Category Archives: Quant Analytics

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Revealing secrets to the crypto currency trading bot

Revealing secrets to the crypto currency trading bot
 
Agenda (the lost webinar from Apr 15/2019):
 
Web scraping demo of new source? But is it reliable and allowed?
 
Understan overal; big coins for crypto asset class risk? Is there corelation?l
 
Votality and choppy pairs
 
Techniques to find patterns
 
Early detection patterns
 
Exchange volume reports what to believe
Consider getting the ELITE membership for this video among all the other courses I speak of

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Let’s talk about learning machine learning ok?

I am going through the book I talk about below. Also, in this video I mention the important of how machine learning is the next major step in the world of automated trading. This does involve some cryptic/constraining machine learning package or module you will in a highly limiting retail trading platform. This is based off of  open source. In this video:

1. The importance of the underlying math

2. The difference steps to produce a fully self running/adapting machine learning model

Just remember I am only 25% through this book.

 

 

 

View this post on Instagram

Just ordered this #machinelearning so let the games begin

A post shared by Bryan D (@quantlabsnet) on

 

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Relaunched Quant Analytics price now $47/month

I just updated this new membership priuce. It is a very low price for $47/month!

This will last until LATE Sunday April 14. This price will go back up to $97.

 

If you decide to purchase this price at $47, you be permanently grandfathered into this price forever as long as you are member of this membership!

I have updated the appropriate page with Stripe backend. I no longer support Paypal moving forward.

Get the the info and pay buttons here

Quant Analytics

Also, all payment gateway links have been replaced from Paypal to Stripe. 

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!

Ignore cryptocurrency news on price forecasting! Get your double digit returns!

Want double digit returns every week from you trading? demonstrate how the 7 of last 8 days resulted in double digit returns. This totals over 139%.

We get over 9% on average every day 7 days a week!

Do you think you qualify for my help? Do you have what it takes to achieve this? Learn more here.

Consulting Service

 

Ignore all the Bitcoin and cryptocurrency speculative news on price forecasting

Learn the foundation on how to build these highly lucrative crypto currency trading bots ?

Python Algo Trading Infrastructure with Crypto Currency

 

 

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!

best book for machine learning with TensorFlow and Python Scikit-Learn

is this best machine learning book to help build your cryptocurrency trading bot with pinpoint accuracy?

Bot Secret video posted while BCH LTC is one fire today

 

Topics on this secret video about this bot is now embedded in the Elite membership include

1. Early indicators for market entry

2. Using whipsaws to prevent high probable losses

3. Why this forex bot works

(nearly 2 hours)

THIS WILL BE AVAILABLE UNTIL LATE FRIDAY (2 DAYS ONLY)

Get access via your ELITE Trial or Annual here

https://quantlabs.net/academy/introduction-quant-elite-membership/

Is this the best book for machine learning for TensorFlow and Python Scikit-Learn

A book sent over by student which covers all the basic machine learning frameworks including TensorFlow and Scikit-Learn in Python. This might be something I will use as a one stop shop for learning this stuff.

This should be useful to build out more intelligent algo / systematic trading systems for any asset class out there.

https://quantlabs.net/blog/2019/04/is-this-the-best-book-for-machine-learning-for-tensorflow-and-python-scikit-learn/

Thanks Bryan

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!

notional value of each position in the cryptocurrency and forex track record

Here is a conversation about the notional value of each position in the cryptocurrency and forex  track record so far.

I’m new to Quantlabs.net and just getting familiar with your site. I have to say, you’re extremely generous when it comes to sharing your knowledge and experience. Much appreciated! I have a quick question on your daily TRACK RECORD – in the pnl.csv file, how to I reconcile the daily P&L column to the daily return column? For example, for April 1st – how do I derive the daily P&L of $0.084136 from the daily return of 16.69935%?

 

Thanks for the kind words. Each position takes only 1 unit in each position for now. I will be ramping up the position sizing soon to include portfolio optimization

 

Hi Bryan, thanks for getting back. So I guess your ‘notional amount’ invested is constantly changing with each new buy/sell? Thanks again

 

You could say based on market conditions

This refers to the track record here

MbM Crypto Trading Track Record Dashboard

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!

probability of a loss secret sauce tricks of Renaissance Technologies HFT masters

 

Sweet Mama. This is the closest I have gotten to this secret sauce eof Ren Tech black swan risk and probability of a loss tricks

From someone who knew all the founders of Ren Tech:

I have known Jim Simons, Bob Mercer and Peter Brown since 1965, 1974, and 1979, respectively.  Renaissance has also hired senior researchers who had formerly worked for me for years.  None of these people has ever told me anything about Renaissance’s investment strategies.  My observations below have been obtained entirely from publicly available records.

In particular, the core strategy is publicly known.  It’s the details that are proprietary.  There are millions of details, and they are essential to the performance.  However, the question was about strategy, so that is what I will try to answer.

The core strategy is portfolio-level statistical arbitrage carried to the limit and executed extremely well.  Basically, portfolios of long and short positions are created that hedge out market risk, sector risk and any other kind of risk that Renaissance can statistically predict.  The extreme degree of hedging reduces that net rate of return but the volatility of the portfolio is reduced by an even greater factor.  The standard deviation of the value of the portfolio at a future date is much lower than its expected value.  Therefore, with a large number of trades the law of large numbers assures that the probability of a loss is very small.  In such a situation, leverage multiplies both the expected return and the volatility by the same multiple, so even with a high leverage the probability of a loss remains very small.

The general properties of the strategy can be deduced from the statement of Renaissance for the Hearing of the Senate Permanent Subcommittee on Investigations, dated July 22, 2014.  [https://www.google.com/url?sa=t&…

Renaissance collects “all publicly available data [they] can that [they] believe might bear on the movement of prices of tradable instruments–news stories, analysts’ reports, energy reports, crop reports, weather reports, regulatory findings, accounting data, and, of course, quotes and trades from markets around the world.”

Their models “use this data to make predictions about future price changes.”

The hearing was specifically about the Medallion fund, about which the statement says “The model developed by Renaissance for Medallion makes predictions that are profitable only slightly more often than not.”

With these properties, there were two reasons that Renaissance would like to have a call option on the portfolio that it has designed: leverage and protection against Black Swan events.

Leverage is needed because, unleveraged, the rate of return of the portfolio is low.  However, because the volatility is much less than the expected return there is no limit to how high the leverage could be without increasing the probability of a loss, at least according to the models.  Through years of use and refinement, Renaissance knows that its models are very reliable.  However, they also know that there is always the risk of something happening that is not covered by the models, in particular something that is outside prior experience, which is called a “Black Swan” event.

Thus, a call option is ideal: it can provide high leverage and can provide protection both against the very low probability of a loss greater than the option premium and also against the unknown probability of a possibly catastrophic loss due to a Black Swan event.

We know all this because these are the business reasons for Renaissance accepting Deutsche Bank’s proposal of barrier options.  Basically, Deutsche Bank, and later Barclays,  sold the equivalent of a call option to Renaissance on the reference portfolio that Renaissance designed.

Of course, writing an uncovered call on the Renaissance portfolio would be equivalent to betting against Renaissance at high leverage, which would seem to be a foolish thing to do.  The banks covered these options by buying all of the securities in the portfolio.  Thus the bank’s position was equivalent to a covered call.  In other words, the banks’ profits and risks were essentially equivalent to writing a put option, which is a bullish position.  Because the volatility was very low the probability of a loss for the bank was low and the probability of a loss greater than the option premium was even lower.

Except for the Black Swan risk.  The probability of a Black Swan risk is unknown.  Part of the premium paid by Renaissance and earned by the banks was equivalent to insurance against Black Swan risk.  I don’t know if the amounts of the premiums were publicly disclosed.

There were many more details in the statements and the testimony at the hearings.  However, discussion of further details would detract from the important points that I have made above.  In particular, the hearings themselves were about tax issues not about investment strategies.  Renaissance explicitly asserted, under oath, that its “models do not factor in tax rates when making trading decisions.”  Therefore, tax issues, although they might be very important, are not part of the “investment strategy” at least as reflected in the models, so they are outside the scope of this particular discussion.

[Edit (added in answer to a comment):  The reference portfolio was highly dynamic.  There were thousands of  trades per day.  To accomplish this, the banks gave RenTech’s computers  direct access to execute trades through the banks’ trading desks.

This  arrangement was part of what created controversy about what should  be the proper tax treatment for this particular case. However, I am not a  tax lawyer and will not try to analyze those issues.  However, if you  want to hear more details on the automatic execution of the trades, and  questions about how much human interaction was present, that is all  discussed in the live testimony before the subcommittee: [Hearings| Homeland Security & Governmental Affairs]

I have copied this in case the Quora link disappears which is from

https://www.quora.com/What-are-the-investment-strategies-of-James-Simons-Renaissance-Technologies-I-understand-he-employs-complex-mathematical-models-along-with-statistical-analyses-to-predict-non-equilibrium-changes

Notes from Senate hearings include:

https://www.hsgac.senate.gov/subcommittees/investigations/hearings/abuse-of-structured-financial-products_misusing-basket-options-to-avoid-taxes-and-leverage-limits

https://www.hsgac.senate.gov/imo/media/doc/STMT%20-%20Renaissance%20(July%2022%202014)2.pdf

Copy attached just in case that disappears

STMT – Renaissance (July 22 2014)2

Latest videos from the legend Jim Simmons

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Mar 10 about automated daily double digit return trading bot video playback

3The video play back from last night’s online event from the Facebook page at quantlabsnet. We also hit double digit return during the video playback presentation. That is impressive!

We broke through the double digit return for the day. I went from 8.55 to 10.42% during this broadcast. I also talk about trading journal and some of the hot crypto and forex pairs to trade at the time of this live stream.

The video is below as well.

https://quantlabs.net/blog/2019/03/another-qa-about-automated-trading-bot-services/

I talk about the usual services for both techie and non techie with these type of services I offer

For non technical folks

https://quantlabs.net/academy/quant-analytics/

For those who like programming to build their own strategy or bots

https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/

Note: Do take a look at our $247 option for learn Python v2. Also, get in touch if interested in learning about steep discounts on the Python v3 Infrastructure by paying in crypto currency!

Get the daily track record here everyday

It is hit another double digit daily return yesterday (11%) at

https://quantlabs.net/academy/mbm-crypto-trading-track-record-dashboard/

Thanks Bryan

P.S. It looks like the original older crypto strategy is coming aboard now which means the corresponding forex and CFD should follow soon.

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Current watch list for forex crypto pairs NOW with trading bots

I was 4 for 4 on forex pick guidance on forward looking. It was no difference than last night as well. It seems what shows up on my forex watchlist becomes a buy signal according to Tradingview.com. Booya.  I am going to starting pushing out the pricing to report the trades on these picks for forex. It seems the CFD might be useful for some who watch this space but the volume is very low with Oanda. I also look at the watchlist for my older crypto strategy. it seems that was not looking great at all at the time. I will say there were at least 12 picks yesterday. They were all confirmed as buy signals yet again with Tradingview.com. I will start automating the the pricing for this older crypto trading strategy as well. This is exciting as the overall markets can still be traded even the major crypto pairs are down.

Lastly, in this video I do talk about the crypto pairs which has seen stellar returns this year. This why I would watch this 30 minute video.

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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!