Tag Archives: Machine Learning

Bayesian Linear Regression in Python: Using Machine Learning. Is R code walkthrough better?

If you are into machine learning, this is one popular technique used for forecasting. Actually, using Bayesian appears to be standard. Many people have like this posting which is an entire tutorial on how to accomplish this task. Here is the article for you:

https://towardsdatascience.com/bayesian-linear-regression-in-python-using-machine-learning-to-predict-student-grades-part-2-b72059a8ac7e

Is R better

This particular totorial is completed in Python but R could be somewhat useful in other instances.

Lastly, I am quite surprised on how well my old legacy R course was quite popular. In case you missed it, here are the details:

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

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!

tensorflow machine learning standard option for algo trading but there is simpler options

tensorflow machine learning standard option for algo trading but there is simpler options

 

Various links below show simple ways to use linear regression with R Squared. It then evolves into using SciKitLean Python Package which is relatively simple but could be effective if you are just after R Square to measure strength of the trend.

towardsdatascience.com/simple-and-multiple-linear-regression-in-python-c928425168f9

blastchart.com/Community/IndicatorGuide/Indicators/LinearRegressionRSquared.aspx

premium.working-money.com/wm/display.asp?art=340

This next link offers a look the complicated TensorFlow Model Library from Google. This is the definite standard defacto in the financial industry. I know this when I saw samples used by high end HFT shops with their workshops for the Newsweek AI conference in NYC last Nov.

Set stock data target with https://medium.com/mlreview/a-simple-deep-learning-model-for-stock-price-prediction-using-tensorflow-30505541d877 <– TensorFlow complex but offers many options

I will also say that TensorFlow offer the most choice. See below a tip below from someone in my private Telegram group. This could save you loads of time instead of wasting time by going down rabbit holes.

For crypto use, https://dashee87.github.io/deep%20learning/python/predicting-cryptocurrency-prices-with-deep-learning/

Note that this uses Keras which obviously simpler than TensorFlow. I would probably move towards TF as I get deeper into this.

Here is that useful tip:

My quick-fire tips: in general I’ve had more success constantly-retraining the ML models (every day in your case) as opposed to the usual train/test/validate method. Either that, or use ML models that are specifically designed to capture the time-varying properties of time series (these models can usually be updated in an online fashion). Never used raw prices as inputs—there is so much autocorrelation in the features that the predicted price will just end up being the last close. Instead use returns (I prefer logarithmic returns over simple returns, but it doesn’t make much difference).

Try to use a target that is directly related to the outcome of a potential trade. If that is too complicated, try having separate targets for direction and volatility. I prefer regression algos to classifiers. If possible, require that your model predicts opposite scenarios for both a long and short trade; e.g. it predicts a long trade will make money *AND* a short trade will lose money, and vice-versa. Avoid neural networks when you’re just starting out – there are too many hyperparameters to tune. Ensemble methods are fantastic, and can be very profitable

Here is my conclusion:

If you are like me just trying to figure out general trend through LSR and R-square, I tend to use these for now. As a result, I may use the SciKitLearn example for simplicity but stop there. I really don’t want to go down the various rabbit holes to experiment with more complex ML libraries. I see no reason compared to the recent sub minute study/reseach/playing around experiment at the sub minute level I started back in Dec which became a time waster with no results.

 

For those keeping track, if you don’t want to use Python with TensorFlow there is a simpler C++ option

https://tebesu.github.io/posts/Training-a-TensorFlow-graph-in-C++-API

 

This is the simplest so far but which started this whole level of research

https://stackoverflow.com/questions/893657/how-do-i-calculate-r-squared-using-python-and-numpy

You can see how simple stuff turns complex

 

Williams % and Stochastics most reliable Matlab technical indicator

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!

TensorFlow and Nutonian machine learning for algo trading tips

TensorFlow and Nutonian machine learning for algo trading tips

Here they are for curve fitting or pattern recognition

Pro Deep Learning with TensorFlow – pdf – Free IT eBooks Download

http://www.allitebooks.com/pro-deep-learning-with-tensorflow/

 

Learning TensorFlow – pdf – Free IT eBooks Download

http://www.allitebooks.com/learning-tensorflow/

https://www.nutonian.com/ <- #1 tool for trading used by pros

http://chaoshunter.com/ <– would you trust this ??

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!

Gold Price Forecasting Using Python Machine Learning

Gold Price Prediction Using Python Machine Learning

This is a basic way to apply machine learning Python packages like SciKit Learn. As gold is now becoming the number 1 asset of interest, here is a way to analyze movements on various gold ETFs. This is nothing revolutionary but it gives you the high level on how to implement these type of analysis and forecasting on popular market assets of the time

Links here

http://quantlabs.net/blog/2018/01/gold-price-prediction-using-python-machine-learning/

 

Also, I have posted a crucial item on understanding the bid and ask spread. If you never get the fundamentals on this, you will pretty well be failing with no knowledge why. Knowing this will help my forex strategy analysis much more. I will be posting a new video on this pointing back to this article. Let me know if you are interested in this by responding.

Thanks Bryan

Gold Price Prediction Using Python Machine Learning

http://quantlabs.net/blog/2018/01/bitcoin-price-forecasting-using-monte-carlo-simulation-forex-analysis/

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!

Gold Price Prediction Using Python Machine Learning

 

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

Gold Price Prediction Using Python Machine Learning

This is a basic way to apply machine learning Python packages like SciKit Learn. As gold is now becoming the number asset of interest, here is a way to analyze movements on various gold ETFs. This is nothing revolutionary but it gives you the high level on how to implement these type of analysis and forecasting on popular market assets of the time.

Gold Price Prediction Using Machine Learning In Python

Bitcoin and Doge crypto currency the joke or still serious ?

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!

Google Machine Learning TPU Chips Are Faster Than Nvidia GPUs

Google Machine Learning TPU Chips Are Faster Than Nvidia GPUs

This could get interesting leveraging off of Google Cloud

http://www.oodlestechnologies.com/blogs/The-ML-Chips-Designed-By-Google-Are-Faster-Than-The-GPUs

https://www.quora.com/Where-can-I-buy-TPU-to-learn-deep-learning

https://drive.google.com/file/d/0Bx4hafXDDq2EMzRNcy1vSUxtcEk/view

https://drive.google.com/file/d/0Bx4hafXDDq2EMzRNcy1vSUxtcEk/view

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!

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Method

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods Non complicated formulas to look at in this article
This is the ABSOLUTE LAST CHANCE to get my 3 course combo. A few more will be on the way including topics on algo crypto algo trading and machine learning in the early months of 2018!

NOTE that I have set to end this promotion this Friday (in 2 days)

I have this all explained in this video below

You can learn about:

  1. Python Algo Trading Infrastructure Building Blocks
  2. Interactive Blocks API Bootcamp Workshop
  3. Futures/Options Fundamentals with Source Code

 

FINAL offer for all my quant algo trading courses for under 1K
 Anyway my 18K in May 2017 is now 140K so I am not complaining…

Join here and More info: http://quantlabs.net/mkt/quant-elite-v2/
Further details:
http://quantlabs.net/blog/2017/12/final-offer-for-3-algo-trading-courses-under-1000/

You get this combo info right now for the next few days here 

 

–> GET IT IMMEDIATELY BY CLICKING HERE 

Note: The online marketing efforts will start next week targeting $500K> annual income active traders This means this pricing combo will go up to $2800 immediately after this sale. As more content gets added, you can expect it to further up to $4000 early next year in 2018!

As a result, this is the ABSOLUTE last chance you will get this deal under $1000. It is now or never!

 

Query and reference:

I am a non profesional trader of futures (mini sp, …) and I use interactive brokers-TWS.

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!

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods

Non complicated formulas to look at in this article

https://towardsdatascience.com/a-zero-math-introduction-to-markov-chain-monte-carlo-methods-dcba889e0c50

 

 

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!

Fintech Startup Uses Quantum Computing to Boost Machine Learning

Fintech Startup Uses Quantum Computing to Boost Machine Learning

The cloud is an option here to for this quantum computing

https://www.technologyreview.com/s/609804/a-startup-uses-quantum-computing-to-boost-machine-learning/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!

NVIDIA Titan V For Machine Learning Acceleration On PC

NVIDIA Titan V For Machine Learning Acceleration On PC

See the links below for Redis and Nvidia

Machine Learning

https://www.forbes.com/sites/patrickmoorhead/2017/12/07/nvidia-introduces-titan-v-for-machine-learning-acceleration-on-the-pc/2/#e3715701ef3e

Redis Labs introduces Landmark Machine Learning Module for Redis: Redis-ML

https://github.com/RedisLabsModules/redis-ml

https://github.com/antirez/neural-redis

Redis Labs and IBM Power Systems Integration

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!