Tag Archives: Quant Analytics

Quantitative analysis is about to move ahead in Singapore and Asia as a whole

Unlike in the West, Asian banks haven’t hired a whole lot of quants (yet). That seems to be about to change. Because industry watchers are claiming that Asia needs to develop its quantitative finance field or risk being left behind. Left behind in what, exactly? Well, Asian banks need quant help to roll out new…

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Quant analytics basic: Decent explanation of lag with this GARCH(1,1) volatility estimation

Quant analytics basic: Decent explanation of lag with this GARCH(1,1) volatility estimation Just watch and learn I guess 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!

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Quant analytics basics: Detailed and easy to understand Youtube video on what is linear regression?

Quant analytics basics: Detailed and easy to understand Youtube video on what is linear regression? As I start breaking down a few R scripts, this linear regression concept got confusing for us those that are weak minded in Math. Here is very good video: http://www.youtube.com/watch?v=ocGEhiLwDVc I find Bionic Turtle really good in breaking down what…

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Is the best way to parallelize ARIMA in R using the quantstrat and backtest R packages?

I wondered about this post. http://quantlabs.net/r-blog/2012/08/is-the-smartest-way-to-parallelize-this-arima-function-within-r-only-for-windows-use-quantstart-and-backtest-r-packages/ I really don’t want to hack the R packages to parallelize from within those. If you got a better suggestion, please let me know by commenting. 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…

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Quant analytics market data capture: so what the general differences between iqfeed and the nxcore products?

Quant analytics market data capture: so what the general differences between iqfeed and the nxcore products? Dave Forss: the base rate of our NxCOre is $500/month, iQFeed is $65/month. NxCore is an institutional feed and used mostly by brokers and large hedge sunds that need to update thousands of symbols at a time. iQFeed base…

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I use quant analytics: See why 3400 readers saw my pick for John Deere thanks to Yahoo Finance and Seeking Alpha

I use quant analytics: See why 3400 readers saw my pick for John Deere thanks to Yahoo Finance and Seeking Alpha I just did my first posting on SeekingAlpha.com. It got over 3400 views in less than a day. Pretty killer I think. Hopefully, you can start seeing more stock picks coming out of systems…

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Quant analytics interaction terms: We need lower terms despite significance when higher order polynomial is? Tradeoffs?

Quant analytics interaction terms: We need lower terms despite significance when higher order polynomial is? Tradeoffs? For some of the respondent level models I am working on, we are trying to test for different interaction effects between media. I have been working on the premise of testing for significant first order effects, and testing for…

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STDFIN accouncement for open source quant analytics library in C++

STDFIN accouncement for open source quant analytics library in C++ * Group: Financial Engineering Group * Subject: Announcement from Financial Engineering Group Dear fellow Financial Engineer, We are proud to present STDFIN, an new open-source initiative for building modern, clean, fast, C++ open-source libraries for the financial industry. We have just started last week, and…

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Quant analytics: Can we use lower order terms in a model when higher orders become significant?

Quant analytics: Can we use lower order terms in a model when higher orders become significant? For some of the respondent level models I am working on, we are trying to test for different interaction effects between media. I have been working on the premise of testing for significant first order effects, and testing for…

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Need new end of day feeds for quant analytics and my high frequency trading platform

Need new end of day feeds for quant analytics and my high frequency trading platform Hi, I am having some problems with my current end of day data feeds for NYSE, NASDAQ, AMEX and OTCBB. My options are fine. I may have to replace them shortly unless they can repair a few problems, specifically new…

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