Category Archives: Trading

pricing levels raw notes of NicTrades of June 4 and 11 are now posted

More raw notes of NicTrades of June 4 and 11 are now posted for my ELITE members.

http://quantlabs.net/academy/shopping-cart/

I may listen to another show to confirm the strategy development methodologies.

This includes simple trading methodologies

1. Minimum and Maximum (peak and valley) of pricing trends where you generate Fibonacci retracement levels. You can set various pricing levels from these. New support and resistance can be used from these new Fib levels.

2. Up and downward trend line of recent max and min pricing action. This can be used also for pricing target levels. These can also be used as pennants or flags which I found were tough to code up.

3. Notes on how moving averages can converge to show range trading which is tough to trade. You can also use these levels of support vs resistance.

4. There is various techniques to find market bottoms. These are all documented but you can find these either with this link http://quantlabs.net/blog/2018/06/raw-notes-nictrades-june-4-11/

I hope to starting coding this up starting Monday. Expect some new charts and report that will come out of this effot. They will all be posted for Quant Analytics members.

http://quantlabs.net/academy/quant-analytics/

Thanks Bryan

 

Spread for dynamic bid ask spread video is negative for 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!

Federal Reserve economic snapshot of USA economy

Federal Reserve economic snapshot of USA economy

How do these charts work?

Check out these forward data snapshot into the USA economy. This is all provided for by the St Louis Fed from a dataset called FRED. Also, I am able to capture from another source like Quandl. Anyhow, this will break down where the market stands from the consumer, manufacturing point of view. I find this very useful which can help in setting which sectors may get hot in the upcoming markets. It also confirm which way the economy may go as well.

If you like this data, you may be interested in this as I plan to post more of this frequently

 

NEW ranking profile for 315 crypto currency pairs buy signals

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 trading with Crypto Monday June 4 live

If you missed my live  talk from last Tuesday for the FXCM data providers here in Toronto, I am doing another version Live. You can join me on the Zoom.us link or live on my Youtube channel at Youtube.com/quantlabs. This happens 8 PM Texas time or 10 PM EDT
I am not sure if I can take questions live but I will see what I can do.

 

Hi there,

You are invited to a Zoom webinar.
When: Jun 4, 2018 7:00 PM Eastern Time (US and Canada)
Topic: Algo trading with Crypto current Texas style

Register in advance for this webinar:
https://zoom.us/webinar/register/WN_aUb1PN-ZSdSgPpdgZyRkjQ

After registering, you will receive a confirmation email containing information about joining the webinar.

 

I also set a social Meetup for Monday Jun 11.

Details here:

Social Meetup din din for June

Monday, Jun 11, 2018, 7:00 PM

Jack Astors
5051 Yonge St Toronto, ON

2 Members Attending

This is our usual social din din for June. Join us for the good life in automated trading!

Check out this Meetup →

Social Meetup din din for June

Monday, Jun 11, 2018, 7:00 PM

Jack Astors
5501 Yonge St Toronto, ON

1 TO Forex Traders Attending

This is our usual social din din for June. Join us for the good life in automated trading!

Check out this Meetup →

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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!

Timeframe and trend matter when crypto currency algo trading with Bitcoin

Timeframe and trend matter when crypto currency algo trading with Bitcoin

I am implementing my various charts for crypto currency algo trading from Binance. Also, I have been transform the one  generate from Dukascopy. As a result,  video to focus on Bitcoin/US dollar to show the important factors to look for to see if it is worth trading. As you will see, timeframe and general trend matter.

What I find

I also identified the dates axis needs to be corrected as well as the amount of data I chart. I think the hourly is fine as is but the monthly will need to be corrected. The yearly is sort of useless since the coin pair may not have been out long enough to make to useful. I will keep this timeframe within this Python script.

For those that ask, I am using both Python CCXT and ChartDirector to generate all this.

Demo to download hundreds of crypto currency pairs via CCXT Python package from Binance Bitmex

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!

Challenges of wedges flags and pennants webinar

Challenges of Wedges, Flags, and Pennants webinars

I will be talking about the challenges you can have with wedges, flags, and pennants. You a watch this video to learn more. I also want to expand this topic into other areas one your choosing as well.

YouTube Preview Image

Hi there,

You are invited to a Zoom webinar.

 

When: May 28, 2018 8:00 PM Eastern Time (US and Canada)
Topic: Challenges of Wedges, Flags, and Pennants

Please click the link below to join the webinar:
https://zoom.us/j/235563770

Or iPhone one-tap :
US: +16465588656,,235563770# or +16699006833,,235563770#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 646 558 8656 or +1 669 900 6833
Webinar ID: 235 563 770
International numbers available: https://zoom.us/u/dQIGKJ12W

 

Let us get to know you better with your targets and goals in 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!

Universal zig zag indicator to search for the Horizontal Pattern, Flag, Pennant, Wedge, and Triangles

 

Some useful notes here from Metatrader MT4 or MT5 in MQL. Here are some zig zag hints on how to build this:

https://www.mql5.com/en/articles/3229

 

Zig Zag is the key

https://www.mql5.com/en/articles/2774

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!

Demo of automated head and shoulders with XRB BTC hourly crypto currency data from Binance

Demo of automated head and shoulders with XRB BTC hourly crypto currency data from Binance

This is a powerful indicator or trading patterns which is generated automatically. As explained in the data, I can only get this working with hourly data since it needs about 1000 data points. I can confirm it seems to download hourly data from both Bitmex and Binance using ccxt Python package. Always remember this is the potential market entry point once the closing price rises above the green dot. This pattern also needs to be verified against other patterns and indicators that I have among my arsenal.

Note that this is a very crude chart for mechanical demo purposes with no proper timing displayed on the horizontal axis. It seems to work ok.

I have no interest right now in inverted head and shoulders sinceI only have an interest in longing for now.

More info head and shoulders info

https://www.babypips.com/learn/forex/head-and-shoulders

Correction from the video means that the green dot should represent the expected price move:

You can see that once the price goes below the neckline it makes a move that is at least the size of the distance between the head and the neckline.

 

Actual results of back test history from automated trading strategy

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!

TONIGHT: Introducing my Head and Shoulder Flag Pennant and Wedge Technical Indicator Webinar

Hey

Tonight is the night I will be talking about Head and Shoulder Flag Pennant and Wedge patterns. As said in yesterday’s email, I talked about the HUGE benefits I have been seeing with my Harmonic Patterns. I am also starting to see them be talked about in my news sources as of this morning.

Well let’s talk about the next batch for which include the patterns I mentioned above. It is important to understand these are fantastic to help set your pricing targets for entries. This is very difficult to help filter out the bad potential trades which either lose or go into some random walk range territory. Well, I have figured these will help filter out these negative scenarios which work against you. I will be talking about these topics tonight only which will be only available PUBLICLY during this LIVE stream. You will find the login details at the end of this email.

You can watch my video presentation on this below!

I will only be making my video replay after this live stream available only for 24 hours to my members. If interested, you can access this here:

 

3 month trial found here

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Introduction to Quant Elite Membership

Always remember that I will focus my algo trading ADVANCED efforts onto Dukasopy API and JForex in coming weeks. I am actually making a course available for my members before then. This is an extra new benefit for my members over the next few months. More will be coming down the pipes.

Always remember that Dukascopy Banks is the only global retaiil forex broker that will NOW protect your account by the Swiss government of up to 100K CHF! That is double protection in my own country of Canada. Check out this recent announcement here. It really does not get better than that to be honest.

LOGIN DETAIL FOR TONIGHT

Introducing my head-and-shoulders Flag Pennant and Wedge Technical Indicator Webinar

On May 14 at 7 PM EDT

Login and invite details below:

Potential topics covered:

Flag pennants and wedge

Head-and-shoulders (HS) and inverted head-and-shoulders (IHS) patterns

Bull flags, Bear Flags formula

Pennant?

Wedges

Rules

Hi there,

You are invited to a Zoom webinar.

When: May 14, 2018 7:00 PM Eastern Time (US and Canada)

Topic: Introducing my head-and-shoulders Flag Pennant and Wedge Techincal

Indicator Webinar

Please click the link below to join the webinar:

https://zoom.us/j/659371996

Or iPhone one-tap :

US: +14086380986,,659371996# or +16465588656,,659371996#

Or Telephone:

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

US: +1 408 638 0986 or +1 646 558 8656 or +1 646 558 8665 or +1 669 900 6833

Webinar ID: 659 371 996

International numbers available: https://zoom.us/u/cU19vOatu

http://quantlabs.net/blog/2018/05/introducing-head-shoulder-flag-pennant-wedge-techincal-indicator-webinar-may-14-7-pm-edt/

Thanks and here is that video presentation

Bryan

 

Flag pennants webinar tomorrow and LIVE forex data with Dr Ernie Chan!

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!

Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar

Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar

On May 14 at 7 PM EDT

Login and invite details below:

Potential topics covered:

Flag pennants and wedge

Head-and-shoulders (HS) and inverted head-and-shoulders (IHS) patterns

Bull flags, Bear Flags formula

Pennant?

Wedges

Rules

Hi there,

You are invited to a Zoom webinar.
When: May 14, 2018 7:00 PM Eastern Time (US and Canada)
Topic: Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar

Please click the link below to join the webinar:
https://zoom.us/j/659371996

Or iPhone one-tap :
US: +14086380986,,659371996# or +16465588656,,659371996#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 408 638 0986 or +1 646 558 8656 or +1 646 558 8665 or +1 669 900 6833
Webinar ID: 659 371 996
International numbers available: https://zoom.us/u/cU19vOatu

Nictrades notes from April 16 stream including moving averages

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!

Equity/bond correlations – past and future

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.

The most important number you rarely think about

For most of the 21st Century, equity and bond returns have been negatively correlated, allowing multi-asset investors to rely on their complementary behaviour to moderate volatility and drawdown risk. However, history shows that the period from 2000-2017 has been an exception to the rule. For most of the previous 200 years, equities and bonds had a positive correlation – they tended to move in the same direction.

As the direction of monetary policy changes, how will correlations be affected? Below we list some of the best papers, curated by the Savvy Investor research team, which explore stock-bond correlations in more detail:

Balanced portfolios: Safer without bonds? (Hermes IM, Jan 2018)
Investors in balanced portfolios have previously been able to rely on the complementary behaviour of stocks and bonds to moderate volatility and drawdown risk. However, this may be the exception to the rule.

Stock/Bond Correlations: Relationship Troubles (UBS AM, Feb 2018)
UBS’s Investment Insights document considers the correlation between bonds and equities, its drivers and the likelihood that we are entering a new and higher correlation regime between these two core asset classes.

Do bonds diversify equity risk? (Wellington, Feb 2017)
Due to higher correlations of government bonds to equities, the risk mitigating benefit of holding these assets has diminished. Wellington believes investors should consider using alternative strategies for risk diversification.

Stocks/Bonds: The Fire and Ice Debate (Man Group, March 2017)
The last 20 years have seen negative correlations between stock and bond prices. This is against the precedent of history: for the preceding 250 years the correlation was consistently positive. Man Group investigates why this is the case.

A Century of Stock-Bond Correlations (RBA, 2014)
This study by the Reserve Bank of Australia examines stock and bond correlations and their drivers in order to draw conclusions about changes in correlation over time.

The equity-bond correlation – the most important number you rarely think about (AON Hewitt, 2014)
The stock-bond correlation is a vital assumption. AON Hewitt models correlations in this paper dynamically, in order to capture the range of outcomes they can take and their variation over time.

Trends in Stock-Bond Correlations (RIETI, 2015)
This paper discusses long-run trends in comovements in stock and bond market returns, examining the impact of stock market volatility, interest rates, yield spreads, VIX and flight to quality behaviours upon equity/bond correlations.

Treasuries for the Long Run (Callan, Jan 2018)
With many asset owners considering an allocation to long-term Treasuries, this paper by Callan reviews historical data and concludes that long-term Treasuries have a mixed record of offsetting equity risk.

Science and Art: A Framework to Unlock Multi-Asset Opportunities (AB, 2017)
For regulatory reasons, this paper is available only in the USA
Unconstrained, dynamic, integrated multi-asset solutions must be developed to address unwanted risk/return exposures and other asset allocation issues that arise from simple off-the-shelf portfolio combinations.

Two-Dimensional Risk Models Create Full Picture (William Blair blog, Feb 2018)
William blair uses two proprietary, forward-looking risk models to guide portfolio construction. This article explains how they quantify the present day unusual risk environment.

Inflation and the Stock Market: Understanding the ‘Fed Model’ (Bekaert and Engstrom, 2008)
In the US, high expected inflation has coincided with higher equity yields. This study shows that countries with a high incidence of stagflation should have relatively high correlations between bond yields and equity yields.

 

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. Join today for free to access over 20,000 investment white papers and an extensive global investment conferences directory.

 

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!