Tag Archives: asset class

Stock market show how to deploy capital daily for max return with each your asset class selection

Stock market show how to deploy capital daily for max return with each your asset class selection

Proceed with caution

Note that the results could be bug ridden. I just want showcase how deploying capital is important for potential max return. This is all driven by the analysis in order to get these type of returns.  The scripts that generate this data are still under development.

 

Combining best performing forex pair should hugely increase your expected return and Sharpe Ratio

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!

What truly is risk in trading whatever asset class you choose

What truly is risk in trading whatever asset class you choose

My notes as explained in the video

Hi, Bryan, at Quantlab what risk do you help people to manage? like market or personal risk or even data, or portfolio risk?

Risk

Risk management (current positions) → capital deployment/poisition sizing

Risk on portfolio position/optimizing again CURRENT market conditions → how we deploy capital

e.g. $100

$50 → Apple %5-> 7% for the day

$25 → IBM 5% 3% for the day → close

$-25 → HP -3% for the day → close position (risk tolerance 7-12% >10% close position/min drawdown)

risk portfolio (max → opportunity for max profit)

Risk Assessment for Trading Opportunity → CURRENT market conditions

risk profile / risk tolerance

#1 goal in trading → capital preservation (not to lose money)

#2 goal in trading → profit

high risk / high reward

asset classes:

(based market regime changes)

forex → standalone retail or currencies on a futures level

futures / options →

stock

etf

futures

fixed income

commodities

emerging market vs developer markets (mature markets)

financial (treasury)

index (ETF) vs direct stock vs dividend

 

http://www.investopedia.com/articles/trading/04/091504.asp

 

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 asset class by volume

Algo trading asset class by volume

This is what the PRO algo traders  use according to a interview on Bloomberg with Goldman Sach Head of Investment Research

These are the exact assets he referred for a fancy way of saying HFT

http://www.goldmansachs.com/our-thinking/public-policy/bios/steve-strongin-bio.pdf

I finally got this chart captured (in order):
Treasury futures
cash equities
fx spot
govt bond us
high yield cash
structured credit rates

For fixed income asset mix:
rates
fx
credit
securization
commodities

 

Go here for the original thoughts and video on how to trade Treasury futures

http://quantlabs.net/blog/2015/08/treasury-future-1-asset-for-algo-trading/

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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!

Google Trends: what asset class people are trading

Google Trends: what asset class people are trading

I made a quick video as I was trying to figure who was trading what from where

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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!