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.
As said, let me know if you are aware of any equivalent more modern books.
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.
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.
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.
You will notice that my second Meetup of ‘R Matlab User group’ was inadvertently closed by Meetup.com. After 5 years of work with no issue and one POS complaint, the group is closed. If things get out of hand, I would recommend you to join my Facebook Quant Programming group at: