Tag Archives: R

Which is your algo trading preference non programming or langiages like R or Python

Which is your algo trading preference non programming or langiages like R or Python

Which is it? Your choices

https://www.dukascopy.com/swiss/english/forex/Visual/features/

https://www.r-project.org

https://www.python.org

Let me know via my Facebook groups or page:

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

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

Or get to no more product or courses

Shopping Cart

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!

r 2.15 with focus and Python join forces for cross over event for any programmer

R and Python join forces for cross over event for programmers

This appears to be worth watching as there seems to be this resurgence in R.This will use versions is r 2.15 with focus
Read Now

Just a reminder on this course

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, et. This is the same as rstats found on R-Bloggers

All the details of the course here

Access Now

So here we go, I will be holding the Python 3 Infrastructure Building Blocks LIVE Q&A Bootcamp Workshop this SATURDAY MAY 12. I need to make it early starting at 10AM Eastern Standard Time. This is the same time as New York City! Based on my previous version of this, I would allocate around 5-6 hours for this entire event. Also,

The topics covered are explained here:

Automate Your Trading Now with Python

Also, this event will take place once which means the replay will become a bonus in the course itself.

Do realize this is primarily to focus on live questions so I need to get them before May 12. Please send them to me by May 10. This is one week from the time of this announcement.

If you are new to this, I would strongly recommend to learn these topics right away with your access. As said, the focus will be on answering your detailed questions so get everything compiled by May 10.

Thanks Bryan

 

 

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, etc

MAY 12 set for python 3 Infrastructure Building Blocks LIVE Bootcamp and Workshop

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!

R and Python join forces for cross over event for programmers

R and Python join forces for cross over event for programmers

This appears to be worth watching as there seems to be this resurgence in R

R and Python are joining forces, in the most ambitious crossover event of the year—for programmers

 

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 out all our R stats and programming courses rstats

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, et. This is the same as rstats found on R-Bloggers

All the details of the course here

http://quantlabs.net/academy/buy-all-of-our-r-courses/

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!

dot net framework array to r program code through the R CSharp package

Note: I really no longer support dot net framework array to r anymore. This means that I don’t support .NET nor Microsoft nor Windows anymore due to  back door security concerns I have with their product. I would strongly Python and other open source technologies over Microsoft product Also, this R posting is here as a courtesy due to R is still popular. Also remember this link recommended from my Academy section is from 2012 so it might no longer work.

Very Nice! My C# program calls R Code through the R.NET package. 

How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization

Whoa! I finally got this working with R.NET. I can get my C# appliction call directly R code which is very nice. There is a nasty bug on the search path of R so note at the beginning of the code as well. Get more info about R.Net package from http://rdotnet.codeplex.com/. Here is the C# code but don’t foret to add the.NET.DLL DLL reference in your Visual Studio:

Enjoy this C Sharp code

using System;
using System.Linq;
using RDotNet;

class Program
{
    static void Main(string[] args)
    {
        //code solution from http://stackoverflow.com/questions/7960738/importing-mgcv-fails-because-rlapack-dll-cannot-be-found
        string rhome = System.Environment.GetEnvironmentVariable(“R_HOME”);
        if (string.IsNullOrEmpty(rhome))
            rhome = @”C:Program FilesRR-2.15.0″;

        System.Environment.SetEnvironmentVariable(“R_HOME”, rhome);
        System.Environment.SetEnvironmentVariable(“PATH”, System.Environment.GetEnvironmentVariable(“PATH”) + “;” + rhome + @”bini386″);

        // Set the folder in which R.dll locates.
        //REngine.SetDllDirectory(@”C:Program FilesRR-2.12.0bini386″);
        REngine.SetDllDirectory(@”C:Program FilesRR-2.15.0bini386″);
        using (REngine engine = REngine.CreateInstance(“RDotNet”, new[] { “-q” }))  // quiet mode
        {
            foreach (string path in engine.EagerEvaluate(“.libPaths()”).AsCharacter())
            {
               Console.WriteLine(path);
            }
            //engine.EagerEvaluate(“.libPaths(“C:/Program Files/R/R-2.15.0/library”);

            // .NET Framework array to R vector.
            NumericVector group1 = engine.CreateNumericVector(new double[] { 30.02, 29.99, 30.11, 29.97, 30.01, 29.99 });
            engine.SetSymbol(“group1”, group1);
            // Direct parsing from R script.
            NumericVector group2 = engine.EagerEvaluate(“group2 <- c(29.89, 29.93, 29.72, 29.98, 30.02, 29.98)”).AsNumeric();

            // Test difference of mean and get the P-value.
            GenericVector testResult = engine.EagerEvaluate(“t.test(group1, group2)”).AsList();
            double p = testResult[“p.value”].AsNumeric().First();

            Console.WriteLine(“Group1: [{0}]”, string.Join(“, “, group1));
            Console.WriteLine(“Group2: [{0}]”, string.Join(“, “, group2));
            Console.WriteLine(“P-value = {0:0.000}”, p);
        }
    }
}

 

Here is an C# example:

using System;
using System.Linq;
using RDotNet;

class Program
{
    static void Main(string[] args)
    {
        //code solution from http://stackoverflow.com/questions/7960738/importing-mgcv-fails-because-rlapack-dll-cannot-be-found
        string rhome = System.Environment.GetEnvironmentVariable(“R_HOME”);
        if (string.IsNullOrEmpty(rhome))
            rhome = @”C:Program FilesRR-2.15.0″;

        System.Environment.SetEnvironmentVariable(“R_HOME”, rhome);
        System.Environment.SetEnvironmentVariable(“PATH”, System.Environment.GetEnvironmentVariable(“PATH”) + “;” + rhome + @”bini386″);

        // Set the folder in which R.dll locates.
        //REngine.SetDllDirectory(@”C:Program FilesRR-2.12.0bini386″);
        REngine.SetDllDirectory(@”C:Program FilesRR-2.15.0bini386″);
        using (REngine engine = REngine.CreateInstance(“RDotNet”, new[] { “-q” }))  // quiet mode
        {
            foreach (string path in engine.EagerEvaluate(“.libPaths()”).AsCharacter())
            {
               Console.WriteLine(path);
            }
            engine.EagerEvaluate(“.libPaths(“C:/Program Files/R/R-2.15.0/library”);

            // .NET Framework array to R vector.
            //NumericVector group1 = engine.CreateNumericVector(new double[] { 30.02, 29.99, 30.11, 29.97, 30.01, 29.99 });
            //engine.SetSymbol(“group1”, group1);
            //// Direct parsing from R script.
            //NumericVector group2 = engine.EagerEvaluate(“group2 <- c(29.89, 29.93, 29.72, 29.98, 30.02, 29.98)”).AsNumeric();

            //// Test difference of mean and get the P-value.
            //GenericVector testResult = engine.EagerEvaluate(“t.test(group1, group2)”).AsList();
            //double p = testResult[“p.value”].AsNumeric().First();

            //Console.WriteLine(“Group1: [{0}]”, string.Join(“, “, group1));
            //Console.WriteLine(“Group2: [{0}]”, string.Join(“, “, group2));
            //Console.WriteLine(“P-value = {0:0.000}”, p);

            //example to call complete R script from http://rdotnet.codeplex.com/discussions/262426
            //REngine R = REngine.GetInstanceFromID(“RDotNet”);
            //R.EagerEvaluate(“source(“MyRscript.r”)”);
            engine.EagerEvaluate(“source(“test.r”)”);
            Console.ReadLine();
        }
    }
}

Here is R script test.r which resides in the same Release directory as the C# program.

G<-c(1,2,3)
G
cat(‘hello from r’, G)

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 to get R connect to NOSQL scalable database Redis with Rstats package for parallelization

Who knew Rstats was popular still ?

Note that this is an article open available found on my Academy section of the site here:

How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization

How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization

Do note the links below that helped me accomplish this:
Discussion on various NOSQL databases including Redis:

http://stackoverflow.com/questions/4720508/redis-couchdb-or-cassandra

https://github.com/causes/redis-centos/blob/master/README.markdown

As said in my video, follow the downloaded packages INSTALL readme guide. You need to make to build from the source of Redis. It ain’t that bad.
For doRedis R package video demo and instructions on how to use it in within R:

http://bigcomputing.com/doredis.html

 

 

CCXT Python package wrapper best to stay on top of Bitcoin crypto currency exchanges

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!

Linked list for interviews in a Python job. Or try R code walkthrough?

ome will always say how interviewer will test your coding capabilities. This is one popular question for any job in this field. Anyone have any other popular questions for their potential job? How about a an R code walkthrough?

https://codereview.stackexchange.com/questions/117668/linked-list-for-interviews

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

Buy all of our R courses with R code walkthrough

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!

Chaos Theory and the Logistic Map in Python. Any R course with quant on this ?

It seems it is quite popular in the world of automated trading. Who actually uses this or believes in this? Let me know if you think there is any R course with quant on this.

Here is a tutorial:

http://geoffboeing.com/2015/03/chaos-theory-logistic-map/

Some commentary here

https://www.reddit.com/r/Python/comments/30e64o/exploring_and_visualizing_chaos_theory_with/

 

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

New ONLINE STORE for all courses and membership services including dukascopy api and jforex platform

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!

Applied Economic Analysis With R code walkthrough

It seems there are set of R exercises found on R-Bloggers (for R course walkthrough)  if you are interested in studying econometric data. I can find this very useful if you want to focus on forward looking data for proper forecast. I do this as part of my Quant Analytic service you can find below.

https://towardsdatascience.com/bayesian-linear-regression-in-python-using-machine-learning-to-predict-student-grades-part-2-b72059a8ac7e

 

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

Buy all of our R courses with R code walkthrough

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!

Bayesian Linear Regression in Python: Using Machine Learning. Is R code walkthrough better?

If you are into machine learning, this is one popular technique used for forecasting. Actually, using Bayesian appears to be standard. Many people have like this posting which is an entire tutorial on how to accomplish this task. Here is the article for you:

https://towardsdatascience.com/bayesian-linear-regression-in-python-using-machine-learning-to-predict-student-grades-part-2-b72059a8ac7e

Is R better

This particular totorial is completed in Python but R could be somewhat useful in other instances.

Lastly, I am quite surprised on how well my old legacy R course was quite popular. In case you missed it, here are the details:

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

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. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

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!