Category Archives: Quant Development

Quant Development

Python for Everybody – Full Course

If you are looking at for free video set to learn programming with Python from zero knowledge, you may be interested in this 13+ hour video. Crazy I know but it is free Check it out. Here is the description of this video

Like these topics, get some secret screener tech here

This Python 3 tutorial course aims to teach everyone the basics of programming computers using Python. The course has no pre-requisites and avoids all but the simplest mathematics.

This video is from 2014 but I am sure it is still relevant.

If you have not been reading these emails, I have done revamped the store to my old reactivated Shopify store. I am sure you are not interested in the benefits, so I will just post the the highlighted links:

Interative Brokers 4.5 hour Workshop Bootcamp

$37.00

Python Algo Trading Infrastructure with Crypto Currency

$297.00

Quant Analytics 3 months

$297.00

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!

Summary from today’s 2 hour of Emini Micro vs Cryptocurrency

Here is the Summary from today’s 2 hour webinar video on Emini micros vs crypto

  1. XLQ for screen in anything to trigger signals
  2. Crypto moves fast but you could do sub minute analusis with Binance
  3. EMini Micros move slowly but are more stable in percent changes
  4. Different strategy development with Emini Micro using MotiveWave platform
  5. So much more I kind of forget

A note about the Barchart.com API request. You can up 400 requests for free with it.

https://www.barchart.com/ondemand/free-market-data-api

https://www.barchart.com/ondemand/api/getLeaders

The cost to get IQFeed CME Emini service add on is $46/month. Cheap!

As for Interactive Brokersm the CME Floor Trade may get you access to the Emini Micros ? I need to confirm. It is:

CME Floor Based*United StatesUSD 35.00

https://www.interactivebrokers.ca/en/accounts/fees/marketData.php?ib_entity=ca

This would be for those that do not meet the standard mimimum for free data on IB

This is just one sample of many weekly webinar sessions we do.

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!

LAST CHANCE! Quant ELITE 3 YR algo trading Reduced to 2 Yr

We are coming down to the wire. I will be reducing this ELITE trading membership from 3 year to 2 year. It will end on Monday Nov 11 as the last day! Benefits include:

  1. Lifetime access to the private/anonymous chat server
  2. A potentially winning bot for crypto exchange Binance. I plan to duplicate the same trading rules in Binance US markets which is fiat. This is testing with live money which will reported on CoinTracking.info for credibility.
  3. Moving into Emini Micros which is a poor man’s gateway to the futures market on the regulated CME. No more unregulated FX retail bucket shop brokers!
  4. There are many courses in this membership as described in the video to help you launch your success to the world of automated trading to secure your future!
  5. This was NOT mentioned in the video for non programmers. This will include access to the Quant Analytics and live signals for bot trading!
  6. There are so many benefits when you watch this video.

If you are interested, click the link below.

Time is definitely running out. 24 hours left before the lowest price you will! e.g. $333 x 3.

Thanks

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!

Latest crypto currency algo trading results do i change the bot

Here we go with a small but hopefully winning bot in cryptocurrency. There are a number of issues to balance when change or not change it. It is hard to figure out.

I also talk about the last few hours and days of the current 3 year subscription term. I will be reducing to 2 years after deadline. Get immediate access here

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!

Python already replaced Excel in banks

If you are an old school trader using a tool like Excel for analysis, you may be forced to use Python. Here are some topics that this career article will highlight:

Interested in this topic? Get some free books while you are it

If you are an old school trader using a tool like Excel for analysis, you may be forced to use Python.

“Python already replaced Excel,” said Matthew Hampson, deputy chief digital officer at Nomura, speaking at last Friday’s Quant Conference in London. “You can already walk across the trading floor and see people writing Python code…it will become much more common in the next three to four years.”…

As we reported previously, Hampson runs Nomura’s new and growing e-trading strategy team, which was formed in May 2019. The team is tasked with increasing Nomura’s fixed income trading revenues by 15% through the integration of artificial intelligence into the bank’s systematic market making platform…

Hampson’s comments come amid suggestions that Excel is in danger of dying out as sheets can be imported into Python where the computation is much quicker….

“I can run an Excel model with a several hundred interlocking formulas and a data table that has 50,000 rows and 100 columns and it takes 15 min to update,” said one contributor to Wall Street Oasis last month. “Or, I can run a Python based model with thousands of interlocking corelation points and an underlying data structure that has 10,000,000 rows and 1,000 data attributes. Not to mention I can write scripts to infer missing data points. All of this can be done in about a second.”…

Future traders will have hybrid skills covering finance, quantitative knowledge and the ability to automate processes and extract data, said Hampson. Today’s top traders already have, “much more universal skillsets – they understand data, they understand finance, they understand how to code. That brings an agility that you didn’t see until about five years ago.”…

PMorgan is arming members of Hans Buehler’s 180-strong ‘Analytics, Automation & Optimization’ team with trading licenses as the quants break into trading. ..

https://news.efinancialcareers.com/uk-en/3002556/python-replaced-excel-banking

This is why you need start looking at the Quant ELITE membership. 3 year term is still available but it will not last !

Thanks Bryan

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!

ATR multiplier asset class bot demo for better exit strategy

If you like these topics, join for free books

I speak about the multiple factors that will hinder your potential REAL lie profit when you go live with any forex or crypto asset class broker/exchange. Back testing will not help you here when you need to factor items like slippage or momentum of an instrument. There may be accusations if the broker/exchange can cheat you out. In essence, no matter what you trade it could be a struggle or even waste of time. This is why I am thinking USA future/options is better asset class since it is heavily regulated. On the strategy bot side, your win loss ratio will be the king to overcome all this stuff.

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!

Linux grep command for multiple words

Here is the command to combine search criteria in one grep statement. e.g. looking through a log file you record for buy and sells.

grep ‘buy|sell’ binanceOrdersXls.txt

From https://www.cyberciti.biz/faq/searching-multiple-words-string-using-grep/

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!

Python programming language creator retires

The ‘inventor’ of Python is retiring. Watch historical video of this language here:

https://www.zdnet.com/google-amp/article/python-programming-language-creator-retires-saying-its-been-an-amazing-ride/

Here are some article

“It’s been an amazing ride to see this little hack of mine affect so many people in their lives,” said van Rossum

This is the most important aspect of the language:

When asked, I would give people my opinion that maintainable code is more important than clever code,” he said. 

“If I encountered clever code that was particularly cryptic, and I had to do some maintenance on it, I would probably rewrite it. So I led by example, and also by talking to other people.”

è I have my Python Infrastructure course included in the ELITE membership.  Get details here

Understand that the 3 year term will end tomorrow for the same price. In a nutshell, you can expect it to be reduced to the 2 years come Weds!  ß

Join here

Thanks Bryan

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!

Webinar on Pulling it all together for your trading bot for Python and Elite

Webinar on Pulling it all together for your trading  bot for Python and Elite

Folks. I will be taking live question to help people going through this material.

Log info here:

https://quantlabs.net/academy/webinar-pulling-it-all-together-for-your-bot/
WhenL  This  Mon Nov 4 at 12 EDT

You must have current Python Infrastructure Trading Course access byt getting here:

Or you must have ELITE as well by getting access here:

LAST CHANCE FOR 24 HOURS! I will be reducing the 3 year term membership down to 2 as of Monday Nov 4.

Thanks Bryan

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!

Backtesting a waste of time for algo trading and machine learning?

This conversation was on my Facebook including speculation of machine learning If you are interested in this type of topic, get some free books

Hey I didnt get a notification when it was time to start

hey 6pm EDT

So I missed it completely

the live yes

are there any recorded videos

just going up now

Are you putting up on the site or your fb

both and just posted

Thank you

np

11/20/18, 9:31 PM

Hi Bryan, I’m having an issue understanding how to generate alphas and backtesting strategy do you have anything you recommend to watch or read

that seems quite a ague question. can you be more specific

11/21/18, 10:52 AM

how do I perform research like actual quant research to find alphas in the market

What tool! ? Python is beat

Best

great I am currently using python with quantopian

Im just looking for some direction regarding the research part

Post your questions on their forum. You may get specific answers to specific questions

sounds like an idea thanks

That is what I’m here for

Thu 7:19 PM

Hey Brian hope you are doing well

What do you use to backrest your code

Backtest

If you use python do you mind sharing it

Btw I love the page

2:12 AM

Try back teeter.com

1:14 PM

I mean backtest as in put ur code through market like conditions to test a strategy

i find backtesting is a real waste since it will not factor in the actual fees you pay out

i just went through this in the last 24 hours

tests show 60% win ratio but wstill loses a tonne in live markets

Interesting so how do you test your strategy

I used to quantopiam but they don’t have a platform for forex

test live in the market with minimal amount per trade to reduce loses when it don’t work as well as you think

i wonder why they got of live trading

too many people probably lost from their backtesting to live….then they blame quantopian most likely when things don’t work out

True

no offense, back testhing they way you think is a total waste. i wasted about a week b/c of this. also, get a decent journaling software service to track your live trades. i use cointracking.info for my live tiny test trades live in the market. this is for crypto

I figured I could just do a for loop to run thru a dataset and pick n choose entry n exit points but I was wondering how to compensate for the lack of minute data

U might be right about just trying different algos by minimizing the risk to test multiple strategies

I guess that puts most machine learning algos in the trash lol

the model might flop in live market data.

i cannot say about machine learning models

Got it

Hey thank you for taking the time to walk me through this

no sweat

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!