Tag Archives: Modeling

Two Sigma Financial Modeling Challenge found on Kaggle

Two Sigma Financial Modeling Challenge found on Kaggle

This dataset contains anonymized features pertaining to a time-varying value for a financial instrument.

Thanks to Super Nuno on Facebook

https://www.kaggle.com/c/two-sigma-financial-modeling/data

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Modern Portfolio Optimization Modeling with R

Contemporary Portfolio Optimization Modeling with R

Shockingly I would never think that Interactive Brokers would be supporting R in this video topic. To be honest, if you want to learn high-quality training techniques, you may want to subscribe to their YouTube video channel. There’s some really good stuff in it.

 

Go here for an example

 

Talking about Interactive Brokers, I’ll be loading all the content for my upcoming workshop Boot Camp into my Academy section of the website. This means that my Quant Elite members will have immediate access to this. Not only that, people will have access who join over the next few days as well. Once completed, I will schedule the formal dates for this live workshop with the pricing schedule as well. So stay tuned for that.

 

This is a reminder of my one time only question-and-answer roundtable on why my Quant Elite membership will be closing in the next few months. If you have any questions about this live, please be part of my Facebook programming group to see the broadcast. This takes place on Monday at 6 PM Eastern standard time. If you have any questions about this live, please be part of my Facebook programming group to see the broadcast. This takes place on Monday at 6 PM Eastern standard time.

Go here for that

(Don’t forget you need to be pre-approved to join before this event starts LIVE. Also, don’t leave it to the last minute as well)

I have hinted before that this will be quietly closing which means there will be no extensions. You’ll no longer be getting access to any my software source code, video demo walk-throughs, and all the other hidden gems in this.

Go here for that

Go here for all the complete details of why this is happening
Thanks for reading,

Bryan

 

P.S. Once in a while I like to drop hints. So here is one:

 

This Interactive Brokers workshop will become a very expensive standalone product which will be recorded with two live sessions.

 

As you know, I have been running a survey asking for times and pricing you’re willing to pay. Thankfully I’ve come to the conclusion that there are three possible times. I will be posting another detailed Survey to see who would like to attend either of these times.

 

All Quant Elite paying members will be able to attend this LIVE Interactive Brokers workshop

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Contemporary Portfolio Optimization Modeling with R

Contemporary Portfolio Optimization Modeling with R

This was put on by Interactive Brokers

Join my FREE newsletter to learn how you can use IB for your automated trading

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Financial Modeling World Championships start next week!

ModelOff 2016
A quick reminder that the Financial Modeling World Championships start next week
Register For ModelOff
About ModelOff 2016

  • Two Online Rounds (2 hours each), beginning 22nd October 2016. 
  • The World’s Top 16 are flown to compete at the London Finals, which is held during the ModelOff Global Training Camp in December.
  • ModelOff is a great way to get exposure to real-world case studies, develop technical business skills. It is also a great way to build your CV and gain professional recognition.

Good luck, and hope to see you in London!

Team ModelOff
2016 Financial Modeling World Championships
E: info@ModelOff.com  W: ModelOff.com

Register For ModelOff
Learn More About ModelOff
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Most advanced areas in strategy development and financial modeling

I am now taking the QuantLabs.net Quant Elite Membership into the most advanced areas in strategy development and financial modeling. This involves using the most advanced statistical tool platform out there called Python, Matlab, or R. If you were me spending the amount of time reading their manual PDFs, you quickly find the endless amount of unknown golden nuggets that can take your trading success to who knows where.

 –> JOIN NOW TO GET EARLY ACCESS ON LEARNING ADVANCED TRADING MODELS

As a result, in coming days I will start my analysis with one of these new model techniques found in C++/Python. It seems very few retail traders know about them with their retail trading platforms such as Tradestation, Metatrader, Ninja, etc. Also  coming from Python/C++, it raises my confidence in their quality as these programmable functions have been vetted for their institutional enterprise client like Hedge Funds and Banks. It is not like using something generated from R projects which can be questioned in terms of trusting it. Would you really want to trade a portfolio with 7-9 digits on something you cannot have a lot of trust in? Now you know why I heavily rely on something like Matlab or Python  vs R.

Lastly, as I am starting this complicated analysis of trying to find SUCCESSFUL FORECASTING TRADING MODELS, I will revisit how I will bring in new members and the rates they pay. I will be posting my EXCLUSIVE VIDEOS ONLY TO MY QUANTLABS.NET QUANT ELITE MEMBERS. I will even post source code examples with live webinars of Q&A on these. It will take a while to complete this analysis but the best time is to join now as I start this EXCLUSIVE PROCESS YOU MOST LIKELY WON’T FIND ANYWHERE ELSE.

 –> JOIN NOW TO GET EARLY ACCESS ON LEARNING ADVANCED TRADING MODELS <–

 Lastly, here are the many benefits of being a Member as well with the course material

Thanks for reading

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Complete Tutorial on Time Series Modeling in R

Complete Tutorial on Time Series Modeling in R

Ahh..this again .. for new a newbie

A Complete Tutorial on Time Series Modeling in R

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Modeling Volatility Risk in Equity Options Market: A Statistical Approach PDF

Modeling Volatility Risk in Equity Options Market: A Statistical Approach PDF

Thanks to the NYC Contact for sending

Join my FREE newsletter to learn more about volatility

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Quant and automated trading: Modeling Trading System Performance

Quant and automated trading: Modeling Trading System Performance

This came up in my my webinar tonite

Join my FREE newsletter to learn more about these books

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Check out this Longitudinal Study in Modeling Yield Structure in 3D Meetup Video by Paul Cottrell

Check out this  lengthy video Paul Cottrell did a few days ago:

Longitudinal Study in Modeling Yield Structure in 3D Meetup Video by Paul Cottrell

This was a long video hosted by Paul Cottrell

– See more

Also, I was just introduced to this book from the author:

Geometry and Topology of the Stock Market: for the Quantum Computer Generation of Quants – See more

A good book? Geometry and Topology of the Stock Market: for the Quantum Computer Generation of Quants

Here is a book mentioned by newsletter subscriber so thank to him!

http://www.amazon.com/Geometry-Topology-Stock-Market-Generation-ebook/dp/B00N0OLKW0/ref=sr_1_1?s=books&ie=UTF8&qid=1409224813&sr=1-1

– See more

Also, I just made this video this week so check it out here:
Who are the top income earners on the planet? DOH! Hedge fund managers and algo traders 

Bryan

 

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Longitudinal Study in Modeling Yield Structure in 3D Meetup Video by Paul Cottrell

Longitudinal Study in Modeling Yield Structure in 3D Meetup Video by Paul Cottrell

This was a long video hosted by Paul Cottrell

Join my FREE newsletter for other Meetups 

YouTube Preview Image

Here is Paul’s version:

YouTube Preview Image

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!