I used to do some trading in both stocks and options. After 2008, I stopped them.
After Reading E.P. Chan's books, I just hated to say why I did not read those books earlier.
I am interested in quantitative trading.
Here I would like to share my thoughts, some strategy and win/loss with others. Together we can learn more. Sometimes, I will share some of my codes, whether in C++ or Python.
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