Tag Archives: Quant

Quant fund investment and financial near 1 trillion under management

Quant fund investment and financial near 1 trillion under management

Understand how quant funds are changing how we see the future of investing and taking financial advise.

Here are some highlighted comments about this article from Financial Times:

 

They speak of how algos make the markets complex and fragile

More unsophisticated (dumb money or even retail money) flows into electric traded funds without understanding underlying investment nor know the high risk. These are put into mainstream ETF funds like Vanguard or Blackrock. Could this be the next 2008 waiting to blow up?

Examples of Two Sigma is used to show short time to get to 50 billion asset under management like Renaissance Technology or DE Shaw.

One French was quoted as doubling their staff within 5 years while other old investment banks are shedding traditional trading roles. Remember how Goldman Sachs is considered now a technology company vs an investment bank with 30+% of staff as software engineers.

Quoting directly from Financial Times results in:

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https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

 

https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

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Quant Labs Live Report podcast is now on Spotify 

Quant Labs Live Report podcast is now on Spotify

The podcast is now on Spotify

We are glad to inform you your podcast is now active in Spotify. You may use https://open.spotify.com/show/1Pz1JXAtKvqRbTn0Hl1qsm for users to get your podcast on Spotify.

Merry Xmas also

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How Much Math Does an IT Engineer Need to Learn for Data Science vs Quant Joke

From some one long ago on my newsletter list:

very sensible ‘How Much Math Does an IT Engineer Need to Learn for Data Science’ title

back to reality? quants and IT guys work in separate teams in hedge funds, they don’t overlap

funds management keep the understanding for themselves

– What are the alphas, betas and omegas, the programmer asked the quant?

– I am not authorized to tell you, said the quant.
PRIVATE AND CONFIDENTIAL
DONT QUOTE ME if you use the joke in your posts
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Award – Best Quant Paper 2017

 

Savvy Investor curates the best pensions and investment white papers from around the world. Having uploaded more than 20,000 papers since launch, they have a unique platform from which to host these Awards. The Savvy Investor Awards are judged on the basis of the quality and readability of the paper and its appeal to their institutional investor audience.

 

To view the full awards announcement, across 15 categories, visit the Savvy Investor Awards page.

WINNER: AQR Capital Management

Embracing Downside Risk

Equity index option pricing is examined in detail in this paper. The authors conclude that most of the empirical equity risk premium relates to compensation for taking on downside risk; therefore, downside risk is something to be embraced.

HIGHLY COMMENDED

Adding Alpha by Subtracting Beta: A Case Study on how Quant Tools can Improve a Portfolio’s Returns by Axioma

A ‘real world’ portfolio is used to illustrate how fundamental managers can use quantitative tools to identify and lessen potential issues in their portfolio, thereby improving their realized returns.

An Asset Allocation Primer: Connecting Markowitz, Kelly and Risk Parity by PIMCO

Standard asset allocation model mechanics, including the utility based, Kelly, Markowitz, fixed allocation, and risk parity approaches, are described and contrasted in this PIMCO article.

 

Managing equity portfolio volatility by harnessing the volatility risk premium by Eaton Vance

Option-based strategies that attempt to harness the Volatility Risk Premium comprise a new type of solution that investors are currently exploring in order to achieve equity-like returns with less risk.

Start of Something Big: Demystifying the Source of Large Alpha in Small Caps by QMA

Active small-cap managers continue to outperform. QMA posits that capturing alpha in small caps is largely the result of inefficiencies that create pronounced mispricings that diligent managers can exploit on a regular basis.

 

About Savvy Investor

Savvy Investor is the world’s leading resource hub for the institutional investors. Since launch in March 2015, more than 23,000 members from across the globe have registered for the site, with 150-200 new members joining every week.

To find out how you can partner with Savvy Investor this year to enhance your thought leadership credentials in the institutional investor marketplace, please contact our Business Development Manager, Stuart Blake, stuart.blake@savvyinvestor.net.

 

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A tip for math proofing for your potential quant trading research

This is a crucial skill to have if you ever want to get into quant research to build models

Just watch the video to see what I mean

http://quantlabs.net/blog/2017/11/best-tip-for-math-proofing-for-your-potential-quant-trading-research/

This is a crucial skill to have if you ever want to get into quant research to build models
As said, you can get this type of analysis and reports from here
I Want Those Reports for Better Analysis
Thanks for reading,
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Best tip for math proofing for your potential quant trading research

best tip for math proofing for your potential quant trading research

This is a crucial skill to have if you ever want to get into quant research to build models

 

https://hackernoon.com/writing-code-like-a-mathematical-proof-f5838fc27382

 

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Anyhow want to video testimonial for Quant Labs net and the groups?

Anyhow want to video testimonial for QuantLabs.net and the groups?

If you can, let me know by emailing support@quantlabs.zendesk.com

Thanks

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Top PHD quant research grads make over 400k first day on job

Top PHD quant research grads make over 400k first day on job

How is this possible according to this article

https://news.efinancialcareers.com/us-en/301445/quant-trader-pay-phd-e-traders-automated-trading-salaries

Not a PHD, you can also use this path measured by our verified to top earning audience

You can always Join my Quant Elite to get on this path

https://www.quantcast.com/quantlabs.net#trafficCard

Older verification from 2015

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Should alt quant based hedge fund be part of Fintech ?

Should alt quant based hedge fund be part of Fintech ?

What is Fintech? I mean seriously. It is so general and vague which can include anything. From the articles and images I included below, one would think payment processors to alternative lenders. It also include crypto currency like Bitcoin. Could you not include starts up like Quantopian which are crowd funded hedge funds? Look at how Steve Cohen may have squandered his investment of $250M.

Go here to the see images of what defines FinTech

Remember the details for tonite. I am showcasing the current status of my forex automated trading strategy the right combination of indicators. See the details below.

As I mentioned we are moving into Black Friday/Cyber Monday event. Basically, this deal includes all

3 of my courses here which covers Python Infrastructure, Futures and Options, and Interactive Broker API

12 month subscription to Quant Analytics

This combo totals well into the thousands. After next week, I plan to raise this current ‘special’ price over 50%.

See the details here;

Interested? Join here before it is too late.

Details for tonite’s webinar:

This is a reminder! Here are the details of my upcoming event online this Monday night at 7 EDT!

Bryan Downing is inviting you to a scheduled Zoom meeting.

Topic: Latest status on custom forex trading

Time: Nov 20, 2017 7:00 PM America/Toronto

Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/608625832

Or iPhone one-tap :

US: +16465588656,,608625832# or +16699006833,,608625832#

Or Telephone:

Dial(for higher quality, dial a number based on your current location)

US: +1 646 558 8656 or +1 669 900 6833

Meeting ID: 608 625 832

International numbers available: https://zoom.us/zoomconference?m=sg0WBgvsGTqeaI_L3IaR5j2oWOdpxmPd

Full details here:

http://quantlabs.net/blog/2017/11/lets-discuss-the-current-status-custom-trading-forex-strategy-webinar/

I got one more step before going into testing mode with multiple volatile currency pairs!

Thanks Bryan

 

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