About

About me

Who I am, and the claims I am not making.

My name is Aditya Singh. I am a Computer Engineering student. I like writing programs more than I like reading market commentary, which is how I ended up in quantitative finance as a side project. I did not spend years on a trading desk. I spent nights reading free explainers, a few papers, and Quantpedia’s strategy notes, then I tried to recode the smallest pieces I understood.

This website is the public notebook for that work. The research question is practical: how does a trading algorithm take in data and decide to act? I answered it with moving averages and RSI because those formulas are short, they have names in the literature, and I can show every step on one page (Wilder, 1978; Brock, Lakonishok, and LeBaron, 1992; Faber, 2007).

What I am not claiming

  • That the SMA-50 rule has an edge on live stocks.
  • That my numbers replicate Faber (2007) or Brock et al. (1992).
  • That RSI under 30 is a buy signal.
  • That this notebook is a trading system you should fund.

Sources

  1. Wilder, J. W. (1978). New Concepts in Technical Trading Systems.
  2. Brock, W., Lakonishok, J., & LeBaron, B. (1992). Simple technical trading rules and the stochastic properties of stock returns.
  3. Faber, M. (2007). A quantitative approach to tactical asset allocation.
  4. Quantpedia.