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Against the Status Quo

Category: Trading Strategies

Implementation of Vigilant Asset Allocation from Dr. Wouter Keller and JW Keuning

January 2, 2018 by Aaron Gilman

I replicated another tactical ETF strategy in QuantConnect that I think is somewhat interesting. The guys over at AllocateSmartly do a lot of replication on these types of strategies (and do a great job). Rather than rephrase everything in my own words, you are probably better served reading the write up they did on the …

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Introduction to QuantConnect

December 29, 2017 by Aaron Gilman

Lately I have been allocating most of my free time to an open-source Quant platform called QuantConnect. It is a really great platform that allows you to construct your own trading strategies using Python or C# and backtest before implementing the strategies live. It give you a ton of flexibility to program any features and …

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About Me

I serve as the Chief Investment Officer for Independent Financial Partners and President of IFP Asset Management. I am a CFA® charterholder, and also have the CFP® designation.

In my spare time I taught myself how to write code in R, Ruby and Python. I use these skills to explore investing and accelerate the way I consume market data.

Recent Posts

  • A Detailed Decomposition of the Market Composition September 24, 2020
  • A Quantitative Review of Inflation and Monetary Policy in the United States September 16, 2020
  • A Letter from the desk of the CIO: Q2 2020 Review July 24, 2020
  • A Tale of Two Frequencies June 16, 2020
  • Staying Grounded During Epidemics March 10, 2020

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Securities offered through IFP Securities, LLC, member FINRA/SIPC. Investment advice offered through IFP Advisors LLC, a registered investment adviser. IFP Securities, LLC and IFP Advisors, LLC are two separate entitles under common ownership, and Independent Financial Partners (IFP) is a dba for both entities.