Blog

How To Create Automated Trading System In Excel, Python, and Build Alpha
By Dave
/ September 5, 2020
How to Build an Automated Trading System In Excel, Python, and Build Alpha It is no secret that many traders...
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Intraday Edge: Find strategies backwards
By Dave
/ June 1, 2020
Intraday Edge: Find strategies backwards A large consideration of developing trading systems should be how efficient our capital is working...
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2 Replies
Noise Test Parameter Optimization
By Dave
/ May 19, 2020
Noise Test Parameter Optimization In short, this is a new feature that allows us to optimize strategies across noise adjusted...
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Testing Across Markets, Trigger Signals, and Signal Breakdowns
By Dave
/ March 22, 2019
Testing Across Markets, Trigger Signals, Signal Breakdown [New Update] I wanted to give this latest version of BuildAlpha its own blog post...
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Ensemble Strategies
By Dave
/ November 7, 2018
Ensemble Strategies [Reduce Overfitting By Combining Strategies] “In statistics and machine learning, ensemble methods use multiple learning algorithms (trading strategies...
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A Strategy For Each Day of the Week [Seriously?]
By Dave
/ April 6, 2018
A Strategy For Each Day of the Week [Seriously?] A different strategy for each day of the week? Sounds crazy,...
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Three Trading “Truths” Quantified
By Dave
/ March 13, 2018
Three Trading "Truths" Quantified I want to discuss three trading “truths” that I often heard but when I finally got...
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Using Python in Build Alpha [Creating Custom Signals]
By Dave
/ December 14, 2017
Using Python in Build Alpha [Creating Custom Signals] As 2017 comes to an end, I want to introduce one more...
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Mean Variance Optimization [Portfolio Construction]
By Dave
/ December 6, 2017
Mean Variance Optimization [Portfolio Construction] Here is the definition from Investopedia.com: “Mean – Variance analysis is the process of weighting risk (variance)...
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Free Friday #20 – Time Windows
By Dave
/ September 7, 2017
Free Friday #20 – Time Windows There has been a recent popularity regarding time windows and it is one I...
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Intraday Checks and Hidden Edges
By Dave
/ September 6, 2017
Intraday Checks and Hidden Edges What is an intraday check? It is a phrase I am trying to coin, but...
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Improving Strategies
By Dave
/ July 27, 2017
Improving Strategies A crazy cool way to use Build Alpha. I have to admit that I did not come up with...
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$70,000 in profits in just 3 months. A Build Alpha testimonial
By Dave
/ July 10, 2017
$70,000 in profits in just 3 months. A Build Alpha testimonial This is hands down the best email I have...
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Free Friday #19 – Long/Short Small Caps and June Update
By Dave
/ June 29, 2017
Free Friday #19 – Long/Short Small Caps and June Update This Free Friday, Free Friday #19, is a user submission!...
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Free Friday #18 – Building a Strategy with Open Interest
By Dave
/ June 9, 2017
Free Friday #18 – Building a Strategy with Open Interest As always, happy Friday!This week I was asked by a Build...
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Free Friday #17 – Would you trade this?
By Dave
/ June 1, 2017
Free Friday #17 – Would you trade this? As always, happy Friday!In this Free Friday post, I want to pose...
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Luck in Trading and Favorable Distributions
By Dave
/ May 10, 2017
Luck in Trading and Favorable Distributions https://youtu.be/9S1GslmgxcsThe role of luck in (algorithmic) trading is ever present. Trading is undoubtedly a...
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3 Simple Ways To Reduce The Risk Of Curve-fitting
By Dave
/ May 8, 2017
3 Simple Ways To Reduce The Risk Of Curve-fitting Curve-fitting is almost certain death for a trading or investment strategy.So,...
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Python Tips – Reading Text Files, Working with dates, the command line
By Dave
/ May 1, 2017
Python Tips – Reading Text Files, Working with dates, the command line https://youtu.be/FMRW1u0wmZAhttps://youtu.be/Y3Xb1f0e4G8In this post let’s talk about two Python...
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