining a set of optimal solutions with respect to

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Algorithmic Trading Courses

For those who would like some organized introductory materials to algorithmic trading, I have designed an algorithmic trading course using materials from published papers. The

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Gain Capital FX rate data

For most non-professional FX traders, one hurdle to start your own algorithmic trading research is tick-by-tick data. Gain Capital Group has been very kind and

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