Category Archives: Quant Analytics

Quant Analytics

Should alt quant based hedge fund be part of Fintech ?

Should alt quant based hedge fund be part of Fintech ? What is Fintech? I mean seriously. It is so general and vague which can include anything. From the articles and images I included below, one would think payment processors to alternative lenders. It also include crypto currency like Bitcoin. Could you not include starts…

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Are physics formulas too complicated for automated trading

Are physics models sufficient for algorithmic trading? When I posted this on my Facebook profile, here are some of the commentary I got:   I know all that I still lose in the stock market! … stocks markets are run by understanding simple street wise business sense…. not this sh*t! mostly because those formulas are…

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Are physics formulas too complicated for trading

Are physics formulas too complicated for trading Let me know what you think of this ?? 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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Market Making and Mean Reversion research paper PDF

Market Making and Mean Reversion research paper PDF This came in from my Telegram private group https://www.cis.upenn.edu/~mkearns/papers/marketmaking.pdf 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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Deep learning for bond pricing 

Deep learning for bond pricing This could be good for deep recessions unless the nut bars at ECB love those negative rates https://www.linkedin.com/pulse/deep-learning-neural-networks-bond-pricing-gaurav-singh/ 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 secret sauce walkthru staying online until end of Tues Oct 17

Portfolio optimization secret sauce walkthru staying online until end of Tues Oct 17 Here is all the secret sauce walkthrough staying online until end of Tues Oct 17 (Eastern Standard Time) NOTE Become a Quant Analytics member by purchasing here NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t…

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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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How to Learn Advanced Math Without Going to University

How to Learn Advanced Mathematics Without Going to University Interesting article series for those who not going to university https://www.quantstart.com/articles/How-to-Learn-Advanced-Mathematics-Without-Heading-to-University-Part-1 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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Do you live in the era of Quant 3.0?

Do you live in the era of Quant 3.0? Living in the Era of Quant 3.0 it is now about why your models fail and when they will fail. I thought quants were smarter than that https://www.bloomberg.com/view/articles/2017-09-25/living-in-the-era-of-quant-3-0   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as…

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Is regression trendline best technical analysis trading indicator for position entry

Is regression trendline best technical analysis trading indicator for position entry This is for the simplest forex trading strategy for market position  entry. What other indicators would you run in parallel for this? I do have my 2 Dukascopy very affordable courses to help you prepare for this sort of stuff https://www.dailyfx.com/forex/education/trading_tips/daily_trading_lesson/2014/10/24/Trend-Following-with-Regression-Channels.html https://www.dukascopy.com/client/javadoc/com/dukascopy/api/IIndicators.html Note: regression…

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