Category Archives: HFT High Frequency Trading

James Simons’ Renaissance hedge fund loses 20% this year

Even James Simons of Renaissance Technologies has not had a good year being down 20%. Here are some comments from my Facebook group:

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The casualties are piling up

It’s just about the term you look at it. I would wait a couple of years. I assume he is betting for the downturn and stocks have kept going up due the FED

sort of like soros

This isn’t their medallion fund that is only open to current and former employees and has been making the crazy returns for years.
The funds of theirs that are open to outside investors are not as strong,

20% of their total AUM?????

Bitcoin outperformed him by a large margin

Did the Chinese PHD went back to China ?

https://www.ft.com/content/6bd17811-3205-454e-89e4-953dce6b4dfe

https://www.facebook.com/groups/quantlabsnet/?multi_permalinks=3564093386939409&notif_id=1591999231839912&notif_t=feedback_reaction_generic&ref=notif

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!

Most POWERFUL high frequency trading aka HFT like metric for a crypto trading bot

This is the ABSOLUTE most critical metric out there when trading crypto. If your exchange does not offer this, move to another that does. Can you rely on any exchange thats offers this? Also, most this 3rd party bot service or platform most likely will NOT offer this metric to you. So be forewarned about this. If you don’t get it, you could get crush and lose money.

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Learning from Jim Simons the Man who Solved to Consistently Predict the Market

Here are some highlight from this book released a few months ago. Note the comment on physics models which ‘consistently predict accurately over and over again’

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So it was interesting that a little more than a decade later, I would see Jim Simons and RenTech popping up in my Twitter feed, with Medallion, their flagship fund’s record on display in the tweet, with a brilliant 66% year-on-year compounded annual return before fees (39% after fees)…
he hedged the fund with oil put options before the first Gulf War in the 90s….

The key here is consistency and reproducibility. Models in physics consistently predict accurately over and over again, and their results can be reproduced. In contrast, models in trading, and typically those that deal with human behavior, are not going to be as consistent. …

https://towardsdatascience.com/learning-from-the-man-who-solved-the-market-536146fefe6c

Also, this product was mentioned to clean data
https://www.getdbt.com/pricing/

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!

Binance’s Order Book Delays a Crypto Trading Bot Headache?

I tested the websocket Python scripts over night. It ran for about 4 hours with occasional captures every 10 seconds. This is also using Binance Futures. It then came back with this crypto trading bot exception:

binance-futures – WARNING – In delay connection

I could not find any details on this message. There was also this article I found.

Binance’s Order Book Delays a Headache for Traders

Should we be concerned?

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Is this the closest to high frequency trading HFT with a crypto trading bot

I demo my latest venture into analyzing bid ad spread on the high volume crypto coins/tokens traded on Binance exchange. These might surprise you. Also, which indicators or strategy types should I use to help measure direction? Send me your feedback.

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What metrics do you want into a crypto trading bot?
Does machine learning really work for algo trading

I get this error with too many requests

2020-04-27 00:43:40,183 – binance-futures – WARNING – In delay connection: -2054
[Sub] call re_connect

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Working with elite member session learning sample

This is a sample session I have with some of my Elite members. Here are the topics covered: Talked Python learning

Java with MotiveWave SDF

C++ potential

Binance advantages with spot vs futures market

Differences between Linux distros and BSD

machine learning path of Scikit-Learn vs Tensor
F

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https://quantlabs.shop/products/quant-elite-service

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Lucrative Renaissance HFT fund dabbles with bitcoin future transactions

This makes crypto pretty close to mainstream with other topics of how high frequency trading shops treat it. One other is not taking crypto quite seri souly …. yet. This is with bitcoin future transactions.

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This is from Financial Times so ignore the note along with the highlights”

Please use the sharing tools found via the share button at the top or side 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/6ea8207b-b41a-43df-9737-ae481814a8d4

The underlying commodity for these futures transactions, bitcoin, is a relatively new and highly speculative asset,” Renaissance said in the filing. “Bitcoin and futures based on bitcoin are extremely volatile, and investment results may vary substantially over time.”

Here is the filling https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=636807

permitted to enter into bitcoin futures transactions”,

Renaissance listed: “susceptibility to manipulation by malicious actors”. “Any of these factors could materially and adversely affect the value of the fund’s investments,” the filing stated.

You might want to read the FT article above for more details as I don’t watch breach copyrights.

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5 Lessons from the Most Successful Investor of All Time – Jim Simons

Another video RenTecch’s found Jim Simons is upon us. I think some might think that this is just a way to bring in extra traffic with his name. But hey, we want to spread the word to. At least I am honest about. Nudge nudge wink wink

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Story of Jim Simons of Renaissance Technologies: The World’s Most Successful Investor

Here is another Jim Simons of Renaissance Technologies video with a description of:

Renaissance Technologies has earned a reported 39% on average per year since 1988 and has made over $104 B of trading profits. Led by famous mathematician, Jim Simons, Renaissance technologies has risen from obscurity into the panoply of top fund managers.

Does Jim Simons deserve the crown as the best ever? We go through his life that led to the founding of Renaissance. We also compare Simons to other fund managers. Finally, we try to guess the secretive strategies of Renaissance Technologies.
Let us know in the comments what you think is the top firm of all time.

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 Renaissance beat trading the markets with Machine Learning

I just wanted to do a potential banter for those who watch or are admired by all things Jim Simons and RenTech with their machine learning techniques.

Check out my video here or watch below

How Renaissance beat the markets with Machine Learning

NEW LIVE ALGO TRADING WORKSHOP?

Would you be interested in an online learning LIVE workshop that will show MotiveWave live trading and Python trading bots. This will cover both forex and crypto asset classes. It will be an expansion of the DVD I have put out:

dvd

Please let me know as soon as possible because I want to launch it live as soon as possible. I will also include weekly live chat sessions to ask me all the questions you want as well as part of the learning.

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!