Welcome to the public area of quanttrader.info

quanttrader.info public files

This is the public area of quanttrader.info. Available materials include

Using R to Test Pairs of Securities for Cointegration - Ernie Chan's book, Quantitative Trading, uses Matlab to test two securities for cointegration. Here's how to test using R.
Characterizing Risk in the "2 Trades a Day" Trading System - Jason Hales sells a cute system for trading the Dow Jones mini futures. But what is the likely drawdown?
A Spread Trade for IEF - Building a spread between a fixed-income ETF and Treasury futures (draft).
Finding Seasonal Spreads - Using ANOVA to identify seasonal patterns in futures spreads.
Predicting Swap Spreads - A model for predicting the short-term direction of US interest-rate swap spreads.

Whose web site is this anyway?

Paul Teetor is the man behind the scenes. He is a quantitative developer in the Chicago area who has built trade desk analytics for hedge funds and market makers.

Why isn't this page prettier?

This web server provides geeky stuff for traders, such as research, market data, and statistical models. I do numbers, not eye candy. If you want pretty web pages, I recommend Joel Davies at Z Graphics, Ltd. They do great work.