Category Archives: Quant Analytics

Quant Analytics

Risk Reversal Strategy for S&P 500 E-Mini Options

On Oct 11, it seems that Bloomberg had a popular topic revealing a simple E-mini options strategy. Do you trade options, let me know.

Want to learn how to automate trading? Learn how to Trade like a Boss

https://quantlabs.net/book/

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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!

Want your trade idea/strategy converted a Python bot?

Want your trading idea/strategy idea converted into a Python bot? If so, type it up right away to let me know the details via responding to this email. 

Regards,

Bryan at QuantLabs.net

P.S. You are the first to know about this idea so get on it to beat the crowd. 

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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!

Fractional Difference to Minimize Memory Loss While Making a Time Series Stationary

Here is an article with math stuff in it with time series. This has been a while since I sent something out. I am not sure how this will help. Maybe you can figure out it out by sending me your opinion.

Here is a summary of the article:

In this post, we covered fractional differencing, in particular the fixed window fractional differencing variant where we can achieve stationarity in our time series while minimizing information loss. On time series with millions of data points, fractional differencing can be computationally expensive, hindering rapid experimentation or real-time deployment. We show, through RAPIDS cuDF and numba, we can achieve 100x to 10000x speed-up depending with links to various implementations from easy (100x speed-up) to more complex (10000x speed-up).

View at Medium.com

Don’t forget if you want to learn more about the ELITE membership. This includes the latest source code walkthrough of my next crypto algo trading bot for Bitcoin.  Go here to learn more

Thanks Bryan

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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!

Why Financial Time Series LSTM Prediction fails

People doubt machine learning for various reasons. This insclude the effective financial time series using LTSM. See below the article

You can join the Elite membership if you want

View at Medium.com

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Finance Master of Robots Left AQR and Now He’s Coming for Wall Street

“There is tremendous hype and very few people have a track record,” Lopez de Prado said in a phone interview. “It’s not helpful.” Finance quant of the year said

“My ambition has always been to help modernize finance and offer disruptive solutions to investors,” he said. “The best way to do it is with my own set-up.”

The problem is, computer-powered strategies are struggling to live up to the hype,

His diagnosis: Fund managers are routinely throwing data at a robot without forming a theory. If a backtest suggests investors should snap up stocks on a given day of every month and sell them a number of days later, only a joined-up rationale for the trade will work in live markets.

“Without this theory-ML interplay, investors are placing their trust on either toy models or high-tech horoscopes,”

“It’s not natural in finance, right? The history of finance has been that discretionary portfolio managers used to run the place,” he said. “And these firms fitted quants as if they were discretionary PMs.”

https://www.bloomberg.com/news/articles/2019-10-09/the-master-of-robots-left-aqr-now-he-s-coming-for-wall-street

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Are gold and UK Bond best commodity to trade for Oct 7/19

Everything in commodity looks severely flat or in decline today according to this Oanda CFD data. Should we be worries about the long terms outlook. Gold may have some long opportunity but crypto appears to be best asset class right now ]

https://quantlabs.net/bookoffer/

https://quantlabs.net/python3/

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Equity curve lesson: Limit your daily cap or loss for your trading session

If you want to limit your daily loss or retain your peak profit for the day, you will need to follow this method with an automated strategy bot. If not, you will have a very volatile equity curve which is what you don’t want. I would think you will need to do this to achieve your equity curve goals. Let me know via social or email that your want this 45 minute video.

Do realize the concepts used are from the this Python trading course I developed

https://quantlabs.net/python3/

You can purchase for this video at the store. Just look for the button called

Join Limit your daily cap or loss for your trading session

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Algo trading with deep analysis and no programming

Interested in setting up your own Algo Trading Deep Analysis Box with little #programming?
Jump on this which include:


• LIVE Signals

• Metatrader 4 Expert Adviso

r• Deep deep research Analytics updated hourly 24/7

4 BONUS videos on retiring, taxes, hire coders, Bitcoin


Watch this video below to get the details!
Realize that this sale will end this Thursday (e.g. in 2 days)


THIS WILL BE LOWEST RATE OFFERED MOVING FORWARD !
Go here for more info


>>>> Get INSTANT ACCESS Here <<< https://quantlabs.net/academy/buy-quant-analytics-instantly/

(no credit, send over a request for me invoice you manually via PayPal)

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Real profit and loss trading track record and History webinar notes

Daily transaction track record with latest position real profit & loss (PNL) which is daily. From previous day since midnight to midnight daily in Eastern Standard Time.

Trading History webinar Sep 23/2019

What to Expect with Transparency

All positions in a log are presented as well.

Measure win and loss ratio with Summary of profit (no leverage or margin used) with Rate of Change percentage used of each positions.

ALL trading gurus should show this regardless

Choose 3rd party journaling sites including TrueFx (for forex) or CoinCompare (for crypto currency). Both connect directly into your trading accounts.

When transparency is proven so expect this

Once all steps are demonstrated with track history showing decent/trending equity curves  (e.g. most days trading > 50%) with solid CAGR (compounded annual growth rate), expect to pay VERY HIGH access fees since this type of service is now considered PREMIUM service. Reasonable rates would include $500 0r even $1K/month with mininimum work ethic expected and account balance e.g.$250K NET and LIQUID!

 Essentially not for newbies.

Do Not Fall for from Other Trading Gurus

Those who are bragging about regulatory listings. They still can be scammers with even just a slap on the wrist. Look for above expectations with DAILY track track record with all position log you can match again.

Are they technologist (e.g. coders) who understand the markets in a modern way? Understand over 1/3 of large investment firms like Goldman Sachs are technologist or computer engineers. They only hire these type of folks as coders now. Any other way are complete dodo or dinosaurs teaching useless content that has no relevancy in modern trading. Also, we have not mentioned the future of impact of Machine Learning/AI on today’s trading firms. Just ask Virtu/Jump/Domeyard/Two Sigma

https://www.wallstreetoasis.com/forums/ama-top-quant-firms-first-year-comp-250k-to-400k

Our trading history

Look at Instagram.com/quantlabset or https://www.facebook.com/quantlabsnet/ for the latest

Go here for daily track history in both forex or crypto retail

Instragram posts for last week

Crypto Sep 17 and 18 https://www.instagram.com/p/B2kyS3MA7uN/

Forex Sep 12-18 https://www.instagram.com/p/B2kxJ0iARPS/ ß 43 pips with NO leverage

Most recent

Forex 9/22:

REAL Profit & Loss

sum=0.03683000000000569

rocp=1.3022582894928192e-05

13 Wins out of 26

win loss ratio=0.5

Crypto 9/22 ß take out the BTC -12 trade and it is profitable!

REAL Profit & Loss

sum=-11.771930999997815

rocp=-0.00011666070574634091

10 Wins out of 22

win loss ratio=0.45454545454545453

Still need to fix

Position sizing in crypto since it can skew PNL e.g. BTC or higher valued coin trades

Metatrader 4/MT 4 Expert Advisor

Get latest from Metatrader Youtube.com/quantlabs playlist

Used in conjunction with Quant Analytics with live entry signals

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Winning forex trades for last few days with track record

Winning forex #trades for last few with track record posted

This is after fixing bugs in this daliy generated report off my site. This includes somes winning forex trades wtih no leverage (for testing)
https://quantlabs.net/academy/mbm-crypto-trading-track-record-dashboard/

So far everything has been profitable since the forex markets are cooperating. Also all market data comes from Oanda

Join this service before the 50 % price increase coming in days. It includes a custom Metatrader 4 Expert advisor and live signals.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!