Ex Bridgewater quant say Smart Beta ETF Factor not correct Ex-Bridgewater Quant Says Smart Beta ETFs Use Factors All Wrong https://bloom.bg/2sMujzP NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!
Personally I am excited to try this out I tried building them from Github but Xcode generated numerous errors so I abandoned this for now iOS Chart Features We are really excited to announce, the result of a year of hard work and effort by our mobile team, that SciChart iOS/Android v2 BETA has been released […]
FTSE Russell survey highlights growth of multi-factor investing Andrew Perrins of Savvy Investor shares an insight in to the latest Smart Beta trends. FTSE Russell’s 2017 Smart Beta survey of asset owners reveals robust growth in the adoption of smart beta indexing, particularly multi-factor strategies – the use of which appears to […]
A sponsored useful from Interactive Brokers. I will still mention that people want beta in their trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!
How to calculate beta ATR implied volatility with IQFeed in Python Because of this literal showstopper, I have decided to find a few workarounds on a non Windows environment I AM OFFICIALLY DUMPING MICROSOFT WINDOWS 10 Here are some links and Python code to help you out #https://pypi.python.org/pypi/stockstats import stockstats import pandas as pd #better […]
Smart beta crucial to measure trading risk This is an import risk metric I use to assess when choosing a long vs short in my upcoming Abritrage Phase of upcoming trading course. See video below to see detail of this next phase which should start early May Thanks to Super Nuno who sent this via […]
Simple demo of implied volatility and beta in Python 1/10th the amount of code vs C++ but ok for simplified arbitrage trading Beta defined: http://www.investopedia.com/articles/financial-theory/09/calculating-beta.asp Code: http://docs.scipy.org/doc/scipy-0.16.1/reference/generated/scipy.stats.linregress.html http://quant.stackexchange.com/questions/11397/estimate-implied-volatility-using-newton-raphson-in-python Join my FREE newsletter to learn more about other indicators I would use for algo trading NOTE I now post my TRADING ALERTS into my personal […]
DLib best for beta calculation in Python and C++ This library works with both languages for calculating something like Beta using this formula. http://www.investopedia.com/articles/financial-theory/09/calculating-beta.asp http://dlib.net/algorithms.html Follow instructions in readme.txt I got during cmake –build . 0: fatal error: ‘X11/Xlocale.h’ file not found #include <X11/Xlocale.h> You may need to install for Mac OSX: brew install x11 […]
Interactive Brokers: Beta Weighting in the IB Risk Navigator This an impressive feature for beta weighting Join my FREE newsletter to learn about other useful TWS tutorials I have NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what […]
SQL Server 2016 beta out with R analytics When you figure with the decision to stick with Windows despite all the bashing, it seems Microsoft still rules with SQL Server and Visual Studio. Check out some of the features: …new technology that lets you dynamically stretch your warm and cold transactional data to Microsoft Azure, […]