Tag Archives: Optimization

Let maximise our crypto currency asset class trading positions with portfolio optimization

This 15 (approx) minute video showcases my portfolio optimizer which I have shown before. Do realize this can be applied to any asset class. You can always search on my Youtube channel for ‘portfolio’ as hinted in this video. The idea here is to showcase you could triple your expected return by using the appropriate strategy type with proper optimally weighted positions. This is all shown in the video. I would say this is one of the biggest reasons to automate your strategy and trading. No human can do this if you were to allocate a higher number of positions across multiple asset classes for the day. You could even run this script every few hours if I wanted to allocate positions every X hours. I would have to feel pretty lucky to do that.

Look back matters among other parameters to consider

Do understand your analysis look back also matters depending on your overall asset class performance. As of now, crypto currency has taken a major beating so it might be wise lower the loopback to let’s say 7 days vs 30 as shown in the earlier part of the video.

Note that this can be used on any asset class based on the historical performance of standard open, high, low, and close market data. I use Binance exchange which only allows long only but could also include portfolio strategy methodology of Markovian Long/Short, Markovian market neutral, and Markovian Market Neutral.

Let me know what you think of this.

As usual, this will be part of the Quant Analytics service to enhance your profits so see below if interested

Quant Analytics

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Results of backtest for forex trading portfolio optimization

Results of backtest for forex trading portfolio optimization

I will be posting a walkthrough video of this script for about 48 hours for my members

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Order Analytics

 

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!

EXPIRE TONIGHT! Source code walkthrough of portfolio optimization for optimal profit potential

EXPIRE TONIGHT! Source code walkthrough of portfolio optimization for optimal profit potential

This expires TONIGHT!!

 

The details are here:

 

Source code walkthrough of portfolio optimization for optimal profit potential

DEADLINE HAS BEEN SET TO TONITE END OF TUES OCT 17

Get access as described in my video

I will be testing these theories hopefully by the end of the week. If they all check out, i would expect this rate to go up in coming weeks.

JOIN HERE

–>  GET IMMEDIATE ACCESS HERE <–

I will also give you my Telegram chart group invite link as well for PERMANENT access

Details here for walkthough here:

Watch my video and see my third party verification of my highly paid traffic visitors here

 

I will holding an online event next Monday Oct 23 at 7PM EDT for a live Q&A on this portfolio optimization source code.

You can always join here to get on my email list for online events outside of my Meetup groups which only hold the face to face events in Toronto, Canada.

 

http://quantlabs.net/mkt/trade-like-a-boss-download-report/

 

About a year ago, I launched this book. After thousands have downloaded it, you may want to get your free copy, plrease respond to this email.

 

A new book I wrote is coming out soon. I also attached the tentative cover as well.

Major headline sections:

THE STATS
YOUR CHOICE OF LANGUAGE
THEN THERE IS MATLAB…
WHICH DATABASE?
BROKERS
MARKET DATA
PYTHON PACKAGES
DESKTOP OR MOBILE (APPLE VS ANDROID)

Just email me for the download link if you don’t get the link from here:

 

http://quantlabs.net/mkt/trade-like-a-boss-download-report/

 

Thanks Bryan

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!

Portfolio optimization secret sauce walkthru staying online until end of Tues Oct 17

Portfolio optimization secret sauce walkthru staying online until end of Tues Oct 17

Here is all the secret sauce walkthrough staying online until end of Tues Oct 17 (Eastern Standard Time)

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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!

Math of intelligence: Second Order Optimization

Math of intelligence: Second Order Optimization

2nd in a series I think is fine for us non PHD mortals for the world of math and machine learning

 

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!

Portfolio optimization and performance stats

Portfolio optimization and performance stats

This is a big world used by institutional traders

My notes:

Sharpe ratio

Sortino

 

Markowitz portfolio theory

Conditional value at risk

Kelly Criterion

Efficient frontier
From Wikipedia

  • Quadratic programming
  • Nonlinear programming
  • Mixed integer programming
  • Meta-Heuristic Methods[5]
  • Stochastic programming for multistage portfolio optimization[6]
  • http://www.investopedia.com/terms/m/modernportfoliotheory.asp

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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!

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

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!

Contemporary Portfolio Optimization Modeling with R

Contemporary Portfolio Optimization Modeling with R

This was put on by Interactive Brokers

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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!

Quant Trading book: Algorithms, Analytics, Data, Models, Optimization

Quant Trading book:  Algorithms, Analytics, Data, Models, Optimization

Detailed but how is this book any different from others like Paul Wilmott

https://www.crcpress.com/Quantitative-Trading-Algorithms-Analytics-Data-Models-Optimization/Guo-Lai-Shek-Wong/p/book/9781498706483

Another book noted by Sholom B

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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!