Category Archives: Featured

Which is your algo trading preference non programming or langiages like R or Python

Which is your algo trading preference non programming or langiages like R or Python

Which is it? Your choices

https://www.dukascopy.com/swiss/english/forex/Visual/features/

https://www.r-project.org

https://www.python.org

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Equity/bond correlations – past and future

Quantlabs is pleased to be partnering with Savvy Investor, the world’s leading knowledge network for institutional investors. You may wish to consider joining their platform – it’s entirely free.

The most important number you rarely think about

For most of the 21st Century, equity and bond returns have been negatively correlated, allowing multi-asset investors to rely on their complementary behaviour to moderate volatility and drawdown risk. However, history shows that the period from 2000-2017 has been an exception to the rule. For most of the previous 200 years, equities and bonds had a positive correlation – they tended to move in the same direction.

As the direction of monetary policy changes, how will correlations be affected? Below we list some of the best papers, curated by the Savvy Investor research team, which explore stock-bond correlations in more detail:

Balanced portfolios: Safer without bonds? (Hermes IM, Jan 2018)
Investors in balanced portfolios have previously been able to rely on the complementary behaviour of stocks and bonds to moderate volatility and drawdown risk. However, this may be the exception to the rule.

Stock/Bond Correlations: Relationship Troubles (UBS AM, Feb 2018)
UBS’s Investment Insights document considers the correlation between bonds and equities, its drivers and the likelihood that we are entering a new and higher correlation regime between these two core asset classes.

Do bonds diversify equity risk? (Wellington, Feb 2017)
Due to higher correlations of government bonds to equities, the risk mitigating benefit of holding these assets has diminished. Wellington believes investors should consider using alternative strategies for risk diversification.

Stocks/Bonds: The Fire and Ice Debate (Man Group, March 2017)
The last 20 years have seen negative correlations between stock and bond prices. This is against the precedent of history: for the preceding 250 years the correlation was consistently positive. Man Group investigates why this is the case.

A Century of Stock-Bond Correlations (RBA, 2014)
This study by the Reserve Bank of Australia examines stock and bond correlations and their drivers in order to draw conclusions about changes in correlation over time.

The equity-bond correlation – the most important number you rarely think about (AON Hewitt, 2014)
The stock-bond correlation is a vital assumption. AON Hewitt models correlations in this paper dynamically, in order to capture the range of outcomes they can take and their variation over time.

Trends in Stock-Bond Correlations (RIETI, 2015)
This paper discusses long-run trends in comovements in stock and bond market returns, examining the impact of stock market volatility, interest rates, yield spreads, VIX and flight to quality behaviours upon equity/bond correlations.

Treasuries for the Long Run (Callan, Jan 2018)
With many asset owners considering an allocation to long-term Treasuries, this paper by Callan reviews historical data and concludes that long-term Treasuries have a mixed record of offsetting equity risk.

Science and Art: A Framework to Unlock Multi-Asset Opportunities (AB, 2017)
For regulatory reasons, this paper is available only in the USA
Unconstrained, dynamic, integrated multi-asset solutions must be developed to address unwanted risk/return exposures and other asset allocation issues that arise from simple off-the-shelf portfolio combinations.

Two-Dimensional Risk Models Create Full Picture (William Blair blog, Feb 2018)
William blair uses two proprietary, forward-looking risk models to guide portfolio construction. This article explains how they quantify the present day unusual risk environment.

Inflation and the Stock Market: Understanding the ‘Fed Model’ (Bekaert and Engstrom, 2008)
In the US, high expected inflation has coincided with higher equity yields. This study shows that countries with a high incidence of stagflation should have relatively high correlations between bond yields and equity yields.

 

About Savvy Investor

Savvy Investor is the world’s leading resource hub for the institutional investors. Since launch in March 2015, more than 25,000 members from across the globe have registered for the site, with 200 new members joining every week. Join today for free to access over 20,000 investment white papers and an extensive global investment conferences directory.

 

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!

Premium Data & Algo Trading with Ernie Chan | Live in Toronto

Join us live in the heart of Toronto as we team up with professional quant traders Dr. Ernest Chan* and Bryan Downing* to bring you a FREE algorithmic trading event utilizing FXCM data and technology. Ernie Chan will present on how to use FXCM’s tick data combined with his Order Flow methodology to enhance your trading strategy and help predict where you should position yourself in the market to take advantage of future price action.

 

Where: Courtyard Marriott Downtown Toronto | 475 Yonge St, Toronto, ON M4Y 1X7, Canada

When: Tuesday, May 22 2018

Time:  6:00PM to 9:00PM

*Check in begins at 6. First talk will begin promptly at 6:15!

 

 

·         Learn how alternative data can be used to improve your trading strategy

·         Network with local quantitative traders in your area and hear from quant experts
·         Discover FXCM’s REST API and learn about the product landscape.
·         Gain exclusive access to FXCM’s premium data

 

Seating is limited, so register now!

 

 

REGISTER HERE ONLY:

or

*** Friedberg Direct is a division of Friedberg Mercantile Group Ltd., a member of the Investment Industry Regulatory Organization of Canada (IIROC), the Canadian Investor Protection Fund (CIPF), and all Canadian Exchanges. Friedberg Mercantile Group Ltd. is headquartered at 181 Bay St., Suite 250, Toronto, ON M5J 2T3, Canada.

Accounts are opened with and are held by Friedberg Direct which clears trades through a subsidiary of the FXCM group of companies [collectively the “FXCM Group”]. Customers of Friedberg Direct may, in part, be serviced through subsidiaries of FXCM Group. The FXCM Group does not own or control any part of Friedberg Direct and is headquartered at 20 Gresham Street, 4th Floor, London EC2V 7JE, United Kingdom.

Trading forex/CFD’s on margin carries a high level of risk and may not be suitable for all investors as you could sustain losses in excess of deposits. Leverage can work against you. Do not speculate with capital that you cannot afford to lose. Be aware and fully understand all risks associated with the market and trading. Prior to trading any products offered by Friedberg Direct, carefully consider your financial situation and experience level. Friedberg Direct may provide general commentary which is not intended as investment advice and must not be construed as such. Please seek advice from a separate financial advisor. Friedberg Direct assumes no liability for errors, inaccuracies or omissions; does not warrant the accuracy or completeness of the information, text, graphics, links or other items contained within these materials. Please read and understand the “Terms and Conditions” on Friedberg Direct’s website prior to taking further actions.

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!

r 2.15 with focus and Python join forces for cross over event for any programmer

R and Python join forces for cross over event for programmers

This appears to be worth watching as there seems to be this resurgence in R.This will use versions is r 2.15 with focus
Read Now

Just a reminder on this course

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, et. This is the same as rstats found on R-Bloggers

All the details of the course here

Access Now

So here we go, I will be holding the Python 3 Infrastructure Building Blocks LIVE Q&A Bootcamp Workshop this SATURDAY MAY 12. I need to make it early starting at 10AM Eastern Standard Time. This is the same time as New York City! Based on my previous version of this, I would allocate around 5-6 hours for this entire event. Also,

The topics covered are explained here:

Automate Your Trading Now with Python

Also, this event will take place once which means the replay will become a bonus in the course itself.

Do realize this is primarily to focus on live questions so I need to get them before May 12. Please send them to me by May 10. This is one week from the time of this announcement.

If you are new to this, I would strongly recommend to learn these topics right away with your access. As said, the focus will be on answering your detailed questions so get everything compiled by May 10.

Thanks Bryan

 

 

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, etc

MAY 12 set for python 3 Infrastructure Building Blocks LIVE Bootcamp and Workshop

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!

R and Python join forces for cross over event for programmers

R and Python join forces for cross over event for programmers

This appears to be worth watching as there seems to be this resurgence in R

R and Python are joining forces, in the most ambitious crossover event of the year—for programmers

 

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 out all our R stats and programming courses rstats

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, et. This is the same as rstats found on R-Bloggers

All the details of the course here

http://quantlabs.net/academy/buy-all-of-our-r-courses/

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!

FINAL HOURS

Hello Bryan,

Today is the last chance:

Python Infrastructure Building Blocks Course for $197 → This will go up to $247 tomorrow sometime

ELITE 3 month change from 4 month (1 month bonus) to 3 month

May 12 will be the next major LIVE workshop which I don’t do a lot. I will not be repeating this workshop again!

So here we go, I will be holding the Python 3 Infrastructure Building Blocks LIVE Q&A Bootcamp Workshop this SATURDAY MAY 12. I need to make it early starting at 10AM Eastern Standard Time. This is the same time as New York City! Based on my previous version of this, I would allocate around 5-6 hours for this entire event. Also,

The topics covered are explained here:

http://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

Also, this event will take place once which means the replay will become a bonus in the course itself.

Do realize this is primarily to focus on live questions so I need to get them before May 12. Please send them to me by May 10. This is one week from the time of this announcement.

If you are new to this, I would strongly recommend to learn these topics right away with your access. As said, the focus will be on answering your detailed questions so get everything compiled by May 10.

If you are new, I have a standalone version of this course where you can get access. That is available in the above live link URL.

Advanced Dukascopy API and JForex courses coming

If you are wanting to advance your knowledge, my next course content will address the advanced topics of learning Dukascopy API and JForex. Everything can only be accessed with Java for automated forex or CFD trading. There will be some videos made available in coming days. I will be creating another similar bootcamp as this Python one for May 26. Yes, this is Memorial Day for Americans but realize Dukascopy will not accept them as customers anyhow. Just remember this is tentative but I should be finalizing the content and dates in coming days as well.

As mentioned above you can sign up for the above course for the May 12 Python bootcamp. If you are interested in expanding into other brokers or languages, you may want to explore this Dukascopy option. I also just confirmed FXCM can work with Python as well. I created a new module for this in the Python course.

Best value is ELITE

To get onto both of these tracks, I would recommend to go for the ELITE. It enables you to get everything for a quarter or a year depending on your budget. Here are the links

3 Month ELITE ← This is on my general new store

or FULL ANNUAL ELITE for everything over the next 12 months

Future topics will include machine learning and advanced crypto as I attack it. These will most likely Python software development.

Also, do realize with the ELITE service gives you get access to my Interactive Brokers and Futures/Options course. This enables you fully understand the powerful foundation in trading arithmetically. Oh, don’t forget you get access to Quant Analytics as well.

I am about to start up the Facebook advertising. If all goes well, I can guarantee that the current rates may go up. In fact, if there is enough demand I would hope to at least double all current rates since the incredibly high calibre of members that are joining in the last few weeks.

Thanks Bryan

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!

Final NOTICE

Today is the last chance:

Python Infrastructure Building Blocks Course for $197 → This will go up to $247 tomorrow sometime

ELITE 3 month change from 4 month (1 month bonus) to 3 month

 

May 12 will be the next major LIVE workshop which I don’t do a lot.
I will not be repeating this workshop again! 

 

So here we go, I will be holding the Python 3 Infrastructure Building Blocks LIVE Q&A Bootcamp Workshop this SATURDAY MAY 12. I need to make it early starting at 10AM Eastern Standard Time. This is the same time as New York City! Based on my previous version of this, I would allocate around 5-6 hours for this entire event. Also,

The topics covered are explained here:

http://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

Also, this event will take place once which means the replay will become a bonus in the course itself.

Do realize this is primarily to focus on live questions so I need to get them before May 12. Please send them to me by May 10. This is one week from the time of this announcement.

If you are new to this, I would strongly recommend to learn these topics right away with your access. As said, the focus will be on answering your detailed questions so get everything compiled by May 10.

If you are new, I have a standalone version of this course where you can get access. That is available in the above live link URL.

Advanced Dukascopy API and JForex courses coming

If you are wanting to advance your knowledge, my next course content will address the advanced topics of learning Dukascopy API and JForex. Everything can only be accessed with Java for automated forex or CFD trading. There will be some videos made available in coming days. I will be creating another similar bootcamp as this Python one for May 26. Yes, this is Memorial Day for Americans but realize Dukascopy will not accept them as customers anyhow. Just remember this is tentative but I should be finalizing the content and dates in coming days as well.

As mentioned above you can sign up for the above course for the May 12 Python bootcamp. If you are interested in expanding into other brokers or languages, you may want to explore this Dukascopy option. I also just confirmed FXCM can work with Python as well. I created a new module for this in the Python course.

Best value is ELITE

To get onto both of these tracks, I would recommend to go for the ELITE. It enables you to get everything for a quarter or a year depending on your budget. Here are the links

3 Month ELITE ← This is on my general new store

or FULL ANNUAL ELITE for everything over the next 12 months

Future topics will include machine learning and advanced crypto as I attack it. These will most likely Python software development.

Also, do realize with the ELITE service gives you get access to my Interactive Brokers and Futures/Options course. This enables you fully understand the powerful foundation in trading arithmetically. Oh, don’t forget you get access to Quant Analytics as well. 

I am about to start up the Facebook advertising. If all goes well, I can guarantee that the current rates may go up. In fact, if there is enough demand I would hope to at least double all current rates since the incredibly high calibre of members that are joining in the last few weeks.

Thanks Bryan 

 

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 install open source ccxt Python package for your crypto currency or Bitcoin custom bot

How to install open source ccxt Python package for your crypto currency or Bitcoin custom bot
Here are the links used in this 5 minute video
https://github.com/ccxt/ccxt/tree/master/python/ccxt
https://www.youtube.com/user/quantlabs/search?query=ccxt
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!

MAY 12 set for python 3 Infrastructure Building Blocks LIVE Bootcamp and Workshop

So here we go, I will be holding the Python 3 Infrastructure Building Blocks LIVE Q&A Bootcamp Workshop this SATURDAY MAY 12. I need to make it early starting at 10AM Eastern Standard Time. This is the same time as New York City! Based on my previous version of this, I would allocate around 5-6 hours for this entire event. Also,

The topics covered are explained here:

http://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

Also, this event will take place once which means the replay will become a bonus in the course itself.

Do realize this is primarily to focus on live questions so I need to get them before May 12. Please send them to me by May 10. This is one week from the time of this announcement.

If you are new to this, I would strongly recommend to learn these topics right away with your access. As said, the focus will be on answering your detailed questions so get everything compiled by May 10.

If you are new, I have a standalone version of this course where you can get access. That is available in the above live link URL.

Advanced Dukascopy API and JForex courses coming

If you are wanting to advance your knowledge, my next course content will address the advanced topics of learning Dukascopy API and JForex. Everything can only be accessed with Java for automated forex or CFD trading. There will be some videos made available in coming days. I will be creating another similar bootcamp as this Python one for May 26. Yes, this is Memorial Day for Americans but realize Dukascopy will not accept them as customers anyhow. Just remember this is tentative but I should be finalizing the content and dates in coming days as well.

As mentioned above you can sign up for the above course for the May 12 Python bootcamp. If you are interested in expanding into other brokers or languages, you may want to explore this Dukascopy option. I also just confirmed FXCM can work with Python as well. I created a new module for this in the Python course.

Best value is ELITE

To get onto both of these tracks, I would recommend to go for the ELITE. It enables you to get everything for a quarter or a year depending on your budget. Here are the links

3 Month ELITE ← This is on my general new store

or FULL ANNUAL ELITE for everything over the next 12 months

Future topics will include machine learning and advanced crypto as I attack it. These will most likely Python software development.

Also, do realize with the ELITE service gives you get access to my Interactive Brokers and Futures/Options course. This enables you fully understand the powerful foundation in trading arithmetically. Oh, don’t forget you get access to the Quant Analytics service as well.

I am about start up the Facebook advertising. If all goes well, I can guarantee that the current rates may go up. In fact, if there is enough demand I would hope to at least double all current rates since the incredibly high calibre of members that are joining in the last few weeks.

 

course and quant analytics with live demo of trading charts and Python source code

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!