Category Archives: Quant Opinion

Webinar: Python algo trading system with Bitcoin an crypto currency overview

Webinar: Python algo trading system with Bitcoin an crypto currency overview

Let’s chit chat about this course I have created.

Here is where you can find the outline.

This can be found here with a detailed video below
http://quantlabs.net/blog/2018/03/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

Zoom.US info details below. I am thinking of streaming this on my Youtube channel at Youtube.com/quantlabs at this time instead of the Facebook group.

 

You are invited to a Zoom webinar.
When: Mar 26, 2018 7:00 PM Eastern Time (US and Canada)
Topic: Python algo trading system with Bitcoin an crypto currency overview

Please click the link below to join the webinar:
https://zoom.us/j/574479815

Or iPhone one-tap :
US: +16699006833,,574479815# or +16465588656,,574479815#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 669 900 6833 or +1 646 558 8656
Webinar ID: 574 479 815
International numbers available: https://zoom.us/zoomconference?m=zrBXTaEby6bD81Q2hevDPAIpZlwB6X8G

 

Thanks

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!

Survey on which day for LIVE Automated Trading Training sessions

Survey on which day for LIVE Automated Trading Training sessions

I got a NEW poll running for the upcoming best day of the week to do live learning sessions for people who want it. Here is the question.

 

If you were really serious about learning automated or algo trading, which day of the week works best for you to LEARN LIVE? (Next poll will deal with time)

 

I have posted this survey on my Facebook group. I am not updating the group on purpose so you can easily find this survey. You will need to become an approved FREE member if you are not of this group. I also have over 10,500 members so you are not a member of this group. Also, this is where most of my latest news and engagement goes as well

 

Find the this latest survey in this group at:

 

https://www.facebook.com/groups/quantlabsnet/

 

Thanks

 

P.S. Thur and Saturday seems most popular but have your say by participating now. As always you can respond to this email as well in which days which works for you for LIVE TRAINING sessions. 

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 this Monday?

Hi there

Long time no speak.

Sorry for the last minute notice but if you are open for Monday, come on out to our Meet trading social. Details are below.

• What we’ll do
I am putting together the data for this Monday for our April social. It is a way for all of us human or automated trader to get together socially to talk about our latest endeavors. Sorry for being last minute but I have been ‘snowed under’ for the last 8 weeks.

• What to bring
eat and socialize

• Important to know
eat and socialize

Monday, April 2, 2018
7:00 PM to 11:00 PM

 

 

Jack Astors

5051 Yonge St · Toronto, ON

https://www.meetup.com/TOForexTraders/events/248571949/

https://www.meetup.com/quant-finance/events/248571829

Thanks Bryan

 

 

 

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!

Primary asset classes you are currently trading or looking at for maximum profit potential

 

I have here a crucial survey to help focus on asset classes for you. Let me know what you think. This can be found my Facebook group of over 10500 folks.  See below the group link on Facebook to find this.

Important survey! What are the primary asset classes you are currently trading or looking at for maximum profit potential?

Voters for this option
Voters for this option
Voters for this option
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!

Long-term return forecasts 2018 via industry reports

Long-term return forecasts 2018 via industry reports

This article was posted yesterday

Long-term return forecasts 2018

 

 

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!

Long-term return forecasts 2018

Long-term return forecasts 2018

Quantlabs is pleased to be partnering with Savvy Investor, the world’s leading knowledge network for institutional investors. You may wish to consider joining their platform – it’s entirely free.

“Expected” returns across the world’s major asset classes

Long-term return forecasts are key inputs into many asset allocation models. Here we’ve listed some of the top papers, published in the last few months, which provide long-term return expectations for the main asset classes.

At the end of the list, we’ve included a few papers that examine longer-term themes, such as secular trends, demographic drivers and disruptive technology.

2018 Long-Term Capital Market Expectations (Franklin Templeton Investments)
(EMEA only)
In their 2018 Long-Term Capital Market Expectations paper, Franklin Templeton uses forward estimates of economic data (not just historical performance) to generate return expectations over a time frame of the next 5 to 10 years.

Five-Year Expected Returns 2018-2022: Coming of Age (Robeco, Sept 2017)
Robeco forecasts their 5-year expected returns for all asset classes, focusing on boad trends such as secular stagnation, volatility, passification, the Eurozone, and the origin of returns.

Five-Year Outlook 2018-2023 (BMO Global Asset Management, Dec 2017)
BMO’s Five-Year Outlook considers scenarios and opportunities relevant to investment managers, including themes such as demographics and labor supply, populism, innovative technology, and the global economic outlook.

SSGA Long-Term Asset Class Forecasts, Nov 2017
SSGA combines their assessment of economic growth, inflation, current valuations, and risk premia in order to generate their long-term total return estimates. Short-term forecasts from tactical asset allocation models are also included.

Long-run asset class performance: 30yr return forecasts (2017-46) Schroders
Schroders presents their 30-year return forecasts for a host of asset classes. Their methodology is based on a series of building blocks and estimates of risk premia. Also included within are country-specific return expectations for Asia.

2018 Long-Term Capital Market Assumptions (JP Morgan AM, Oct 2017)
This 2017 edition of JP Morgan’s Long-Term Capital Market Assumptions report explores secular themes such as technology, demographics, and cyclical factors that they expect to influence returns over the next 10 to 15 years.

Capital Market Assumptions (BlackRock, Nov 2017)
In this quarterly update, Blackrock describes its Capital Market Assumptions as of November 2017, having updated their five-year capital market assumptions after recent gains in asset values.

Long-term return forecasts 2018 – diminished expectations (Deutsche AM, 2018)
(UK only)
This paper describes Deutsche Asset Management’s proprietary return assumptions over the long run, covering fixed income, equities and alternatives.

SSGA Long Term Smart Beta Forecasts, Sept 2017
In order to generate their long term smart beta forecasts, SSGA derives excess return expectations from current factor valuations and return premiums on a historical basis, then combines this info with equity total return forecasts.

The Rationale for Investing in Secular Trends (Robeco, 2017)
A good story on its own does not translate into a solid investment strategy. Herein, Robeco establishes a trend investing philosophy by laying out a conceptual and analytical framework for trend investing that moves beyond story telling.

Institutional Investment: Short-term thinking on the rise? (Franklin Templeton)
(EMEA only)
Franklin Templeton discusses results of a comprehensive survey on how institutional investors are adapting to market conditions such as technological disruption, demographics, political instability, regulatory change, and lower yields.

Long-Term Thinking: Demographic drivers (LGIM, June 2017)
(Not available in USA/Canada)
Demographic factors are shifting towards disadvantageous territory, with the global labour force declining, fewer births, and increased retirement age populations. LGIM derives long-term views from these global demographic trends.

Back to long-term investing in the age of geopolitical risk (Amundi, Dec 2017)
Amundi presents their analysis of a survey of pension plans on the topic of how to cope with a variety of geopolitical and economic risk factors, while still managing assets with a long-term mindset.

Longer Term Investments: Automation and Robotics (UBS, 2017)
UBS discusses recent trends and the outlook for factory and process automation, industrial software and 3D printing, as well as commercial drone and AI.

About Savvy Investor

Savvy Investor is the world’s leading resource hub for the institutional investors. Since launch in March 2015, more than 25,000 members from across the globe have registered for the site, with 200 new members joining every week

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 Jan 15: Trading results with systematic process

I have a question for you: What are your trading results looking like for 2018? First off, an apology over the horrible jargon typing from the world’s worst typist. This was concocted in a severe hurry but hopefully you will enjoy this twisted jargon that follows:

What are your trading results looking like for 2018? I have scheduled another Meetup online for this Monday (as in 2 days). I wanted to talk about lessons learned about my current strategy for doing automated forex trading. There was lots to learn before I think I am getting not just winning trades but bug results. I am willing to talk about the psyche of trading when human greed kicks in versus following computer code logic. This is a tough battle to overcome but I think this is an important discussion to understand the psyche of this.

After talking to dozen upon dozens of retail traders who do and rely on technical analysis and indicators have their heads literally poisoned with negative propaganda that negates their trading results. I have fallen for that in so many ways in the last few weeks. Let’s address that if you ever want to transform yourself into having an automated or algorithmic or systematic trading setup.

More traps are laid out one must overcome with this notion of over-engineering their strategies with all these complicated indicators hoping that the moon will provide 5 Elliot waves to give them mercy in lucrative riches. Or how about those Fibonacci retracement levels that for some reason never work out. Seriously, if you believe in that, you will be putting these thoughts into the top 3 remorses of your life while you sit on your death bed.

One thing I found, simplicity and math is the key to all your ills. Also, you need to ensure you have a decent reliable broker who is not going to kick you of your profitable runs just before it hits that stop loss. I hear these stories weekly because of the corrupt brokers they choose.

As you can tell, there is lots to discuss this Monday at 7PM EDT so let’s set it up shall we?

Bryan Downing is inviting you to a scheduled Zoom meeting.

Topic: Bryan Downing’s Systematic Trading Results

Time: Jan 15, 2018 2:00 PM America/Toronto

Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/788140615

Or iPhone one-tap :

US: +16699006833,,788140615# or +16465588656,,788140615#

Or Telephone:

Dial(for higher quality, dial a number based on your current location):

US: +1 669 900 6833 or +1 646 558 8656

Meeting ID: 788 140 615

International numbers available: https://zoom.us/zoomconference?m=WMi7HozrCPZBMZrO8xu4mwi9LJzGp-_v

 

Minimize loss with linear regression for algo forex trading

Video courses on Interactive Brokers and Dukascopy forex automated trading

Questions and answers new to forex 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!

Quant fund investment and financial near 1 trillion under management

Quant fund investment and financial near 1 trillion under management

Understand how quant funds are changing how we see the future of investing and taking financial advise.

Here are some highlighted comments about this article from Financial Times:

 

They speak of how algos make the markets complex and fragile

More unsophisticated (dumb money or even retail money) flows into electric traded funds without understanding underlying investment nor know the high risk. These are put into mainstream ETF funds like Vanguard or Blackrock. Could this be the next 2008 waiting to blow up?

Examples of Two Sigma is used to show short time to get to 50 billion asset under management like Renaissance Technology or DE Shaw.

One French was quoted as doubling their staff within 5 years while other old investment banks are shedding traditional trading roles. Remember how Goldman Sachs is considered now a technology company vs an investment bank with 30+% of staff as software engineers.

Quoting directly from Financial Times results in:

Please use the sharing tools found via the email icon at the top of articles. Copying articles to share with others is a breach of FT.com T&Cs and Copyright Policy. Email licensing@ft.com to buy additional rights. Subscribers may share up to 10 or 20 articles per month using the gift article service. More information can be found here.
https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

 

https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

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!

“Ask Me Anything’ event details for Wed Jan 3 (tomorrow)

The “Ask Me Anything’ event details for Wed Jan 3 (tomorrow)

Tomorrow at 7 PM – 10 PM
Tomorrow
The “Ask Me Anything’ event details for Wed Jan 3 (tomorrow)
Hi there,

Bryan Downing is inviting you to a scheduled Zoom meeting.

Topic: Bryan Downing’s AMA Meeting
Time: Jan 3, 2018 7:00 PM America/Toronto

Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/369362878

Or iPhone one-tap :
US: +16465588656,,369362878# or +16699006833,,369362878#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 646 558 8656 or +1 669 900 6833
Meeting ID: 369 362 878
International numbers available: https://zoom.us/zoomconference?m=KNW-ERG3mh-5xBvicqylmlgkS_Ogc3y-

Thanks Bryan

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!

Does MIFID II prevent small hedge fund taking external capital

Does MIFID II prevent small hedge fund taking manager external capital

Concerns and issues:

http://www.tradersmagazine.com/news/regulation/mifid-ii-regulation-undermine-investment-boutiques-managers-117035-1.html?ET=tradersmagazine:e3482:1189470a:&st=email

Up potential:

2% of $30M is $600k, thats needed nowadays, office, staff of four and accountants, lawyers, auditors, custodian

internet firewall, humidity, fake software/hardware, corrupt cables, landlord access to server

and guarantee products, investors are used to the downside protection

in china you have to guarantee no losses

easier to sue thanks to MIFID

100B fund or large trading desk of some major oil corporation

fixed operation expense annually could be $1m with legal

small investor <1M not worth since they can sue easier for loss, some get together for potential class action and more frequent

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!