Posts Tagged ‘strategies’
Open source stuff with Java, Hadoop, Linux, R. Future Meetups with algo and strategies?
View CommentsWritten on May 15th, 2012 by caustic
Categories: Premium Membership, Quant Development, R
Categories: Premium Membership, Quant Development, R
Hi there
I am doing a technical about face from Matlab and .NET. This could be temporary or permanent but depends on the results of my findings in open source. I don’t know but I am setting up a new infrastructure with CentOS Linux, Hadoop with Java, and R, and various R packages. Everything is open source and does not cost a penny. This was all driven to the heavy licensing fees Mathworks charges for clustering. As a result, I moved to this new option. Anyhow, I may do a future general Meetup on this.
Also, I have finished my own development of an HFT algo/strategy development course which is part of my QuantLabs.net Premium membership. Many people have asked questions about this but may focus this Meetup group on this sort of stuff. But that is down the line.
So, over the short term, I am wanting to network with some people who may be interested in sharing some strats and algos. I am constantly being approached by many capital advisors looking to throw around large amounts of cash due to the lack of low yield options out there. So, if you want let’s do it over the next two Tuesdays. I will tentatively create two physical Meetups from our usual spot in North York/Toronto. I will pick which appears to be the most popular week. I can also one on ones as well but let me know your story. I will need to know ASAP on either for reservation.
As for presentations, a few people would like to present some ideas over the summer. If you are one of them, please reach out to me as well. I am also looking at some online ones including a very promising open source Matlab automated trading system. It looks pretty sweet.
I may get a GotoMeeting.com account to do some online presentation as well both for QuantLabs.net Premium members and general visitors to various events.
Let me know what you think by responding to this via email or posting on Meetup. I Just want to let you know I have not forgotten about you all. I have been just been busy with this new infrastructure stuff.
Thanks Bryan
P.S. More info at Meetup.com/quant-finance or Youtube.com/quantlabs
I heard there is a website or publication that collect strategies and update the news about that. Anyone can give some details about it?
I heard there is a website or publication that collect strategies and update the news about that. Anyone can give some details about it? Thanks.
==The Futures Truth magazine (www.futurestruth.com/magazinemain.htm) is listing over 200 systems. This is at least one of the oldest institutions tracking strategies.
==-There are lots of systems. But where can I find some sample alpha models and brief introduction about ==
I am not clear on exactly what you are asking. If however, you are asking where are profitable models published such that you can replicate them, the short answer is nowhere.
If you see a model described in enough detail to actually be able to replicate it, something is seriously wrong with the possible exception of an old academic paper describing something that used to work.
If you look at it on the surface, if you developed a system with true alpha, would you publish it or even sell it?
Of course, I this is all just my opinion but I have been in this business a long time and have never seen a successful system published in detail.
==Thank you very much, I'll remember what you say. Maybe I must do it step by step.
==Collective2 zingnals also have an endless list of syatems which they track
Get our benefits and advantages in being a Premium member to learn HFT, Strategies, Quant, etc
Get our benefits and advantages in being a Premium member to learn HFT, Strategies, Quant, etc
http://quantlabs.net/quant-member-benefits/
Leading Brazilian Hedge Fund Managers Say Opportunities Still Abound, But Diversification Is Key As More Strategies Than Ever Are Availabl
Leading Brazilian Hedge Fund Managers Say Opportunities Still Abound, But Diversification Is Key As More Strategies Than Ever Are AvailableRio de Janeiro, April 5th 2012: After 2008 and 2010, this is the third Opalesque Roundtable we are publishing about Brazil. Coming back after two years, I was amazed how the markets and the financial industry have marched along and achieved true progress, to the benefit of all Brazilians and investors.
The number of strategies offered by the local alternative investment managers continues to grow. The firms which participated in our small Roundtable, held in March at a local Citi office in Ipanema, are running equity long/short, activist, credit, macro, quantitative, real estate and private equity funds. You will also find CTAs operating out of Brazil.
This Roundtable script (a 24 page PDF) can be downloaded here for free: http://www.opalesque.com/RT/RoundtableBrazil2012.html
==Today, more instruments than ever are available to the local managers. They come in acronyms like REIT, but there are also FIPs, LCAs, LCIs, CRIs, FIDICS: all these instruments are starting to gain sophistication and also create arbitrage opportunities for the professionals on the ground who understand mispricing of an instrument related to its comparables.
On the macro level, the creditworthiness of Brazil is probably in its best position in at least 40 years – debt to GDP ratio has come down all the way from over 60% to around 36%-38%.
This Roundtable script (a 24 page PDF) can be downloaded here for free: http://www.opalesque.com/RT/RoundtableBrazil2012.html
experiences of licensing algos and strategies on sites like Collective 2; strategy Runner; tradestation?
Looking to hear about experiences of licensing algos and strategies on sites like Collective 2; strategy Runner; tradestation; or any other sites that sell or license trading strategies.
If you're a developer who has licensed or rented out his strategy, I want to hear about your
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Have you developed a strategy in TradeStation? If so, we specialize in autotrading third-party systems for various developers. Let me know if this would be beneficial for you or any other interested client prospects.
High-Frequency Strategies That Rely on Trading Obligations of Market Makers
High-Frequency Strategies That Rely on Trading Obligations of Market Makers
I am exploring the topic of high-frequency strategies that specifically rely on various trading obligations of market makers, which are largely set by trading venues as self-regulatory organizations. Conflicts among formal market makers and certain types of agile traders exploiting various institutional and regulatory frictions isn’t a new phenomenon (think about the SOES and RAES “banditry” in the olden days), and this is still going on in today’s securities markets. For instance, I am aware that high-frequency strategies gaming trading obligations of market makers do exist, and, in their turn, market makers employ special “combative” algorithms. I’d be forever obliged if you could share your insights on this topic (on a very basic level and without revealing any proprietary information of course). For instance, have there been any attempts to game a recent prohibition on “stub” quotes applicable to market makers? This is for a paper of mine dealing with certain aspects of U.S. securities law (which is available at http://ssrn.com/abstract=2032134). Thanks!
Future models, algos, and strategies to be delivered for matlab r c++ C# c sharp and latex with video theory lesson
Future models, algos, and strategies to be delivered for matlab r c++ C# c sharp and latex with video theory lesson
Get notified when this is ready! Be notified here.
Have a Proven Trading Strategy but lack capital? I am able to introduce capital to strategies / funds with minimum 15% YoY returns,
Have a Proven Trading Strategy but lack capital? I am able to introduce capital to strategies / funds with minimum 15% YoY returns, all inquiries will be kept confidential and reviewed carefully.
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do you introduce capital with profitable strategies to funds, companies or individuals?
How much capital do you usually invest whenever you find these profitable strategies?
https://www.worldcupadvisor.com/AdvisorProfile/Advisor.aspx?ID=189
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We are looking for subscribers to QuantMaster. Using the lead/follower account type makes scalability easier, and I'm sure we have what you're looking for performance wise.
https://www.worldcupadvisor.com/NetProfitCal.aspx
You can view a summary of our performance with the NetProfitCalculator, by selecting Quant Master in the drop down.
$25,000 minimum, $300 per unit per month, $22.78 round turns through Robbins Trading Company.
How you need to manually code your Matlab algos and models for quant strategies in hft trading platform (Youtube video)
How you need to manually code your Matlab algos and models for quant strategies in hft trading platform (Youtube video)
Learn more here on how I proceed.
Any One ready to share Algorithmic Equity day trading Strategies and quant analytics
Any One ready to share Algorithmic Equity day trading Strategies and quant analytics
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Have developed some day trading strategies. Can provide advisory on the basis of that for any markets. Only requirement other that Indian markets is LIVE data feeds.
