Tag Archives: Quant

quant elite with new FXCM API demo 30 min video for Pythoan Algo Trading course

 

I just posted a new ‘Module’ into my Python 3 Infrastructure Blocks with Crypto course which includes the description below. This has been added to the quant elite membership explained below.

I demonstrate how to use market data, historical data, and order type using the new FXCM API for forex and CFD trading. This is 100% in Python using a wrapper for their REST API.

This is a 30 minutes video to show it seems to run almost flawlessly.

You can get more info on this course I mentioned above

New Python3 Infrastructure Bootcamp for May 12

I have decided to make set May 12 for my LIVE bootcamp Q&A on this course. I will post a survey for this on my Facebook group at https://www.facebook.com/groups/quantlabsnet/

Also, if you want a better a better to get all three of my courses, you should try out my:

Quant ELITE 3 month trial  <– Check the store for this

or

Quant ELITE annual

Full details of the courses and other features in the above 2 links.

.

Thanks Bryan

course and quant analytics with live demo of trading charts and Python source code

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!

Chart Director trading 38 min video added to Python 3 quant elite course

I just posted a new ‘Unit’ into my Python 3 Infrastructure Blocks with Crypto course which includes the itinary below. This is part of my quant elite membership!

This was a detailed presentation of what Chart Director can do you for your charting.

 

Chart Director itinerary details

C++ version http://www.advsofteng.com/cdcpp.html

Python http://www.advsofteng.com/cdpython.html

Java (never tried) http://www.advsofteng.com/cdjava.html

Many videos (with C++ and Python) https://www.youtube.com/user/quantlabs/search?query=director

Above includes standalone version with C++ for Qt or MFC Windows with live streaming

http://www.advsofteng.com/cdcpp.html

Python standalone demo instructions

http://quantlabs.net/blog/2018/04/run-chartdirector-python-django-interactive-chart/

My analytics demos with trend, cross signals, Fib, and moving average

You can get more info on this course I mentioned above.

Go here for details

I have decided to make set May 12 for my LIVE bootcamp Q&A on this course.

at https://www.facebook.com/groups/quantlabsnet/

There are 3 courses in total I got right now so check out these links below

Quant ELITE 3 month trial

or

Quant ELITE annual

Full details of the courses and other features in the above 2 links.

 

Get access to this Python 3 Algo trading course with Forex Crypto like Bitcoin

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!

Walking tour features of Quant Elite membership with python 3 infrastructure course

Get Your Walking tour features of Quant Elite membership with #python 3 infrastructure course
 
HI there
We are now live with this new 3 month ELITE subscription. I have created an 11 minute tour to walk through the entire service. The video is below but it highlights a number of features which include:
 
1. The latest course of Python 3 Infrastructure Course for a Primitive Algo/Automated Trading System
2. Advanced programming overview of examples how to use a Message Queue with popular languages to interface with Interactive Broker Trading Workstation (TWS).
3. Brief overview of using futures and options techniques with coding examples
4. Access to the complete analytical charts and data provided through the Quant Analytics service for 3 months.
 
NEAR TERM Future additions in coming weeks:
 
1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System
2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading.
3. Daily charting within the Quant Analytics service. See the last recent Meetup webinar video example listed below.
 
I am temporarily adding 1 free month for your 3 months. That is a $233 in value as an extra bonus! This extended offer will be removed very quickly as our Facebook marketing efforts show effectiveness. Also, take advantage of this LIVE Q&A workshop that will be those learning from the recent Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System course.
 
The link is now live to start your 3 month subscription by going here
 
  
Video examples
 
Walking tour features of Quant Elite Membership (including 3 month)
YouTube Preview Image
 
https://www.youtube.com/watch?v=pmf2gQ47y_A
 
Recent Meetup webinar video example
YouTube Preview Image
 
https://www.youtube.com/watch?v=oBpJ5PeziB4
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!

Get Your Walking tour features of Quant Elite membership with python 3 infrastructure course

We are now live with this new 3 month ELITE subscription. I have created an 11 minute tour to walk through the entire service.This does include my recent python 3 infrastructure course.

 The video is below but it highlights a number of features which include:

 

1. The latest course of Python 3 Infrastructure Course for a Primitive Algo/Automated Trading System

2. Advanced programming overview of examples how to use a Message Queue with popular languages to interface with Interactive Broker Trading Workstation (TWS).

3. Brief overview of using futures and options techniques with coding examples

4. Access to the complete analytical charts and data provided through the Quant Analytics service for 3 months.

 

NEAR TERM Future additions in coming weeks:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading.

3. Daily charting within the Quant Analytics service. See the last recent Meetup webinar video example listed below.

 

I am temporarily adding 1 free month for your 3 months. That is a $233 in value as an extra bonus! This extended offer will be removed very quickly as our Facebook marketing efforts show effectiveness. Also, take advantage of this LIVE Q&A workshop that will be those learning from the recent Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System course.

 

The link is now live to start your 3 month subscription by going here

 

I Want Now
Market Analysis for April 9. This is for all major asset classes including forex, indices, and commodity (with Bitcoin). We can talk about best possible planning for the week. Join me live if you are interested.
Market Analysis for April 9. I will do a full analysis on all markets using both Technical and Fundamental. This is for all major asset classes including forex, indices, and commodity (with Bitcoin). We can talk about best possible planning for the week. Join me live if you are interested.
https://eb360-f7c04e.pages.infusionsoft.net
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 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:

Please use the sharing tools found via the email icon at the top of articles. Copying articles to share with others is a breach of FT.com T&Cs and Copyright Policy. Email licensing@ft.com to buy additional rights. Subscribers may share up to 10 or 20 articles per month using the gift article service. More information can be found here.
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

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 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

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!

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
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!

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.

 

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!

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,
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 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

 

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!