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Month: August 2012

We are tridying up our new look

We are tridying up our new look We are tridying up our new look Please be patient! Thanks 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!

We license a strong quant auto design engine as a primary product. HFT, pairs, single markets, options models

Bryan: We license a strong quant auto design engine as a primary product. HFT, pairs, single markets, options models can be machine designed. One of my goals is to take an industry standard and popular quant model and use its DNA in TSL and let the machine engineer a better Machine Designed strategy. If you …

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Twitter Updates for 2012-08-29

Note to thyself for quant anlytics TOP 3 strategies: ARIMA, Pairs Trading, Moving averare: http://t.co/ceuTiNw0 # Online Meetup Sep 10 at 7pm: Profiting from Realized Volatility: http://t.co/RSwXycvi # New blog post: Note to thyself for quant anlytics TOP 3 strategies: ARIMA, Pairs Trading, Moving averare http://t.co/Lut7BoF8 # New blog post: Online Meetup Sep 10 at …

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Note to thyself for quant anlytics TOP 3 strategies: ARIMA, Pairs Trading, Moving averare

As per this survey: http://quantlabs.net/surveys/2012/06/29/what-financial-forecasting-model-type-do-you-focus-on-within-r-or-other-statistical-tool/ These are three I am going to initially focus on: ARIMA-currently being worked on but still heavily until quant analysis through time series Moving Average-pretty popular technical strategy that people get, looks easy to implement Pairs Trading-same reasons as moving average The other strategies listed are pretty advanced which are …

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Online Meetup Sep 10 at 7pm: Profiting from Realized Volatility

Profiting from Realized Volatility: Due to the financail crisis of 2008 and the rise of the European sovereign-debt crisis there has been increased intrest in explicitly trading market risk.This presentation will provide an overview of one way to profit from the increase in risk – Realized Volatility contracts. There will be an exposition on this …

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What does parallelize ARIMA mean? I google “parallelize ARIMA” but no hits

Question from a Linked In friend: Hi Bryan, It’s been a while since we have spoken. Hope you are doing well! What does parallelize ARIMA mean? I google “parallelize ARIMA” and I get no hits. Please explain this. Basicallty, watch my video to understand what ARIMA is and the potential of it: Paralellizing means you …

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Twitter Updates for 2012-08-28

Is the best way to parallelize ARIMA in R using the quantstrat and backtest R packages?: http://t.co/FVQij476 # New blog post: Is the best way to parallelize ARIMA in R using the quantstrat and backtest R packages? http://t.co/Ul70q9Rb # What flavor of quant are you?: http://t.co/4bfv8Kr3 # New blog post: What flavor of quant are …

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Is the best way to parallelize ARIMA in R using the quantstrat and backtest R packages?

I wondered about this post. http://quantlabs.net/r-blog/2012/08/is-the-smartest-way-to-parallelize-this-arima-function-within-r-only-for-windows-use-quantstart-and-backtest-r-packages/ I really don’t want to hack the R packages to parallelize from within those. If you got a better suggestion, please let me know by commenting. 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 …

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