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Trading results with systematic process Meetup video playback

Trading results with systematic process Meetup video playback

Here is the decscription of this webinar which will improve your trading results immensely

Meetup Jan 15: Trading results with systematic process

 

Here are my notes:

I am willing to talk about the psyche of trading when human greed kicks in versus following computer code logic. This is a tough battle to overcome but I think this is an important discussion to understand the psyche of this.

After talking to dozen upon dozens of retail traders who do and rely on technical analysis and indicators have their heads literally poisoned with negative propaganda that negates their trading results. I have fallen for that in so many ways in the last few weeks. Let’s address that if you ever want to transform yourself into having an automated or algorithmic or systematic trading setup.

–→ Do you believe in this theory?

More traps are laid out one must overcome with this notion of over-engineering their strategies with all these complicated indicators hoping that the moon will provide 5 Elliot waves to give them mercy in lucrative riches. Or how about those Fibonacci retracement levels that for some reason never work out.

do you really beleve in Fib or 5 Elliots work like magic on these extact wave X number of patterns? Is the market not so random it is hard to confirm these theories ?

1, Minimize your indicators

2. keep it simple

3. program a way to watch your order log when you put on a positions (entry), analyze your the evolution or life cycle of the position. Looks for peaks and if you can, watch the peak profit level of the actual position. Your broker API may have a simple method like P&L in USD. If not, you percent of move since entry. Note that position will go negative due to spread but if you have positive momentum, it should break out

4. confirm your max and min for break out when shorting or longing

5. always cut your loss once your position goes against you e.g. direction/momentum may come back but cut at approx 10% – always to minimize loss !

6. watch as many assets your hardware → the more the higher the # of opportunity

5. watch at a lower time frame like 1 minute since there are more opportunity but know how to minimize false positives and fake noize (this is the problem)

6. you can allow the profit for monster profit, I have seen if you hold position for many hours 7 or 8+ you will find huge profit but don’t get greedy, your pogramming logic should allow this instead of hard stop loss

7. note that I have scrapped 3 versions and rewevamping for a 4th time to keep the code tight, expect to keep doing that as part of your strategy development

IB

A CCOUPLE OF MONTHS IF Value of DELTA (safe zone) HIT CERTAIN VALUE e.g. iron condor
Fibonacci
Think or Swim
TRON
stop loss at 2 SD

#1 goal in forex trading is not to lose money but profit is 2nd

Video courses on Interactive Brokers and Dukascopy forex automated trading

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!

Wealth creation with algo trading video playback

 

Wealth creation with automated trading video playback

 

Listen up! Not everyone is getting this last chance deal I will be posting for my 3 month subscription deal on my Quant Analytics service. This brings down your cost to under $50 per month. This is just a 1 time payment for 3 months access.
Remember I already added my systematically generated reports which include:

 

1. Federal Reserve deep dive reports with forward looking data to identify USA economic trading opportunities and ideas

2. Forex volatility to showcase the best currency pairs for maximum opportunity. So why trade currency pairs you may never earn from unless you are willing to use extra risky leverage from your broker?

3. A new European Stats report to identify short and long opportunities for major EU member countries.

 

Sounds exciting? You should be.
Don’t forget I am still adding my daily trading view from my Bloomberg news consumption. This has been very helpful over the last few months.

 

Lastly, all my future Monday nite events starting Jul 17 will be recorded live but the video playbacks will only be available to my members. Just consider thisanother exclusive benefit of this service. You can sample one of these highly educational videos below.

 

You can get 3 access months to this ALL of this right now here

I want 3 Month Access Now

I just posted yesterday’s video playback on:

 

Wealth creation with automated trading video playback

 

In this 2 hour video, I talk about the various techniques and tools you can use to measure your portfolio goals, risk, and money management. I try to stress the importance of understanding how critical this phase is to be a successful trader. This gives you foundation with a set of rules which is critical for capital preservation which is the #1 goal in trading. Watch the video below!

 

 

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!

Wealth creation with automated trading video playback

Wealth creation with automated trading video playback

 

Here are the links and notesfrom the event

http://www.investopedia.com/terms/t/timehorizon.asp

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

http://www.cftc.gov/dea/futures/ag_sf.htm

https://www.barchart.com/futures/most-active

http://www.marketwatch.com/investing/fund/ibb

http://etfdb.com/screener/

 

Kelly criterion

https://www.youtube.com/watch?v=KrFNOHSMSd4

Conditional Value at Risk

https://www.youtube.com/watch?v=-FUyVKvWjVI

CAPM for beta on stock performance

https://www.youtube.com/watch?v=HJc8klqU6BI

Option chain (bid vs call)

Time horizon

http://www.investopedia.com/terms/m/mediumterm.asp

Portfolio optimization trading tool demo

long term positions vs short term (day trading)

 

sharp sortino ratios

http://www.investopedia.com/terms/s/sharperatio.asp

 

http://www.investopedia.com/terms/s/sortinoratio.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!

Your Retirement Your Stock Picks Your Automated Trading video playback

Your Retirement Your Stock Picks Your Automated Trading video playback

 

Your Retirement Your Stock Picks Your Automated Trading

Links from video presentation

https://www.instagram.com/quantlabsnet/

https://data.oecd.org/hha/household-debt.htm

https://www.wsj.com/articles/mexicos-peso-rallies-as-risks-recede-1497469904

 

Trading to build wealth for retirement only, have separate cash flow streams for day to day living

Exponential power of interest of retirement

1% moves each day

Don’t dip into this fund until you need to retire

The (Exponential) Power of Interest Rates on Commodities

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!

Tech and algo trading analysis webinar playback

Trading System and Macro Data Management_A_May8-2017-2017

Trading System Processes_C_May8-2017-2017

Trading System and Macro Data Summary_B_May8-2017-2017

Tech and algo trading analysis webinar playback

Here are the PDFs explained in the video preview

Here is the event detail for Monday May 15 at 7PM EDT

Nearly 3 hour play back

 

 

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!

Market entry exit strategy webinar playback

Market entry exit strategy webinar playback

I have misled on the title of this webinar topic. Since few attended on the original topic, I decided to focus on two visitors which turned into more benefit than I could imagine. Yes this video is 4.5 hours but worth everything minute. This covers:

First hour conversation topics with NYC experienced software developer in financial services:

How NYC financial companies like hedge funds and investment banks pretty well use Python

Popularity of events based on machine learning/AI

How financial service companies use correlation in real time markets to find market opportunities

How studying stochastic trumps other analytical techniques is used in NYC firms

The right and wrong approaches used by NYC firms with machine learning

Balance of video covers:

How Tradestation has dumped FX which has been handed over to Oanda (LOL!)

How American politics of Trump impacts markets

Understanding the advantages of FX broker like Dukascopy offers

Real time analysis of how an event calendar is literally screaming at your with multiple daily market opportunity

How analysis of FX volatility will maximize your trading opportunity

Proper risk metrics/analysis/management etc minimize your drawdowns

Many many more

Join my FREE newsletter if you want to attend the next online event to help your automated trading

 

 

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!

Machine learning to trading Strategies video playback

Machine learning to trading Strategies video playback

Neat but thanks to Adam for presenting. Here are the links from the video session

http://bookboon.com/en/artificial-intelligence-agent-behaviour-i-ebook

http://bookboon.com/en/artificial-intelligence-agents-and-environments-ebook

Now You Can Trade Bitcoin Tracker One with Interactive Brokers

Join my FREE newsletter to learn more about how ML can be for automated trading

 

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!

Let’t talk pair trading and arbitrage video playback

Let’t talk pair trading and arbitrage video playback

Links from the groups discussion

http://www.financial-spread-betting.com/wp-content/uploads/2011/04/pairs-trading.gif

Standard deviation 2

 

 

we use a time-based exit

 

the spread is an Ornstein-Uhlenbeck process

 

so you can compute the first passage time

 

once that time has elapsed, you know the trade has broken down

 

yeah we exit when the spread goes near the mean

usually 0.5 standard deviations away

 

Roughly

 

yeah, we use GPUs to findd the parameters and pairs to trade

 

opencl

 

https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM

 

http://www.surinotes.com/

 

the power of GPUs 🙂

we have tick data

 

it’s all historical patterns

 

we’re a pure quant fund – no fundamentals

 

well, we use 1M for testing

 

but we use bid and ask from tick

 

Do you use convolution methods to search for patterns?

 

yeah we use mid for entries

 

no we don’t, we literally just test every parameter combination

 

You can use stuff like shift invarient dictionary learning, basis search, any sort of multiscale wavelet will also give you a pattern dictionary.

 

post it on your blog if you remember 🙂

 

ATR EPS Market Cap

  • Trendline on the spread between closing to long/short
  • SMA

 

EXIT/Close-> Beta / SMA trendline TA/stats distribution/IV

you can use bollinger bands to do the same as what I’m doing

 

Sorry, Volume weighted price average for entry/exit

 

Jurik’s JMA is pretty good

https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM

Join my FREE newsletter to learn more baout automatd trading like 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!

More hedging and optimal hedge video playback

More hedging and optimal hedge video playback

This is a chosen unit from my Futures/Options to highlight some of the detailed discussion that comes out of these for my Quant Elite  members. These can be highly valued based up on the people that attend.

The video below is nearly 3 hours long! There were so many topics covered

Here some of the links

http://www.investopedia.com/articles/bonds/07/price_yield.asp

http://www.iqfeed.net/index.cfm?displayaction=support&section=main

https://swiftlang.ng.bluemix.net/#/repl

http://www.tiobe.com/tiobe-index/

https://www.freebsd.org/about.html

http://www.macrumors.com/2016/11/09/new-macbook-pro-has-outsold-all-competitors/

More notes:

i’m using http://etfdb.com

use database

 

menu choice

 

Windows 10 isn’t bad. I’m really excited to get my hands on the latest Windows Internals, new kernel features.

 

“Windows Internals” is a book that gets republished every few years. Documents the inner workings of the operating system.

 

https://technet.microsoft.com/en-us/sysinternals/bb963901.aspx

 

It’s sister book is Windows Via C/C++

 

Maybe, but probably not. Not faster than a couple hundred MS.

 

the best boomberg ETF reporter is Eric Balchuas – he is writinf ETF book , about to be published

 

http://www.bloomberg.com/news/audio/2016-11-12/balchunas-on-post-election-rally-in-financial-etfs-audio

Join my FREE newsletter to learn more about the Quant Elite membership (this closeed within a few months so hop to it)

 

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!

BEST Volatility indicators for forecasting forex video playback

BEST Volatility indicators for forecasting forex video playback

Thanks again from Sholom for co-hosting

Links from tonite:

https://www.oanda.com/forex-trading/analysis/currency-volatility

http://poseidon01.ssrn.com/delivery.php?ID=403118115089090088001024073084097018098035091034011074117080027026114019126073084028033027032044109027040104089094000073091118103082007012011090096002004119106087108007015042092108084100024094097127091082102127029074092064020086074127019021066072091089&EXT=pdf

http://www.elliottfractals.com/

BEST Volatility indicators for forecasting forex?

BEST Volatility indicators for forecasting forex?

Monday, Aug 1, 2016, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

5 Researching Traders Went

I want to talk about this fascinating topic for max opportunity with FX trading. I have a video I just recorded here on the summary of some proposed indicator:https://www.youtube.com/watch?v=9BZiQsGm1bMI have a complete list herehttp://quantlabs.net/blog/2016/07/best-volatility-indicators-for-forecasting-forex/Let’s discuss!I will be adding Sh…

Check out this Meetup →

Join my FREE newsletter to learn more about volatility in automated trading

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!