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Upcoming Talk - Scala For Business Automation @YOW!West

I've been asked to speak next month at the YOW!West conference in Perth. The talk is all about solving real world business problems with Scala. YOW!West is a conference for developers focussed on providing the latest information on new technologies, practices and methods from a wide range of current topics, given by international, national, and … Continue reading »

Calculating Realistic Strategy Returns

In researching different trading strategies, you will come across simplified reference implementations, whereby your position in an asset is simply the price at a given point in time. Price returns can then be calculated based these prices, which can then be fed into a further calculation such as the Sharpe ratio or other risk-adjusted performance … Continue reading »