Category Archives: Quant Development

Quant Development

Hedge funds embrace machine learning—up to a point

Hedge funds embrace machine learning—up to a point

What are they?

https://www.economist.com/news/finance-and-economics/21732147-investing-more-artificial-intelligence-need-not-mean-less-human

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Chat with a trader: Python Quants

If you want to start or continue working with Python as a group. I would recommend start looking into this group who set the standard somewhat for Python algo traders. There are others who seem to set the stand but they are not doing well in terms of trading performance. This same standard group keep cutting back on their features. If you want to something more standardized, check this group out.
Listen to this interview now
As said, I have just raised the price for all my courses which will be featured in a completely different way. More news will be coming on that in a few days with new marketing videos to showcase this product.

 

Thanks for reading,

Bryan

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Project Jupyter and Interactive Computing with Python C++

Project Jupyter and Interactive Computing with Python C++

This is the future stack for most trading technologies

https://blog.jupyter.org/interactive-workflows-for-c-with-jupyter-fe9b54227d92

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Get Dukascopy JForex strategy to connect into Redis NOSQL

Get Dukascopy JForex strategy to connect into Redis NOSQL

You can now load a Java strategy connecting into Redis within JForex

Here is Java code:

TestRedis.java

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Programmer wrote scripts to secretly automate a lot of his job

Programmer wrote scripts to secretly automate a lot of his job

and email his wife and make a latte

http://www.businessinsider.com/programmer-automates-his-job-2015-11

 

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!

LATEST HUGE sad changes over at Interactive Brokers

Here is the latest from XLQ the Excel spreadsheet thingy for market data with TA. Please note the crucial changes to Interactive Brokers!

Xlq 5.9 is available for download from http://www.qmatix.com/XLQ_Download.htm

 

What’s New

 

Interactivebrokers

 

XlqPlus now works with the latest interface to Interactivebrokers and will automatically return delayed quotes (if available for the symbol) if you do not have a real-time subscription. Even though delayed pricing can be returned, to receive historic data / backfill or other values a real-time subscription is still required.

 

One oddity I noticed is if  the symbol is in tws and is showing the “delayed  data” button, you will not get prices until you enable the delayed quotes and re-request the symbol in xlq. If the symbol is already enabled, or is not in tws, the delayed data is returned automatically. If tws shows only “Market Data Subscription Manager” and not “Delayed Data”, the delayed data will not be available for that symbol.

 

Yahoo!

 

Yahoo day quotes are again available. On November 1 Yahoo stopped their old day quote download service, and xlq 5.81 was prepared with Yahoo removed. It appears that they have developed a new service returning many of the fields that were available previously and those that are no longer available have been removed. With no additional information available on this new interface it is possible there could be further changes. As a result, there is now an option in xlq preferences / data source specific / Yahoo to “Enable as day source”, which is set to yes. If set to no, it would be as if yahoo day data was removed as a source from xlq and can avoid trying to connect etc. if anything changes or stops.

 

The formulae no longer supported are xlqShortRatio, xlqDivPerShare, xlqPricePerSales, xlqEPSEstNextYear, xlqEPSEstNextQtr, xlqPEGRatio and xlqEBITDA.

 

<unused>

 

A new source “<unused>” has been added to xlq which can be used to disable any request, including for historic formulae. This will allow for example in xlqCompanion to turn off day requests, either as default or per row. Note, if the trailing stop preferences setting is set to use only historic data, the trailing stop will then calculate up till the last close and requires no reliance on day data. The source can also be referenced in excel.

 

#Name when opening an xls from a link

 

Until the problem introduced in recent updates to excel is resolved, a workaround has been included which should avoid seeing #Name when opening an excel file when clicking on a link. When opening via a link, com addins are only being loaded after the workbook is initialized, rather than before as should be the case. For an alternative fix to change the order, or for more info see http://www.qmatix.com/XLQ_Support.htm

 

xlqLite

 

xlqPlus has long been the license of choice for most new users, so due to the evolving market I will end the sale of new xlqLite licenses around the end of the year. Existing xlqLite license will continue to be supported and may be renewed etc. So if you want to repurchase a new xlqLite license, you should do so in the next couple of weeks.

 

Gratuity

 

By request I have added a tip button (accessible on the right of most of the webpages). Xlq support is free but as the support often goes beyond that of xlq or the time helping on something can exceed the cost of xlq, or someone wants to show their appreciation after including their request in xlq,  I am asked how a complimentary payment may be made. The gratuity order can now be used for that at your discretion.

 

Other

 

The historic data files have already been updated to handle upcoming features and are not compatible with prior versions so if upgrading from a prior version the data files will be replaced and the data re-retrieved as needed.

 

….

 

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Older open source from Renaissance Technologies

 

Older open source from Renaissance Technologies

This can be found on Github

https://github.com/silpol/mrsync

https://github.com/addisonw/mrsync-mac/blob/master/mrsync-mac/rtt.c

Compensation program

https://www.forbes.com/sites/nathanvardi/2017/05/08/inside-the-employment-agreement-of-secretive-hedge-fund-renaissance-technologies/

 

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!

Tough interview questions for RenTech HFT job

Tough interview questions for RenTech HFT job
i would not get into the front door with these tough ones

Hint: You better be master at C++ and Linux hardcore

https://www.glassdoor.ca/Interview/Renaissance-Technologies-LLC-Interview-Questions-E19369.htm

 

 

 

 

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Intro Deep Learning with Python, TensorFlow and Keras

Intro Deep Learning with Python, TensorFlow and Keras

This looks like the best page to learn how to apply math to machine learning

https://sandipanweb.wordpress.com/2017/11/25/some-deep-learning-with-python-tensorflow-and-keras/amp/

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!