Tag Archives: measure

Easy way to measure slope of a trend of crypto currency

Easy way to measure slope of a trend of crypto currency

Why linear regression?

Easiest way to calculate slope of a line. This uses linear regression as in the Stackoverflow example provided. Do understand this is another way of measuring the slope of the trend lines I like to look at in my cryptocurrency data. You should know I like this indicator for my cryptocurrency analysis and scanning since it is the most reliable.

Note that I like the answer from Salvador Dali in this link

https://stackoverflow.ryptoom/questions/9538525/calculating-slopes-in-numpy-or-scipy?utm_medium=organic

 

Fibonacci retracements and trend line charts posted

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OECD Measure a way to value forex curency value

OECD Measure a way to value forex currency value

Just found this on my Bloomberg News consumption

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https://data.oecd.org/conversion/exchange-rates.htm

https://data.oecd.org/conversion/purchasing-power-parities-ppp.htm

https://www.oecd.org/std/prices-ppp/purchasingpowerparitiespppsdata.htm

https://www.bloomberg.com/news/articles/2017-01-31/euro-is-g-10-s-most-undervalued-currency-by-oecd-measure-chart

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What is the best risk adjusted measured return measure?

What is the best risk adjusted measured return measure?

Well thought out video from Sholom B so thanks to him

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Smart beta crucial to measure trading risk

Smart beta crucial to measure trading risk

This is an import risk metric I use to assess when choosing a long vs short in my upcoming Abritrage Phase of upcoming trading course. See video below to see detail of this next phase which should start early May

Thanks to Super Nuno who sent this via my Facebook group

http://www.ft.com/intl/cms/s/0/57e86722-d3cb-11e5-829b-8564e7528e54.html#axzz412t4u5UT

Python algo course series for your Indie Automated Trading Business

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How does our call $WTI call measure against $KIE ETF

How does our call $WTI call measure against $KIE ETF

Analysis of our picked insurance stock vs the largest insurance ETF. Could this validate our system? More tests on the way

http://finance.yahoo.com/echarts?s=KIE+Interactive#{“comparisons”:”^GSPC,IBB,^HXR”,”comparisonsColors”:”#cc0000,#009999,#ff00ff”,”comparisonsWidths”:”1,1,1″,”comparisonsGhosting”:”0,0,0″,”range”:”5d”,”allowChartStacking”:true}

http://www.bloomberg.com/news/articles/2015-06-15/goldman-sachs-all-those-cyber-attacks-are-good-for-this-index

http://finance.yahoo.com/echarts?s=WTM+Interactive#{“comparisons”:”^GSPC,WTM,RE,KIE”,”comparisonsColors”:”#cc0000,,#009999,#009999″,”comparisonsWidths”:”1,1,1,1″,”comparisonsGhosting”:”0,0,0,0″,”range”:”5d”,”allowChartStacking”:true}

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Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme

Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme

This calculation can be used to figure out your beta of returns of closing price. Do this in order:

1. Download the closing price of your stock and index( i.e. S&P 500) to calculate returns

2. Use both returns to run a regression. Use Excel Data Analysis option plugin pack.

3. Calculate your output range with a plot. You should see a regression summary once calculated

4. To interpret the graph, you will see the returns with an observed regression line. This is caclulated by ordinary least squares. If the index is your x axis while the Y axis is the stock, it measures the response against the index. THe line is the gradient of the slope which measures if < 1, the beta amount could be calculated the stock is defensive.

5. The beta value is displayed in the summary. The R^2 is tha variation in returns of the stock. Beta x amount can mean the returns of the stock can be explained by the stock market from a statistical POV.

6. P-values of the X variable which is beta. If < 0.05, it is considered statistically insignificant. The P-value lets you know the probability that the beta could be 0.

Hope this helps somewhat

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Anyone using Kelly Criterion to measure winning losing trading ratio for next for next amount?

Anyone using Kelly Criterion to measure winning losing trading ratio for next for next amount?

The title says it all as part of your risk management. I am looking for opinions on this technique called Kelly Criterion so let me know

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Just posted: What metrics I use to measure my long and short trades for spread trading opportunity

Just posted: What metrics I use to measure my long and short trades for spread trading opportunity

Yes i did just post this for my members witha quick video to identify these metric. I also reveal how to retrieve the data:

http://quantlabs.net/academy/metrics-use-measure-long-short-trades-spread-trading-opportunity/

This quick video explains it as part of my long and sort to measure who those pairs will be when trade ideas are generated. Once identified, they are added to my watchlist. – See more at: http://quantlabs.net/academy/metrics-use-measure-long-short-trades-spread-trading-opportunity/#sthash.OFx2X07o.dpuf

OR JOIN MY FREE NEWSLETTER TO LEARN MORE ABOUT TRADING OFF A WATCH LIST

This quick video explains it as part of my long and sort to measure who those pairs will be when trade ideas are generated. Once identified, they are added to my watchlist. – See more at: http://quantlabs.net/academy/metrics-use-measure-long-short-trades-spread-trading-opportunity/#sthash.OFx2X07o.dpuf

 

Here is the video

Who are the TOP income earners on the Planet? DOH Hedge Fund Managers
Who had $2.2 Billion Go into his pocket last year?
  • Latest News
    Get the lastest membership news
  • Calendar of Events
    See the latest upcoming events
  • Member Forum
    Learn and share with other members
  • Knowledgebase
    Questions & Answers

– See more at: http://quantlabs.net/academy/metrics-use-measure-long-short-trades-spread-trading-opportunity/#sthash.OFx2X07o.dpuf

 

Here is the video

Who are the TOP income earners on the Planet? DOH Hedge Fund Managers
Who had $2.2 Billion Go into his pocket last year?
  • Latest News
    Get the lastest membership news
  • Calendar of Events
    See the latest upcoming events
  • Member Forum
    Learn and share with other members
  • Knowledgebase
    Questions & Answers

– See more at: http://quantlabs.net/academy/metrics-use-measure-long-short-trades-spread-trading-opportunity/#sthash.OFx2X07o.dpuf

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!

Can you measure country risk as part of implied volatiity?

Can you measure country risk as part of implied volatiity?

We say a resounding yes but read this article to learn more

http://www.wilmott.com/pdfs/030408_crisk.pdf

Learn my next steps on implementing implied volatility:

http://quantlabs.net/blog/2014/09/this-deutsche-bank-fx-strategy-is-going-back-on-the-ice-time-to-start-the-next-system-project-which-is/

Thanks to Sholom for sending this

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Follow this link to understand my next steps on implied volatility

http://quantlabs.net/blog/2014/09/this-deutsche-bank-fx-strategy-is-going-back-on-the-ice-time-to-start-the-next-system-project-which-is/

– See more at: http://quantlabs.net/blog/2014/09/bloomberg-says-short-sellers-fleeing-inverse-vix-fund-after-24-rally/#sthash.4nkGZUHu.dpuf

Follow this link to understand my next steps on implied volatility

http://quantlabs.net/blog/2014/09/this-deutsche-bank-fx-strategy-is-going-back-on-the-ice-time-to-start-the-next-system-project-which-is/

– See more at: http://quantlabs.net/blog/2014/09/bloomberg-says-short-sellers-fleeing-inverse-vix-fund-after-24-rally/#sthash.4nkGZUHu.dpuf

Follow this link to understand my next steps on implied volatility

http://quantlabs.net/blog/2014/09/this-deutsche-bank-fx-strategy-is-going-back-on-the-ice-time-to-start-the-next-system-project-which-is/

– See more at: http://quantlabs.net/blog/2014/09/bloomberg-says-short-sellers-fleeing-inverse-vix-fund-after-24-rally/#sthash.4nkGZUHu.dpuf

Follow this link to understand my next steps on implied volatility

http://quantlabs.net/blog/2014/09/this-deutsche-bank-fx-strategy-is-going-back-on-the-ice-time-to-start-the-next-system-project-which-is/

– See more at: http://quantlabs.net/blog/2014/09/bloomberg-says-short-sellers-fleeing-inverse-vix-fund-after-24-rally/#sthash.4nkGZUHu.dpuf

Follow this link to understand my next steps on implied volatility

http://quantlabs.net/blog/2014/09/this-deutsche-bank-fx-strategy-is-going-back-on-the-ice-time-to-start-the-next-system-project-which-is/

– See more at: http://quantlabs.net/blog/2014/09/bloomberg-says-short-sellers-fleeing-inverse-vix-fund-after-24-rally/#sthash.4nkGZUHu.dpuf

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!

Can the VIX really be a good fear gauge to measure the market for trading profit opportunity?

Can the VIX really be a good fear gauge to measure the market for trading profit opportunity?

Sholom sent this to me

http://www.cnbc.com/id/101967541

It seems only the amateurs follow this vs what I learnt in a course

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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!