Author Archives: caustic

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs

Reliable Bitcoin exchanges chosen by CME CBOE for future market

Reliable Bitcoin exchanges chosen by CME CBOE for future market

CBOE will choose Gemini

CME is using Bitstamp, GDAX and itBit

Why not use these for my upcoming cryptocurrency strategy similar this forex once complete

https://www.bloomberg.com/news/articles/2017-11-15/bitcoin-exchange-that-cme-plans-to-use-for-futures-is-down

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!

Check exit on ask or bid during bar event in algo trading 

Check exit on ask or bid during bar event in algo trading

Question for someone in my Telegram group but this is a influential person so thanks to them

When I check for an exit, I am using bar events (onBar) for each FX pair.

When I check for price action on the price, should I be using ask bar or bid bar close? Or should I use the corresponding mid point of the ask or bid bar?
https://www.dukascopy.com/client/javadoc/com/dukascopy/api/IStrategy.html
Answer was:
You buy at the ask and sell at the bid, so the most natural way to handle it is to exit long trades at the bid, and exit short trades at the ask. Alternatively you can use the mid price, but it is really just a matter of preference.
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!

Get Dukascopy JForex strategy to connect into Redis NOSQL

Get Dukascopy JForex strategy to connect into Redis NOSQL

You can now load a Java strategy connecting into Redis within JForex

Here is Java code:

TestRedis.java

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!

What do I do think of cryptocurrency bot software DIY with Gekko open source

What do I do think of cryptocurrency bot software DIY with Gekko open source

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What do I do think of cryptocurrency bot software DIY with Gekko open source

Query from someone in my Meetup group:

Hope all is well. 

Just touching base. Looking forward to the next meet.  I’ve been having a tough time trying to get my GDAX account set up. No big deal…I’ll figure it out eventually.

In the meantime, the link below is one of the guys that I follow on Youtube regarding crypto. Here’s one of his latest post.

Have a look. Let me know your thoughts.

Enjoy!

My answer via video

Details Here
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Dukascopy Tools and API development for Algo forex trading
Dukascopy Tools and API development for Algo forex trading
$47.00
View
Dukascopy Visual JForex for NON programming to do algo forex trading
Dukascopy Visual JForex for NON programming to do algo forex trading
$47.00
View
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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!

Award – Best Quant Paper 2017

 

Savvy Investor curates the best pensions and investment white papers from around the world. Having uploaded more than 20,000 papers since launch, they have a unique platform from which to host these Awards. The Savvy Investor Awards are judged on the basis of the quality and readability of the paper and its appeal to their institutional investor audience.

 

To view the full awards announcement, across 15 categories, visit the Savvy Investor Awards page.

WINNER: AQR Capital Management

Embracing Downside Risk

Equity index option pricing is examined in detail in this paper. The authors conclude that most of the empirical equity risk premium relates to compensation for taking on downside risk; therefore, downside risk is something to be embraced.

HIGHLY COMMENDED

Adding Alpha by Subtracting Beta: A Case Study on how Quant Tools can Improve a Portfolio’s Returns by Axioma

A ‘real world’ portfolio is used to illustrate how fundamental managers can use quantitative tools to identify and lessen potential issues in their portfolio, thereby improving their realized returns.

An Asset Allocation Primer: Connecting Markowitz, Kelly and Risk Parity by PIMCO

Standard asset allocation model mechanics, including the utility based, Kelly, Markowitz, fixed allocation, and risk parity approaches, are described and contrasted in this PIMCO article.

Volatility and the Alchemy of Risk: Reflexivity in the Shadows of Black Monday 1987 by Artemis Capital

In this excerpt from their 2017 Letter to Investors, Artemis Capital Management discusses volatility and investment risk through the prism of Black Monday in 1987.

Managing equity portfolio volatility by harnessing the volatility risk premium by Eaton Vance

Option-based strategies that attempt to harness the Volatility Risk Premium comprise a new type of solution that investors are currently exploring in order to achieve equity-like returns with less risk.

Start of Something Big: Demystifying the Source of Large Alpha in Small Caps by QMA

Active small-cap managers continue to outperform. QMA posits that capturing alpha in small caps is largely the result of inefficiencies that create pronounced mispricings that diligent managers can exploit on a regular basis.

 

About Savvy Investor

Savvy Investor is the world’s leading resource hub for the institutional investors. Since launch in March 2015, more than 23,000 members from across the globe have registered for the site, with 150-200 new members joining every week.

To find out how you can partner with Savvy Investor this year to enhance your thought leadership credentials in the institutional investor marketplace, please contact our Business Development Manager, Stuart Blake, stuart.blake@savvyinvestor.net.

 

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!

Intro to forex triangulation for arbitrage opportunity

Intro to forex triangulation for arbitrage opportunity

This can sort of get complicated very quickly for newbies like me new to automation (thanks to important people the Telegram group)

https://www.investopedia.com/articles/forex/09/currency-cross-triangulation.asp

https://budgeting.thenest.com/strategy-forex-triangulation-21257.html

https://www.forexfactory.com/showthread.php?p=8342777

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 get started to do algo forex trading as a NON programmer

How to get started to do algo forex trading as a NON programmer

This was someone from my live Meetup group looking for tips:

I started looking at DukasCopy, I downloaded this 48 page User Guide. I see there is bunch of tutorials on youtube.

Note that Dukascopy does not take US residents as customers

 

Get either video product:

Dukascopy Visual JForex for NON programming to do algo forex trading

 

Dukascopy Tools and API development for Algo forex 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!

20% DISCOUNT for Newsweek AI Data Science In Capital Markets in NYC this week

20% DISCOUNT for Newsweek AI Data Science In Capital Markets in NYC this week

We got a 20 discount site for you all. If interested:

 

20% DISCOUNT for Newsweek AI Data Science In Capital Markets in NYC this week

(This will be the event the year!

We have set-up a 20% discount for you…
The dedicated code is: Quantlabs_VIP
http://bit.ly/2BB0PXX
More details by downing this brochure
YouTube Preview Image
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!

What do I do think of cryptocurrency bot software DIY with Gekko open source

What do I do think of cryptocurrency bot software DIY with Gekko open source

Query from someone in my Meetup group:

Hope all is well. 

Just touching base. Looking forward to the next meet.  I’ve been having a tough time trying to get my GDAX account set up. No big deal…I’ll figure it out eventually.

In the meantime, the link below is one of the guys that I follow on Youtube regarding crypto. Here’s one of his latest post.

Have a look. Let me know your thoughts.

Enjoy!

My answer via video

 

 

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 analyze stat distribution for market asset like stock

Here are the detailed analysis links but note you need to be a Quant Analyticsby joining below

I made this 10+ minute video for you here.

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Here are the detailed analysis links

http://quantlabs.net/blog/2017/11/how-to-analyze-stat-distribution-for-market-asset-like-stock/ 

This will be one of the many trading stats will be putting in my Quant Analytics service that generates helpful trading signal for active traderg.

 

Yes! I want to get my daily trading signals now

Thanks for reading,

Bryan

 

P.S. You can now get a ‘daily digest’ of all my frequently added podcast episodes that can be be found on Apple Itunes or Google Play. You can join by filling out the form here at our support page:

 

http://quantlabs.net/analytics/analytics-support/

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!