Category Archives: Quant Analytics

Quant Analytics

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

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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/

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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)

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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/

 

 

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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

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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

 

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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 <— most appropriate line but available in Visual Jforex but part of Jforex
in visual jforex (under trend indicator):
fib pivot not appropriate
trend envelope most appropriate
wadded at may work combine with trend envelope

Dukascopy Visual JForex for NON programming to do algo forex trading

Dukascopy Tools and API development for Algo forex trading

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Top quant trade idea this week

Ensure to read this entire email for all the most recent useful news posted over the last 24 hours

Top quant play idea this week

This ain’t mine but from someone at http://economictimes.indiatimes.com/

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From a previous Meetup presented by SHolom B
Sholom B felt he did one of his best presentations for the group on Monday night. Here is the video.
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Overview of Your Python Infrastructure Building Blocks

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Learn the important components for building an algorithmic trading system from scratch. This has been built for newbies using the easiest programming language called Python.

 

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Python Algo Trading Course LIVE Workshop
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South Africa no potentaial with political risk while Sri Lanka equit flow dropped

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There was a pretty nice posting on Bitcoin historical trading data posted in this chat room.
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Top quant play idea this week

Top quant play idea this week

This ain’t mine but from someone at http://economictimes.indiatimes.com/

http://economictimes.indiatimes.com/markets/stocks/news/top-quant-play-ideas-for-the-week/articleshow/60726579.cms?from=mdr

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