Category Archives: Quant Books

Quant Books

Source code for Rob Carver hot automated trader

Source code for Rob Carver hot automated trader

Here is the latest coding project rom Rob Carver. Someone in my Meetup group tonite said his portfolio has not performed too well in the last few weeks

https://github.com/robcarver17/pysystemtrade

Systematic Trading by Robert Carver

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Adaptive Markets book: Financial Evolution at the Speed of Thought

Adaptive Markets book: Financial Evolution at the Speed of Thought

Very important book to understand the fundamentals on how the markets flow

Thanks to Sholom B for sending

https://www.amazon.com/dp/0691135142/ref=rdr_ext_sb_ti_hist_2

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 can a beginner get started with quant trading?

How can a beginner get started with quantitative trading?

Pretty good tips on this query found on Quora

How can a beginner with little mathematical/no prior trading experience break into quantitative analysis and algo trading?

Is it possible to teach yourself quant-level math/programming skills? How so? Which books should I read? I mainly want to do this on my own. Is that possible?

https://www.quora.com/How-can-a-beginner-get-started-with-quantitative-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!

Baruch MFE Advanced C++11/14 and Multidisciplinary Applications Certificate

Baruch MFE Advanced C++11/14 and Multidisciplinary Applications Certificate

We are happy to announce that the “Advanced C++11/C++14 and Multidisciplinary Applications” Online Certificate is now open for enrollment, a second step in C++ education after the “C++ Programming for Financial Engineering” Online Certificate which has been completed by over 1,000 students from more than 30 countries.

Key Points

  • content developed by best-selling author Dr. Daniel Duffy
  • delivered entirely online by QuantNet
  • personal teaching assistant for every student
  • private forum to interact with teaching assistants and colleagues
  • time frame: 20 weeks to complete the certificate
  • tuition cost: $1,950
  • register anytime at https://www.quantnet.com/advancedcpp/

Target Audience

  • experienced C++ developers who wish to learn and apply design techniques in a multi-paradigm programming environment
  • people who completed the Baruch MFE C++ Programming for Financial Engineering Online Certificate
  • people with intermediate or advanced C++98 knowledge and who wish to learn C++11/C++14

Topics Covered (selected)

  • C++ multi-threading, concurrency, parallel, and network programming
  • Boost C++ libraries
  • popular design and system patterns based on the object-oriented model
  • defined process to architecting, design and implementation of complex software systems  (based on a combination of Structured Analysis, System patterns and C++11)

Full access to Level 1 materials available prior to enrollment:
Videos: https://www.quantnet.com/media/categories/level-1-videos.12/
Homework: https://www.quantnet.com/threads/level-1-hw-lecture-video-notes.23906/
Forum: https://www.quantnet.com/forum/adv-level-1.117/

Registration: https://www.quantnet.com/advancedcpp/
(QuantNet account required in order to register. It is strongly suggested to access Level 1 materials prior to enrollment.)

We look forward to answering your questions about the course.

Best regards,

Andy Nguyen

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!
meetup media

Introducing new groups and quant trading learning

Introducing new groups and quant trading learning

Here are all the links I describe in my video

https://www.bloomberg.com/

https://itunes.apple.com/ca/app/bloomberg/id281941097?mt=8

The TORONTO FOREX Traders Group

Markham, ON
1,035 TO Forex Traders

Meet other local people who are interested in Forex (Foreign Exchange) Trading and education. Gather and discuss trading Forex professionally, exchange ideas about strategy, t…

Check out this Meetup Group →

Toronto .NET Developer Meetup

Toronto, ON
638 Members

This group was created to give Toronto .NET Developers an opportunity to meet and network. It will allow developers an opportunity to meet face-to-face and share best practice…

Check out this Meetup Group →

Quant Finance

Toronto, ON
1,455 Members

Quant Finance group talking hedge fund, investment, quant analytics, and quant tech development. This includes MatLab, C++, C#/.NET, Java, Excel, VBA, Python, R, etc. I would …

Check out this Meetup Group →

https://www.youtube.com/user/quantlabs/playlists

https://www.instagram.com/quantlabsnet/

http://quantlabs.net/blog/

Trade Like a BOSS

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Equity Management: Quant Analysis for Stock Selection

 

Anyone know this book? Is is like an essay collection of sorts

https://www.amazon.ca/Equity-Management-Quantitative-Analysis-Selection/dp/0071346864

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!

Crucial review of C++ Concurrency in Action Book review for potential HFT

Book review CPP Concurrency in Action

I will have a video to explain this useful book

http://moodycamel.com/blog/2013/a-fast-lock-free-queue-for-c++

https://www.amazon.ca/C-Concurrency-Action-Practical-Multithreading/dp/1933988770#reader_1933988770

https://www.manning.com/books/c-plus-plus-concurrency-in-action

https://github.com/iZhangHui/CCiA

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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!

Who knows C++ multi-core programming book

Who knows this C++ multicore programming book

Happy New Year. Welcome to 2017. I hope it will be a much more productive year for most of us despite it being my best year yet. I have just not been very happy with the results thus far so I am expediting my implementation even faster.

As some of you know, I have been looking at Intel Threading Building Blocks also known as TBB,  but after my first implementation from the Flow Graph has resulted in compiler errors which are quite complex. As a result, I need to revisit a few books on low level, multi threading environments using C++.

I have a rare request from all those that have read this newsletter on a daily basis. Thanks to those who have stayed committed. Anyhow, I have come across an old school book about multicore processing done in C++. I’m just wondering if anybody has read it to see what they thought. I’m actually wondering if there is a more up-to-date version equivalent of this book.

Here is the book info

As said, let me know if you are aware of any equivalent more modern books.

Thanks

Bryan

PS. I did not realize today was a nonworking day for those in North America. I was trying to figure out why the streets were quiet today but now I know. It was is day off in lieu New Year’s Day falling on Sunday. As a result I have decided to extend the sale from yesterday. Here are the details:

I actually opened up the email thingy to invite you to an introductory promo with 24 hours left!

  • I will be switching over from our Quant ELITE service to the newer Quant Analytics in the next few months. Enjoy the last of coding demos and video walkthroughs learning R, math, Matlab, .NET, serious secretive research papers from biggest the banks and hedge funds, building out new open source trading, etc etc. I could go on with this but I it will also permanently disappear in coming months.
  • We are currently doing a futures/options course taking us up to the the first week of February. This will turn into a new separate course in coming months as well.
  • This will be replaced with an entirely different service. It will involve actual live trading analysis for all major asset classes in the this global market. It will cover all forex, pair trading/arbitrage stock trading, and options with futures. Exciting times ahead
  • I have unbundled the Infrastructure Building Blocks and Interactive Brokers API workshop. These are not  yet for sale individually but will be marketed at $497 each. Moving forwards, both will be used as an introduction to those who want to to build out the same high speed system I am constructing now. That is an extra $1000 value as of today. If you take this, I will  give you access to both for 30 days.
  • Not only that, I am doing a 2 for 1 deal for those interested in this new service. As this new service advances, I will be raising the cost on a monthly basis. This time next year, this Analytics service could be about $3k to join on an annual basis. If it works out, I do believe it will be worth a lot more.  I will only be making myself available personally for my members through this service with live private event Mondays nights Eastern Standard time.


As said, if this works out, You can expect it to go up over the next few months after introduction. I will be holding this promotion until Jan 1, 2017.

>>> GET THis OFFER NOW

P.P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Twitter: twitter.com/quantlabs
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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!

Dr Ernie Chan’s new machine learning book

Dr Ernie Chan’s new machine learning book

This will be a definite read I need to know for my intro to this popular topic

As I was poking on Dr. Ernie Chan’s website,I found this:

Ernie’s third and latest book Machine Trading: Deploying Computer Algorithms To Conquer the Markets covers a variety of advanced quantitative trading and investment techniques from state space models to machine learning, applicable to a variety of instruments from ETF’s to options. Readers will find most of the materials quite accessible to anyone who has some experience in a quantitative field.

This book can be treated as a continuation of my first two books, with coverage on topics that I have not discussed
before, but it can also be read independently. Software codes for all the described strategies can be found on epchan.com/book3.

Advance praise for Machine Trading:

“It is easy to make simple ideas complex. It is far more difficult to make complex ideas seem simple. In this book, Ernie has done exactly that. I cannot think of any trader who would not benefit from reading Machine Trading”   – Euan Sinclair, partner at Talton Capital Management and author of “Volatility Trading”.

Available for pre-order now at Amazon.com.

http://www.epchan.com/books/

Updated: Comment for this book on Bitcoin

Another surprise was a chapter on bitcoin which had possible trading strategies on the crypto-currency. One of the advantages of bitcoin for analysis is that the order book is open and each trade specifies whether it was a buy or sell.

https://www.amazon.com/Machine-Trading-Deploying-Computer-Algorithms/dp/1119219604/ref=sr_1_fkmr1_1?ie=UTF8&qid=1489334817&sr=8-1-fkmr1&keywords=ernie+chan+machine+learning

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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!

Algo and HFT (Math, Finance and Risk) book

Algo and HFT (Math, Finance and Risk) book

This was a comment from a Quant Elite member via Facebook so thanks to him for sending

https://www.amazon.com/Algorithmic-High-Frequency-Trading-Mathematics-Finance/dp/1107091144

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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!