Hi Bryan, appreciate you getting back to me, thanks.
I wondered if you still use the simulink/stateflow system to
generate models and trade from and what interface/broker you use?
and do you use generated c++ code with broker API?
Also, you referred to
using this simulink workflow to generate HDL and use FPGA- I have a couple of
free simple sample models from the internet in simulink and can generate the
HDL code the way you show in you video, but how can I use this with my home PC
and FPGA with a NIC and data provider/broker who cater for FPGA setup.
I mainly trade futures, not a programmer or anything like that. Thanks Brian! really appreciate any advice you have.
I like this Youtube video comment from above
Yes, there was a time I would think I wanted to code everything in C++. Now, I do still use the language but there are a large amount of libraries that I relay on to get my projects going quickly. I am finally seeing the value of python in getting things done quickly. Optimization is a touchy topic. If your algo works with little change over time, then you may want to optimize, but adjusting your algo may be a monthly thing and optimizing may be premature or unnecessary.
NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
I decided to refer to the Matlab Technical Analysis toolbox for which might be considered some of the really reliable indicators. As revealed in the video, it was shown how the one I was relying on (regression) was just too choppy which threw off my strategy closing on exit. As this video shows, I try a variety of indicators to see which ones ‘visually’ made sense with no latency on the pricing direction. In other words, could the indicator keep up with fast moving price changes at low time frames? The video shows what I found.
As a result, I may scrap this strategy to try another approach starting next week. Yes, nearly 2 months were wasted but I have definitely found my techniques to properly assess a trading strategy potential under development. This means no time was ever wasted at all as I gathered some precious skills that I am sure any unprofitable retail traders will argue.
As always, you kind my two courses listed below that helped me get to this point using Dukascopy Jforex.
P.S. More technical indicators will be used testing with results to come soon!
This 6-day intense course taught by Attilio Meucci provides broad picture and in-depth understanding of quantitative risk management and quantitative portfolio management for Asset Management, Banking, and Insurance, from instrument to enterprise risk level.
Education: intensive, heavily quantitative, comprehensive 6-day course, with 50 hours of instruction (lectures and practice sessions). Topics include portfolio construction, factor modeling, liquidity, trade execution, estimation/data mining, risk modeling, optimization, and much more…
Networking: Gala Dinner, Social Mixer, and other events with industry leaders, renowned academics and the 300+ fellow attendees. Past guests include Almgren, Carr, Derman, Dupire, Gatheral, Lipton, Litterman, Litzenberger, Lo, Madan, Mercurio, Shreve.
ARPM Lab: continued online access to ARPM’s body of knowledge, with cross-referenced theory, examples, case studies, solved exercises, interactive code, videos, slides. The ARPM Lab is constantly updated
Certifications: 40 CFA Institute CE credits; 40 GARP CPD; Academic credit with Partner Universities; (optional) ARPM Certificate®
(Optional, free) pre- Bootcamp Conference
In operation since 2007, with over 2,000 alumni globally including industry leaders and respected academics
When registering, select the discounted affiliate rate, entering “Terrapinn”
I thought you might be interested in this, MathWorks has a discounted product bundle for finance. The links to it are…
It’s $4250 for 12 toolboxes for a year. I’ve never seen them offer a discount like this before. Hope it lasts.
Should we get excited? I love MATLAB but I already repel the annual $100 for Microsoft Office. I think you will know I stick to my open source languages like Python or R. I thought I would let you know about this MATLAB deal anyhow.
Also, today QuantLabs.net enters into a new era. I no longer will grant access those to my Quant ELITE as it will be winding down for all my current members.
I will be focusing 100% of my energy onto the new up and coming Quant ANALYTICS service
I am very excited about this but realize here are my outstanding items before I go crazy with it:
1. Some backend marketing stuff
2. Develop a mobile set of custom front of apps to be deployed onto Apple IOS developed in Swift. These will be for my use only which means don’t expect them to get released. I may do some videos on them but nothing will be released.
Once these two steps are completed, you can expect a BIG FOCUS on setting up my Dukascopy Forex strategy setup with live trading.
Thanks BryanNOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
One word: AWESOME!!! Thanks to one to my newsletter subscribers for sending this. If you ever want to know this debate, Matlab is your pick. If you want to do open source and free, I would recommend to Python. Even New York City financial firms are using Python, but they do not use R as much as originally thought.
Yes this Quant Analytics is coming so much sooner than you know. Once running, all bundled courses will be removed permanently from the ELITE . As explained in the video above, these courses have been evaluated by our marketing expert who feels they may be worth thousands each alone. Who knows? But there is already an intro to a Day Trading Guru charging well over $50k/year for his services. What should that tell you? There is a market willing to pay for these premium services. Guess what this new Analytics service will target? I posted this message on my Facebook earlier:
If you think people cannot charge $50k as a mediocre ‘day trading guru’, you live in another world. When you compare what I am about to unleash, I should be able to charge 4-5x that to 7-9 digit folks who run trading firms. These are the same people who want to automate their successful trading operations. Take heed while you can to take advantage of my offerings NOW!Each one will be spun out where my marketing genius claims I should be charging thousands for each one. That day is coming very soon. Take it or leave it, I will be going premium as I hinted a while back.http://quantlabs.net/mkt/quant-elite/
IT IS NOW OR NEVER!
In summary, if you have the technical skills, you may want to take advantage of what this service has to offer.
Join my FREE newsletter to see what kind of CRAZY SH*T I come up with to help my automated tradingNOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Serious! These languages are really awful in banging out technical analysis charts with rapid tools. You will waste your time in days! Pure crap compared to slick Matlab 2016. Now, my time will be hardpressed to figure out why I continue with these tools with basic charting capabilities. Just to combine an overlay of trendline with various moving averages is beyond maddening. I have wasted 12 hours on it but still nowhere close to getting this figure out in Python. I really hate spinning my wheels on this stuff. I can get it done pretty close to instantly with a Matlab GUIs.
Then add in the inconsistent date handling with functions to_second() ! It is big a waste of time to figure out how to handle this landmine of date functions. Wow! I can tell you it is making me think twice about these languages compared to my experience with Matlab. I am revisiting it now.