Tag Archives: working

Popular indicators from TA-Lib Python wrapper

Different analytical indicators

Popular indicators were introduced from 2 recent videos. These were from the TA-Lib package Python wrapper.  I further tested to see which indicators could be found useful. Although, I would give you a different answer from my recent analysis video where I demonstrated popular indicators Williams R% and Stochastic, you would think everything looks clean. This is just another way of saying they do not lag when they change direction at fast timeframes like Tick or 1 Minute. I really emphasized the importance of this in the videos.

Different results vs Dukascopy JForex

I went ahead to start analyzing the same indicator with exact timeframes using TA-Lib within Python. As compared from within Dukascopy JForex, It seems I got different results so I tested a complete pile of them. This included:

1. Stochastics was just to jumpy to work with any form of trend.

2. Beta was more consistent which did not move around as much.

3. Williams R was again to volatile (in short periods) moving between in upper and lower ranges

4. Linear Regression and Chaikin A/D Oscillator was the same effect as Williams R

The only ones that seem to work were the popular indicators which include:

1. Normalized ATR

2. SMA

3. Bollinger Bands

4. Rate of Change Percentage

As a result, I will stick these 4 above to find out the magical combination. There are others to pick from within TA-LIB but I find you want to keep the combination simple. This also is important to really understand how properly interpret the unpredictable indicators I list above.

Next steps and considerations

I need to show how to  properly implement these but it depends when there data stored eg. database vs flat file. It looks the simplest is to use CSV with multiple instrument access is less utilized on the computer hardware front. You can obviously understand hoq critical these decisions are for when using an interpreted scripting language like Python.

There will be lots more to report as I continue along. Do note I find working with Python is much more product than Java within Dukascopy Jforex API.

Package info https://github.com/mrjbq7/ta-lib

Williams % and Stochastics most reliable Matlab technical indicator

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Quant Trading Live Report podcast episode verified to be working

Quant Trading Live Report podcast episode verified to be working

Give us a nice a review for a nice prize

https://itunes.apple.com/ca/podcast/quant-trading-live-report/id1304846237?mt=2

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  Donate $100,000s per yr working as a quant trader

Donate $100,000s per year working as a quant trader

I came across an article I never thought of. Imagine if you could donate hundresds of thousands to millions per year in charity? This is all because high paying quants make between 300K to $10M. There were a bunch of questions to one of these quant researchers who did a Q&A podcast. You should check this out.

 

Some highlighted quotes:

Quant trading pays very well, plateauing at between $300,000 and $10m a year after five to ten years, depending on performance.

Listen to this podcast

You can hear it here 

Onward and upward, I might make a pricey ‘Bonus video’ on these topics which appear to be popular for those visiting my Youtube channel and blog. Of course my Quant Analytics members will get that free once created.

Go here to join my latest service

Buy Now
Let me know what you think.

Also, don’t forget here are our current product found on my Shopify store.

Interative Brokers 4.5 hour Workshop Bootcamp
Interative Brokers 4.5 hour Workshop Bootcamp
$49.00
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Python Algo Trading Course LIVE Workshop
Python Algo Trading Course LIVE Workshop
$30.00
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Donate $100,000s per year working as a quant trader

Donate $100,000s per year working as a quant trader

A podcast with a big quant trader. A list of questions from many people

“Donating millions within a few years” is a high 90s all-star.

https://80000hours.org/2017/08/the-life-of-a-quant-trader-how-to-earn-and-donate-millions-within-a-few-years/

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Help to get Oanda forex trading working with Python

Tips to get Oanda forex trading working with Python

I have finally got Python working with a broker. It ain’t my favorite once known as Oanda. Ugh. I know but working with Dukascopy’s Jforex is much tougher with its strict compliance embedded Java JAR approach. I tried with that but after a case of Tylenol, I gave up. I decided to crawl back to this Oanda Python package. It worked so I explain all of this in my video with full details.

All inks here http://quantlabs.net/blog/2017/08/tips-to-get-oanda-forex-trading-working-with-python/
gladly I just posted my first ‘bonus video’ on my Shopify account. I will keep this up for a limited amount of time as I am unsure how long I will keep this around. All of these videos are pretty well for trading edge so I don’t want too many people to have this. For those that want this for FREE, you need to be a Quant Analytics member. Simple concept. I will gladly take your money for the much higher price of course.
I WANT THIS BONUS VIDEO
For my current members, you can easily get your discount coupon for your complimentary download access. Just login and you should be able to find it. Just search for:

 

Overview of US Fed Reserver outlook data

 

Topics of this limited exclusive video:

1. Demo examples of some forward looking data sets used from Federal Reserve with rationale of use

2. Interpretation how to use for accurate forecasting future/options, forex, and stock market asset classes.

3. Explanation of importance on rational of how USA impacts rest of world in all global asset classes

4. Sample high level demos of how to use with some Python coding

More details and rationale of these bonus videos found here

http://quantlabs.net/blog/2017/08/live-event-us-federal-reserve-secrets-to-be-a-fantastic-trader/

So what are you waiting for? Join this exclusive Quant Analytics members as you get rare sneak peak views of my new updated automated trading system for both Interactive Brokers and Oanda forex trading. This will not last foreever.

I WANT THIS BONUS VIDEO
P.S. Lastly for those watching my next set of topics of these ‘bonus videos’, please note these topics are coming shortly so be on the lookout for them:

1. New development to integrate Redis NOSQL database for Oanda access to communicate with open source BackTrader Python package.

2.. Updated Position Manager to replace MongoDB database calls with Redis NOSQL needs. Complete walkthrough video of this powerful script will be coming. This is used for controlling virtual stop losses, target pricing, and tight intelligent risk control measures for open positions. This will be only time I have ever peel back on how to do automated target pricing, dynamic targeting to prevent both broker stop loss hunting and minimize losses.

3. Complete walk through multi asset Watchlist manager of assets/instruments of interest for potential automated trading orders.

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Tips to get Oanda forex trading working with Python

Tips to get Oanda forex trading working with Python

Finally, I got deparate to get working vs Dukascopy JForex complications

I just want to work with Python s the only 2 brokers t support forex is Oanfa or Interactive Brokers

https://github.com/hootnot/oandapyV20-examples

https://github.com/hootnot/oanda-api-v20

 

 

 

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Working demo of basic C++ and Python socket programming

Working demo of basic Cpp and Python socket programming

I  just made a video to showcase low-level socket programming. After going through various complicated libraries including Kafka with other ones which were written in stranger languages like Scala or Erlang. I really don’t want to go down that path because of complexities versus simple ways. As a result, I looked into lower level simple socket programming for inter-process communications between C++ and Python. The simple results are in the video mentioned below.

Here’s that video to demonstrate this

You will be able to compare the few amount of lines of code to accomplish versus the heavy weighted libraries mentioned above. I even came up with a simple architecture to handle messages that have not been guaranteed for delivery. I’m hopefully thinking everything should work OK. If you got any suggestions to improve, let me know.

This brings me to the next fact of my promotion which will end on Sunday New Year’s Day. Details are below.

Thanks Bryan

P.S. I actually opened up the email thingy to invite you to an introductory promo starting today.

  • I will be switching over from our Quant ELITE service to the newer Quant Analytics in the next few months. Enjoy the last of coding demos and video walkthroughs learning R, math, Matlab, .NET, serious secretive research papers from biggest the banks and hedge funds, building out new open source trading, etc etc. I could go on with this but I it will also permanently disappear in coming months.
  • We are currently doing a futures/options course taking us up to the the first week of February. This will turn into a new separate course in coming months as well.
  • This will be replaced with an entirely different service. It will involve actual live trading analysis for all major asset classes in the this global market. It will cover all forex, pair trading/arbitrage stock trading, and options with futures. Exciting times ahead
  • I have unbundled the Infrastructure Building Blocks and Interactive Brokers API workshop. These are not  yet for sale individually but will be marketed at $497 each. Moving forwards, both will be used as an introduction to those who want to to build out the same high speed system I am constructing now. That is an extra $1000 value as of today. If you take this, I will  give you access to both for 30 days.
  • Not only that, I am doing a 2 for 1 deal for those interested in this new service. As this new service advances, I will be raising the cost on a monthly basis. This time next year, this Analytics service could be about $3k to join on an annual basis. If it works out, I do believe it will be worth a lot more.  I will only be making myself available personally for my members through this service with live private event Mondays nights Eastern Standard time.

As said, if this works out, You can expect it to go up over the next few months after introduction. I will be holding this promotion until Jan 1, 2017.

>>> GET THis OFFER NOW

P.P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Twitter: twitter.com/quantlabs
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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Working demo of basic Cpp and Python socket programming

Working demo of basic Cpp and Python socket programming

This is a demo finally after looking at so many other libraries which are too complex

Python http://stackoverflow.com/questions/7749341/very-basic-python-client-socket-example

C++ http://cs.ecs.baylor.edu/~donahoo/practical/CSockets/practical/

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Satisfied working with an HFT firm?

Satisfied working with an HFT firm?

Someone answered this who was from MIT that worked at GETCO. She is now a very influential person.

Thanks to someone influential on my Facebook group for making me aware of this.

https://www.quora.com/How-satisfying-is-it-to-work-at-a-High-Frequency-Trading-firm

Join my FREE newsletter to see how a HFT like frameworks helps my in automated trading

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