Analysis of Technical Analysis

I’ve put together a small framework for testing out technical-based trading strategies.  You can create indicators, generate trading signals, calculate P&L, and chart the results.  I know there are a bunch of mature packages out there that do this, but it’s a fun thought experiment.  The code is public in …

IT is Rubbish, and Other Notes from the Buy-Side NA Technology Summit

The most inspiring talk at today’s Buy-Side Technology Summit was one hedge fund manager’s passionate appeal to get rid of all IT staff, a comment that generally did not go well with the predominantly tech-focused crowd. Simon Hazlitt, cofounder of Majedie Asset Management argued that there’s no reason for funds …