Category Archives: Quant Analytics

Quant Analytics

RSI and Bollinger band logic for simple mean reverting

RSI and Bollinger band logic for simple mean reverting which is used when your symbol is mean reverting

Bollinger Band below is BB

Enter when price goes lower BB and momentum positive, RSI <50 (could apply trailing stop loss)

Exit when price > higher BB and RSI > 65

Simple but who sees issues?

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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!

Eth Btc been mean reverting for the last month

This is why the trading mean reverting conditions have been tight in range bound for at least the last 30 days according to these metrics. As you can see in these Instagram posts, the Hurst Components has been less than 0.5 which is mean reverting! This is for most time periods I bpick which is the passed argument in the Pyton script.

For Bitcoin

https://www.instagram.com/p/B-z0Ln1A7Nx/

Ether

https://www.instagram.com/p/B-z0baxAZYY/

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or learn algo trading https://quantlabs.net/dvd o

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!

Mean reversion strategy opinion vs random walk

This will be a long article but see the random walk at the end

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or learn algo trading https://quantlabs.net/dvd

Here is a Quantopian Python example using Gibbs
https://www.sciencedirect.com/science/article/abs/pii/S1544612319306415

Have you ever heard of standard deviation reversion like Bollinger band?

Simplest mean reversion is moving averages but how effective is it and which timeframes work best for crypto? You can pick 5 best long and 5 worst outlook for pair trading in crypto but Correlated relationships don’t last too long due to crazy volatile moves.

https://www.quantopian.com/posts/trading-strategy-moving-average-mean-reversion

Qunatopian has some interesting discussion on other mean reverting trading ideas
https://www.quantopian.com/posts/search?q=Mean%20reverting

RSI2 and Long stocks at minus two times Average True Range(ATR) looks interesting? As for moving average, you need to find the fight parameters for moving average against which timeframe?
https://www.johndeoresearch.com/mean-reversion-trading-strategies/

beast potential?
https://www.wyattresearch.com/article/mean-reversion-strategy/

This could be extra complicated with overlaying linear regression over mean reversion?
https://www.marketcalls.in/amibroker/linear-regression-based-mean-reversion-strategy.html

Is this useful with typical mean reversion?
https://dailypriceaction.com/blog/mean-reversion-guide-to-market-timing/

Hurst Exponent is most reliable to find when a time series is random walk (Geometric Brownian Motion), mean revert, and trend follow/momentum.
https://www.quantstart.com/articles/Basics-of-Statistical-Mean-Reversion-Testing/

decent entry/exit description with basic mean reverting strategies
https://blog.quantinsti.com/mean-reversion-strategies-introduction-building-blocks/

Another easy Quantopian Python logic example
https://www.quantopian.com/posts/simple-mean-reversion-strategy

Z-Score can be highly reliable to measure cointegration
https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM/

Some say it is possible to beat random walk but I doubt that
https://steemit.com/mathematics/@sicilian/could-it-be-possible-to-profitably-trade-a-random-walk

I am no expert here from a math point of view but I believe in this headline which means avoid random walk
https://quant.stackexchange.com/questions/1710/proof-that-you-cannot-beat-a-random-walk

TIP to Find decent articles with DuckDuckGo by searching:
Find mean reverting strategy ideas

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!

Crypto Trading Quant Analytics tutorials

Here is the slide deck PDF which has all the links for this crypto trading Python script

JOIN THIS SERVICE HERE

Crypto signals client Python script. Note this script is Zipped/Compressed

Tutorial videos

Binance video and Crypto

Analytic trading signals overall intro

Binance crypto market exchange overview

Binance register deposit and API access keys

Technical

Intro to Windows command prompt and Python pip with Mac demo

Deploy Python tools on PC or virtual machine

Python client script setup and next steps

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!

Ether bot seems to perform better profit and loss vs Bitcoin

I re-activated an old trading bot that focuses on the Ether market vs Bticoin. All the big crypto coin like BTC, ETH, BCH, LTC are all pointing negative. I must remember the Ether bot seems to be getting performance than the old Bitcoin. I always forgot about this and wish I remembered is earlier if you want better profit and loss.. It would have got these signals up and running faster.

This is the current profit and loss running after the first hour:

total Profit and Loss: 6.000000000000037e-06
win/loss ratio:100.0
total Rate of Change: :0.7001166861143567

This was for ENGETH_.

Free trading books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

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!

All systems GO

The bot has been transferred to my cloud server finally. This means All system GO! It will go through an initial 24 hour before fully being operational. Exciting times ahead. Signal generation will follow soon courtesy of of this service!

Free trading books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd

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!

What is your primary operating system for Telegram signals?

As I get closer to moving bot code to a remove server since it its doing well, I am looking at making a available a custom virtual machine so you can received trading signals. I can deliver by Telegram messenger or Email. What do you prefer? I find Telegram is much easier. This VM will be prebuilt with all the necessary to received these signals and process the trades into a preferred exchange like Binance. This will all be part of my monthly Quant Analytics service. Would you be interested in this type of service? Details here:
https://quantlabs.shop/products/quant-analytics

Free trading books https://quantlabs.net/
or learn algo trading https://quantlabs.net/dvd.

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!

Linear Regression to Logistic Regression, Explained Step by Step

I get so many articles sent over to me on linear regression. I would suggest reading this article if you are into learning how to apply this technique with Python’s Scikit Learn package for machine language application.

So, I believe everyone who is passionate about machine learning should have acquired a strong foundation of Logistic Regression and theories behind the code on Scikit Learn. All right… Let’s start uncovering this mystery of Regression (the transformation from Simple Linear Regression to Logistic Regression)!

https://www.kdnuggets.com/2020/03/linear-logistic-regression-explained.html

FREE trading books https://quantlabs.net/

Algo learning https://quantlabs.net/dvd/

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!

Death of Trading Data Scientists – will AutoML replace them?

I did not even know this existed. The first question is will it replace tradng data scientists humans. The answer is no but we heard that before a this is fairly new technology. If I was in this field, I would be afraid of this technology. This article also covered the results of each cloud solution of Google vs Microsoft Azure. I am sure there will be growth here in the near future.

https://www.kdnuggets.com/2020/02/data-scientists-automl-replace.html

Free trading books https://quantlabs.net/

Learn algo trading

dvd
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!

Fourier Transformation period functions for a Data Scientist

I remember when I first heard about Fourier Transformations with periodic functions. This article was posted on my Facebook group so people responded to it. Here are some highlights of the complexity of it:

The Sine and Cosine functions are arguably the most important periodic functions in several cases:

  1. The periodic functions of how displacement, velocity, and acceleration change with time in SHM oscillators are sinusoidal functions.
  2. Every particle has a wave nature and vice versa. This is de Broglie’s Wave-Particle duality. Waves are always sinusoidal functions of some physical quantity (such as Electric Field for EM Waves, and Pressure for Sound Waves).

There is even a section described for artificial intelligence as well.

https://www.kdnuggets.com/2020/02/fourier-transformation-data-scientist.html

Do you think this could be used for trading at all?

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!