Marton Trencseni - Sun 20 April 2025 • Tagged with trading, random walks, dickey-fuller
This post explores how to use the Dickey–Fuller test to check the random‑walk hypothesis for time series using a pure NumPy implementation, and using Monte Carlo simulations to compute critical‑value tables.
Marton Trencseni - Sun 16 March 2025 • Tagged with trading, sharpe ratio, win ratio, nasdaq
In this follow-up, I analyze 10 years of data on a select group of stocks to show that while higher take-profit and stop-loss thresholds boost win ratios and Sharpe ratios, longer holding times can lower annualized returns.
Marton Trencseni - Sun 09 March 2025 • Tagged with trading, sharpe ratio, win ratio, nasdaq
In this article, I explore how adopting longer-term, resilient trading strategies with higher take-profit and stop-loss thresholds can deliver more consistent, risk-adjusted performance. 
Marton Trencseni - Fri 22 March 2024 • Tagged with trading, sharpe, winratio, nasdaw
I clean up the code I wrote for earlier posts, and run simple trading experiments. 
Marton Trencseni - Fri 25 August 2023 • Tagged with book, hft, trading, fpga
A review of the Donald MacKenzie's book Trading at the Speed of Light, which gives an excellent history and inside-peek of the world of High Frequency Trading, or HFT.
