Author Archives: caustic

What I’ve learned after coding HFT Low Latency Systems

As you know, I have been studying high-frequency trading for a very long time. I even read one article where one person invested $10,000 into thousand five and got a return of over $1 billion in the last year. This is all due to HFT. I will not lie to you that this is complicated…

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JP Morgan CEO ‘I’m Not Going to Talk About Bitcoin Anymore’

It looks like Jamie Dimon is eating his words again. After the J.P. Morgan CEO decided to trash talk Bitcoin, it dipped last week but now it has come back. It is basically the old man economics versus the new economy as it starts to rise among us.   Read this article here   Last…

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Jamie Dimon: ‘I’m Not Going to Talk About Bitcoin Anymore’

Jamie Dimon: ‘I’m Not Going to Talk About Bitcoin Anymore’ Old man econmics vs the new digital currency economy https://www.bloomberg.com/news/articles/2017-10-12/jpmorgan-very-open-minded-about-cryptocurrencies-if-regulated 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!

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What I’ve learned after coding HFT and Low Latency Systems

What I’ve learned after coding HFT and Low Latency Systems This is an older article I posted but I find it critical for success in this area https://www.linkedin.com/pulse/what-ive-learned-after-coding-hft-low-latency-systems-ariel/ 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!

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Portfolio Optimization for Expected Sortino ratio

Portfolio Optimization for Expected Sortino ratio Correction has been made to adjust for highly volatile currency/forex pairs. This mix of optimal weights give highest forecasted Sortino ratio for the potential next time period. http://www.investopedia.com/terms/s/sortinoratio.asp http://www.investopedia.com/terms/s/sharperatio.asp Corrected https://www.rcmalternatives.com/2013/09/sortino-ratio-are-you-calculating-it-wrong/     NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry…

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Forex currency pair volatility long and short term views

Forex currency pair volatility long and short term views I have 2 views of the FX markets with 11 months of recent of 1 min bar data. I have made videos in the past which is under my IQFeed playlist on Youtube. All of the video segments shows a consistent view of the markets for…

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Why is Dukascopy forex trading broker API support non existent

Why is Dukascopy forex trading broker API support non existent Why why why are they slow or even if they respond at all https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewforum.php?f=200 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!

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New Python packages for GUI and Google Android deployment

New Python packages for GUI and Google Android deployment As I am looking at my new options for Python package deployment for GUI, it seems Kivy is the answer which is now regularly updated in 2017 Note: I am not too worries about speed at this point since I am not interested in trading subsecond…

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Quant Hedge Fund Shuts Down After Clients Pull Money

Quant Hedge Fund Shuts Down After Clients Pull Money This quote is why I am not putting so much emphasis on quant techniques for pricing for now Quant funds have struggled in the first nine months of this year amid low volatility. They’ve gained just 0.6 percent, according to Hedge Fund Research. https://www.bloomberg.com/news/articles/2017-10-10/quant-hedge-fund-acrospire-shuts-down-after-clients-pull-money NOTE I…

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World govts fear Bitcoin because they can’t tax it – John McAfee

John McAfee is one of the reasons why I feel crypto currency definitely has a future to invest into for algo trading. There is an article found on RT.com with the following statements:   “Our income taxes are the greatest source of revenue, but if everybody’s using Bitcoin, the government doesn’t know what your income…

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