Tag Archives: portfolio

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

Become a Quant Analytics member

Order Analytics

 

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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)

NOTE Become a Quant Analytics member by purchasing here

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!

Forecasting most volatile forex pair with optimal portfolio for max return

Forecasting most volatile forex pair with optimal portfolio for max return

Continuing from my past posting at

Most volatile currency pairs for effect forex automated trading

I would be interested in hearing from the experts if I am onto something

These are the results from my scripts I modified. These DOC and forex ranking.csv files are attached

ranking

5_forex

ZARJPY_NZDCHF

ZARJPY_NZDJPY

 

 

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!

Deep testing of Python Markowitz Portfolio packages

Full testing of Python Markowitz Portfolio packages

I am digging deep into this portfolio optimizations. One question came up was using Markowitz versus stats.

Check here to see my latest analysis with a 1 hour video.

This video below serves 2 purposes which includes a quick & dirty way to test the code if it works in my Python 2.7.13. I am pretty well not budging from this version for a while so I expect incompatibility problems with Python. This is why this video was made to showcase the trials and tribulation any newbie Python coder could go through including me. The second purpose of this video is attempt to find running Markowitz portfolio source code that will run which I did partially accomplish as demonstrated in the video. ition and set other styles.
Here is a recent conversation with Sholom B of Analytic Kinetics on this topic:

 

Me: Very valid comments, can you not run both markowitz framework and general stats in parallel? as you say, use the stats you generate under extreme conditions since the markowitz is not valid as you say
Sh: Extreme condition modeling and markowitz are not compatible.

 

Me: You switch berween based on market condition.

 

Sh: Market conditions change fast. You may not get advance warning anytime. Think flash crash.

What is your opinion? Send me an email response on this!

Do pay special attention to my warning on future pricing.

This is one of many many benefits of my list for my Quant Elite members including the Algo Trading Course series where you can get the details here

Not only that you’re the highly affordable and generous pricing options:
MONTHLY: $97/MONTH:Click here

3 month subscription

I also have listened to a number of you on how you don’t want a service that automatically renews each month. As a result, I am offering new subscription ‘levels’. If you did not take advantage of last weeks 3 month, well I have extended the term for 7 months for the price of 5. As you know, this will not be promoted forever.

Subscribe Now
If you have seen my Shopify store, I will use this to leverage a bunch of new videos I will doing live over the next few weeks. Each new video will be used as a form of bonus which will be exclusively for download with limited access.

WARNING!

I have over the last few weeks been promoting everything at a very affordable price. Over the next few weeks, I will be testing new target marketing efforts of households  over $1 million annual income. What does this mean? If successful, I see no reason to keep these rates low as they are. If that is the case, I have received marketing experts say I could charge as much as $400/month. Who knows if this will happen but you may want to take advantage of the current price. They may not last! Here they are:

 

Quant Analytics Click here

ONLY THESE OFFERS WILL BE AVAILABLE

Quant Analytics LITE Click here

Let me know if you are interested in the 3 month or 7 month subscriptions

Note I may be removing these current product from my Shopify store as well in coming weeks.

Interative Brokers 4.5 hour Workshop Bootcamp
Interative Brokers 4.5 hour Workshop Bootcamp
$49.00
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Jul 14 market report
Jul 14 market report
$1.00
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Python Algo Trading Course LIVE Workshop
Python Algo Trading Course LIVE Workshop
$30.00
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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!

Analyze Financial Portfolio Data with Python

Financial Portfolio Data analysis with Python

Sometimes, there are really good Python books that cover automated trading. As it stands, there are a bunch I could recommend but right now I need to focus on financial portfolio data analysis. A few weeks ago I published a complete list of what is needed before I start live trading.

Here is one example of many factors you need to consider in this topic

I also wanted to talk to you about a new introductory entry level membership that I will be launching today. This is a light version of my Quant Analytics service that people have been asking for. What do I mean by that? Instead of overwhelming people, this entry level membership will provide basic data that will be important to keep a lookout for all your daily trading. I have made a detailed video here:

This is only execlusive through my new broadcast email which you can access here

Mobile friendly sign up (corrected)

Check out my the details payment URLs here 

This will be a limited time offer to get into a grandfatheredmembership if you want to start out watching my automated trading system. As you know, I will be adding many new daily postings which include my portfolio analysis, position handling, price action, asset watchlist which will be part of my full analytics service. 

If you are interested in this new introductory entry level membership, please get it here

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I am also testing out a newer payment merchant called Stripe
Buy Now via Stripe
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Portfolio and Risk Analytics in Python

Portfolio and Risk Analytics in Python

From the video description:

Pyfolio is a recent open source library developed by Quantopian to support common financial analyses and plots of portfolio allocations over time.

 

I am not sure if I would complicate my life with additional Python packages, but there is one I do like from R. Hmmm…..let me see how the next week goes

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!

Why is Bitcoin crypto currency not part of your portfolio? Hits new records

Why is Bitcoin crypto currency not part of your portfolio? Hits new records

From someone on my newsletter sent this. The questions is why Bitcoin is not part of your portfolio mix? it has been hitting new records all the time this year

One instrument that we should consider in our portfolio is cryptocurrency.  Most of the big exchanges have API’s, so the more brave and tech of us can automate as needed.

This article discusses the problems and profit potential of HFT, half of which is “front-running”.   There is a new distributed system, where there will be a level playing field, no fees, less ability to game the system with physical hardware at the exchange, which obviously cuts out almost everyone else.  This is a really interesting exchange.  Your “wallet” or account is kept in “cold storage”, i.e., on your computer.  So it is much safer than in someone else’s hands.  There is a matching system which matches buy/sell orders, and no broker scooping up fees in between.  There is an open order book.  This sounds almost too good to be true.  What got my attention is that it is founded by Dr. Olsen, who started a little currency exchange called OandA.  Anyway, here is the article…

https://medium.com/@pullnews/the-lykke-platform-9bc2b7785da2

About the founder…

Dr. Richard Olsen holds a Licentiate in Law from the University of Zurich (1979), a Masters in Economics from Oxford University (1980) and a Ph.D. from the University of Zurich (1981). He worked in banking as a researcher and foreign-exchange dealer before founding Olsen and Associates in 1985. This consulting company brought served clients in the microstructure of market exchanges, trader behavior, and high-frequency trading. His company, under the name of Olsen Data, continues to sell high-frequency data sets and advise clients. He is a visiting professor at the Centre for Computational Finance and Economic Agents at the University of Essex and a start-up mentor to Swiss start-ups.  In the early 2000s, Olsen and his partner founded OANDA, now one of the premier foreign-exchange platforms. This small start-up took FX trading from professional terminals to people’s browsers, giving them access to the high-frequency, low-spread world of FX trading previously unavailable to all but the largest firms. OANDA now has licenses in dozens of countries and employs almost 300 people. In these years, Olsen created many innovations for the FX industry.

On Sun, May 7, 2017 at 7:11 AM, quantlabsnet <feedback@quantlabs.net> wrote:

Daniel,

Trade Like a Casino for Consistent Profits 

Sure. The casino is the house that controls the output. Markets are random so it sort if makes sense. Does this philopsphy work as to what is presented in this video?

Watch it here

Lastly and finally as before Monday hit so I extended this until today as requested by a few people.

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!