Category Archives: Quant Development

Quant Development

Insider pro lessons learned video for Crypto algo trading on Sep 17

I cannot type what I talk about here but there are quite a number of gems I have never publicized before. This is an important 30+ minute video. I especially highlight you do not need to trade 24/7. If you set a certain target of daily percent moves against your overall portfolio, you can easily reduce risk by overtrading. This takes place in both up and down markets for the crypto currency asset class.

There are lessons in this 30 minute video

Please watch this video with all the others I have highlighted on Youtube channel at youtube.com/quantlabs.

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!

Understand Neural Networks: neuron to RNN, CNN, and Deep Learning

If you are struggling to learn these popular machine learning concepts (eg neural networks), you may to check out this article below. It contains easy to consume chunks which include topics of:

What is a Neuron?

Step function

Sigmoid Function

Tanh Function

ReLU Function

Neural Networks

Convolutional Neural Networks (CNN)

Recurrent Neural Networks (RNN)

https://towardsdatascience.com/understanding-neural-networks-from-neuron-to-rnn-cnn-and-deep-learning-cd88e90e0a90

It helps to understand the different limitation of each math function as well.

 

Neural network AI is simple. So Stop pretending you are a genius

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!

Morgan Stanley Offers Bitcoin Trading Follow Citigroup and Goldman Sachs

Please note: Today is the last day I will keep my video up. This video is entitled ‘Debugging with Logs Yout Trading Strategy.’ This is the ultra secret weapon that has helped me in the development of this algo trading strategy I have been working on. I will not be making this secret video public ever again.

 

Morgan Stanley Offers Bitcoin Trading After Citigroup and Goldman Sachs

The banks are only doing this because their investor and clients demand. Once they start building trading desks, you know the crypto currency space becomes mainstream. It was this article that might have made the crypto current asset class to pop quite a bit yesterday. Here are the highlights of the article:

 

We are clearing some futures around Bitcoin, talking about doing some other activities there, but it’s going very cautiously. We’re listening to our clients and trying to help our clients as they’re exploring those things too. Goldman Sachs must evolve its business and adapt to the environment.”…I think it’s fabulous that they’re getting into it because it brings in new liquidity. They’re going to develop futures markets, options markets, I even think you’re going to start to see interest rate markets around bitcoin. We’re used to hearing things about Libor, the index for bitcoin interest rates is Bibor,” said Matonis.

https://quantlabs.net/blog/2018/09/morgan-stanley-offers-bitcoin-trading-citigroup-goldman-sachs/
As said, TODAY IS THE LAST day for the above video.
I have found some new potential ways to eliminate unprofitable trades. When you look at how the crypto currency asset class is being crushed over the last few week, it seems it is critical to eliminate these types of trades. I will gladly take the 1+% moves each day. There might be not be many but they will hopefully be profitable. 

Here are your ELITE membership options until Friday to access this private video. Just remember this will be treated no different than my Harmonic Pattern source code reveal a few months ago. In other words, this video will disappear forever since it gives you a skill for a true edge in automated trading!
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!

Crypto currency: Risk on risk off

I am thinking of using this trading logic to change my parameters in this system. It would lose the parameters for entry/exit logic based on the crypto currency market direction. This risk on risk off bias used by institutional pros when the markets don’t have solid returns.

One could measure using the top crypto coins like:

I would add Bitcoin Cash and Stellar as well. These 5 above come from https://www.gkfx.co.uk/Cryptocurrency

This was highlighted from someone out of Germany so thanks to them.

 

Let the crypto currency profitable machine begin

 

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!

Expert of Linux dependency Hell with their package manager

After I sent this,

Linux Mint Is Still the Leading Desktop Distribution

I got this reply from a newsletter subscriber: (thanks to this person sending this)

One potential problem with Linux Mint, is that you can still experience dependency Hell.  Its default package manager, like most linuces, cannot allow two versions of any library or software to co-exist on the same computer at the same time.  Generally, but reportedly not always, such package managers will also not allow you to install software into a directory of your choosing; as is almost always the case on Windows.  You may be able to use the second-generation package manager LinuxBrew on Mint and other Linuces; and that may be a very good idea if it works, but I make no guarantees.  The main Distros built around a second-generation package manager are Gobo Linux, and NixOS.  NixOS uses a declarative language package manager (for better or worse), and has a much larger user base, but it is pretty new.  In the past, it had a problem with uninstalling old versions of packages, but I think that is much improved by now.  Gobo Linux does some fancy footwork so that it has a Mac-like file structure.  It can download a file and all its dependencies into a single directory, and you can make it anywhere you like.  Some tech pundits complain that software doesn’t reside in typical directories for Unix, such as /bin and /usr, but this is the way things work on the Mac, and this feature seems pretty popular with users.

Ubuntu-based derivatives have better driver support, so maybe if LinuxBrew works well for you, this might be the best route.  I had lots of problems with dependency Hell in the past, and quit using linuces.  If I were to go back, I would either use LinuxBrew, or use NixOS or Gobo Linux.  Of course, there are Hackintoshes, if you want to go that route, but you probably don’t want to blog about that.
—-
Arch too is usually managed with pacman, which, like most Linux package managers, is subject to dependency Hell.  I.e., if you want to install two different programs that use e.g. two different versions of a library like zlib to read .zip files, when you go to install the second program, it will offer to uninstall the old zlib, and update to the newer version.  It will also be offering to uninstall the program that used the old version of the zlib, and will not allow both to be on the same system at the same time.  This is a tame hypothetical example of the kind of dependency Hell I’ve experienced.  If you, like I, might prefer to put audio apps or games in their own separate directory, so as to keep an eye on the size of all audio apps or games, it is either very hard, or impossible.  I have a background in computer programming myself (surprise), and believe this above all else, is what has hampered the large-scale adoption of Unix/Linux.  While I’ve only posted this point of view one other place, I’d really like to see second-generation package managers eclipse the old ones.

Manjaor Linux

I was thinking it probably used pacman, but now notice that Manjaro uses pacmac, a package manager designed for the Mac, but is not a direct port of pacman.  I don’t find a lot of documentation on it online.  Not a good sign, but perhaps it has a good man page.  My recommendation is to try to determine if pacmac can install to a specified directory, and tolerate different versions of libraries to co-exist at the same time.  To be fair, many users don’t need anything but the latest versions.  If the latest version of some software comes up with a bug that makes it unusable, you will probably want to find an old version, or a beta.  If you do that, if ANYTHING else use ANY library in common with it, hello dependency Hell.  If you’ve ever been caught in that, you’ll know it can be a session frustrating enough to make you want to pull out your hair.  I consider these landmines waiting to happen.
One time (if memory serves, or else I’m just confusing it with a time I tried to uninstall a media player, but I think that was a second time such a thing happened)  tried to install a different version of a program on Ubuntu, and since they have taken the insipid step of making it so that if you e.g. uninstall a media player, game, or ANYTHING it comes with, you wind up uninstalling the whole GUI desktop.  I wound up with a bash prompt, and NO desktop or desktop apps installed, whatsoever.  I think it was a command line package I was trying to downgrade.  I’m trying to warn you off of such nightmares.  Fortunately, Arch does not have such a ridiculous setup, but there’s still really still almost no end to the chaos that a conventional package manager can cause if you try to install another version.  This NEVER happensOne potential problem with Linux Mint, is that you can still experience dependency Hell.  Its default package manager, like most linuces, cannot allow two versions of any library or software to co-exist on the same computer at the same time. on Mac or Windows.  Mac and Windows are by far more popular.  Go figure.
PS: I was told you can install a package to a user-specified directory in CentOS.  I looked at it briefly, and it didn’t seem very easy.  I think there is a way to edit an RPM package to install in a user-specified folder, also; FWIW.
PPS: The nick I use on technical forums the most often is CodeLurker, if you want to know who to have it signed by.

Red hat Linux vs Fedora

They share a lot of code, apparently.  Red Hat Enterprise, if memory serves, is the more stable of the two, being for businesses, but at the cost of a slower release schedule.  Fedora would be for “consumers.”  CentOS, like Red Hat, uses RPM (Redhat Package Manager) archives.  It is probably possible to install to different directories in Red Hat, like CentOS; but CentOS uses Yum to install RPM packages.  I’ve been told by a system admin friend you can install to different directoris in Yum, so maybe Red Hat too.  I tried to look up how to do it in Yum, but it didn’t look easy (to me, anyway).  I think all are susceptible to dependency Hell.
For automated trading, I’d choose Red Hat over Fedora, for the sake of stability.  While Fedora might have more drivers, and should have more recently updated software, Red Hat is Big Blue’s (IBM’s) flagship.  However, I’d hold out for NixOS, Gobo Linux, or something that uses a second generation package manager, such as Nix package manager, the Guix package manager, “based loosely on Nix,” or LinuxBrew.
Note that OS independent package managers such as the three 2nd gen ones I listed might run on any distro.  I forgot to mention that most Linuces are FAR more secure than ANY version of Windows.  First, Windows admits tons of hacks all the time, at hackfests.  Second, most system security breaker hackers (I don’t want to dignify them by just calling them “hackers”), don’t bother with Linux/Unix, because it has so few users.  Third, it just seems to have much stronger security.  I imagine Big Blue is pretty quick to eliminate security vulnerabilities when it finds them.  When I looked at more secure distros, the trade-off there seemed to be fewer drivers for these more exotic distros – but then, it doesn’t really matter if you can do what you want on them.  This would me more true for a trading system than for general use; IMHO.
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!

JPMorgan top quant warns end of cycle crisis to have flash crashes and social unrest

Hey all

A recent interview on CNBC took place with a top quant from JP Morgan. This is what was sai for end of cycle period:

Here are the highlights:

Sudden, severe stock sell-offs sparked by lightning-fast machines. Unprecedented actions by central banks to shore up asset prices. Social unrest not seen in the U.S. in half a century….

The forces that have transformed markets in the last decade, namely the rise of computerized trading and passive investing, are setting up conditions for potentially violent moves once the current bull market ends…

The current bull rally, the longest in modern history by some measures, has been characterized by extended periods of calm punctuated with spasms of selling known as flash crashes…

“If you have these liquidity-driven sharp sell-offs that come at the end of the cycle, or maybe even causes the end of the cycle, then I think you can have a much more significant asset price correction and even more significant increase in market volatility,”

… this potential meltdown in stock prices could cause the next financial crisis. His name for it: the Great Liquidity Crisis…

“Suddenly, every pension fund in the U.S. is severely underfunded, retail investors panic and sell, while individuals stop spending,” …

Blah blah…very insightful interview you should read about here

https://quantlabs.net/blog/2018/09/jp-morgan-top-quant-warns-next-crisis-flash-crashes-social-unrest/

Please note about my latest video from last night:

The new video from last night has been posted. It is over 2.5 hours.

You can get access to this via

Here is the kicker:

Also, I will be keeping this up until Friday since the info is quite valuable.

I have found some new potential ways to eliminate unprofitable trades. When you look at how the crypto currency asset class is being crushed over the last few week, it seems it is critical to eliminate these types of trades. I will gladly take the 1+% moves each day. There might be not be many but they will hopefully be profitable.

Thanks Bryan

Here are your ELITE membership options until Friday to access this private video. Just remember this will be treated no different than my Harmonic Pattern source code reveal a few months ago. In other words, this video will disappear forever since it gives you a skill for a true edge in automated trading!

Thanks Bryan

 

Introduction to Quant Elite Membership

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!

Unlimited cryptocurrency market data push from Bitmix exchange

 

As you know, there is a cap on the requests to a Binance server for market data. This was suggested for Bitmex which appears not to have such a limit. This was from a Meetup last night which was mentioned. Thanks to this person for the suggestion,

And the solution is

Here is the underlining webservice stream which the Detla server uses from Bitmex to stream the trade/quote data without hitting the rate limit.  I think this is what James was pointing out.
https://www.bitmex.com/app/wsAPI#Subscriptions
If I am not mistaken, this results in a complicate Python dict data structure. Understand this is not an easy object to work with. All you need to do is search on Google for a term related around ‘dict within dict’ to find a solution. This took me a number of hours to figure out.
https://quantlabs.net/blog/2018/08/coding-deep-learning-beginners-using-oanda-test/
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!

Tonight I will show to debug a log which your trading system generates

Last few hours

Tonight I will show to debug a log which your trading system generates

I posted this on my Facebook Live as a video to explain the rationale and details. If you are interested, get in touch with me as soon as possible. This event takes place tonight starting at 6 PM so you should say we are into the final hours.

This topic is on

Debugging your log for algo trading patterns with crypto currency asset class

More details of the even of can be found here:

 

WEBINAR Debugging your log for algo trading patterns with crypto currency asset class

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 Mint Is Still the Leading Desktop Distribution

I will be needing to deploy my Python system onto a Linux based operating system. It seems some of the Python packages are incompatible on Windows for whatever reason. They will run with no issues on Mac OS. I just find the extra hardware I need is not really worth the price for these needs. As a result, I want to deploy onto a Linux distribution. I have looked at the standards of Ubuntu, Mint, Debian, and now Manjaro. I hope you even seen my Youtube video on the ones for OpenBSD which is really Unix. This BSD is much more secure and private than a standard Linux version. Do understand going down the path of a BSD is really built for software developer sand advanced technical nerds. Here is a one option we need to consider about the Linux distributions.

 

https://www.fossmint.com/linux-mint-is-still-the-leading-desktop-distribution/amp/

 

Just as a reminder about my private event for my full ELITE members, I will focusing on debugging your trading strategy via logs. Just over the last 3 days, my strategy has been tweaked quite a because of the extreme volatility of the crypto markets. I will explain the methods used and logic used tor the tweaks of different set of market data reports.

 

Just a reminder over the last few days.

NOTE: We are running out of time if you want to be part this event. I am not sure if I will be keeping the recorded replay video around for very long due to the extra trading edge it gives. This is no different than the trading harmonics video I did a few months ago. Just remember that has now vanished permanently as well. You will need to get in touch with me immediately if interested in attend this exclusive event. Just email or reach out via my social media channels.

 

I have an important event for my Quant Elite members on Tues regarding debugging you trading strategy with logs, I thought I would make a last offer for those interested in this event. I don’t think I will even record as it is meant for ANNUAL FULL ELITE members.If you are interested in knowing further about this, get in touch with me right away to be included on the details of this. It takes place this Tues Sep11 6pm Eastern Standard time

I just posted this yesterday.

I have put together a 20 minute video describing the wild losses of yesterday my system picked up. It was apparently one of the worst days for the crypto currency asset class in about a year. As a result, I made some huge improvements which looks like I may have resolved. I even offer some debugging tips to help out here. As a result of this, you may want to check out this video here.

As said, if you are interested in this event for Tuesday,get in touch right away to make your arrangements to be part of this. This is a topic that not many talk about but as a programmer, this point of view gives you a unique perspective in trading for big profit!

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!

This algo trading system could make me a GAZILLIONAIRE

This algo trading system will make me a GAZILLIONAIRE

Look at all the profit I making on each positions

CRITICAL:root:****close/exit trade for ELFBTC_1536027219 at closing price 6.23e-05
CRITICAL:root:Profit made 0.000001680000000

 

CRITICAL:root:****close/exit trade for THETAETH_1536026311 at closing price 0.00039328
CRITICAL:root:Profit made 0.000015040000000

CRITICAL:root:****close/exit trade for ELFBTC_1536026311 at closing price 6.23e-05
CRITICAL:root:Profit made 0.000001680000000

CRITICAL:root:****close/exit trade for ELFETH_1536027219 at closing price 0.00158246
CRITICAL:root:Profit made 0.000051790000000

CRITICAL:root:****close/exit trade for THETAETH_1536027219 at closing price 0.00039328
CRITICAL:root:Profit made 0.000015040000000

What do I do with all of it?

This is updated at:

https://quantlabs.net/blog/2018/09/algo-trading-system-will-make-gazillionaire/

I have recorded a 90 minute video from last night’s topic of which include items of:

Here are some topics for the event

Understanding your own coding is most predictable. I have many folks who lost thousands dues to bad programmers. This is what I have experienced among folks like yourself.

  1. Here is what I will cover to build your ‘baby algo trading system’:
  2. 1. It depends on your asset class and broker of choice.
  3. 2. Sample way to download data with 3rd party solutions ranging from Excel to Java ion source source scanners.
  4. 3. How to use a Python package to do quick analysis using a popular technical analysis library
  5. 4. Analysis the results to assess trading order decisions
  6. 5. Which brokers with packages to execute orders

I also covered questions of

1.) What Python packages are needed?

2.) IQFeed vs using IB data- does data need to be stored in a database ? How does this work in general . Is tick data sent to database?

3.) Calculating indicators and storing them in database? In general how does program access calculated indicators?

4.) How does Python read database? How does data get from Program to Interactive Brokers and vice versa?

5.) how do I create a screener – and get those tickers to automatically trade? (example would be picking the top gainers of the day)

 

Here is are the latest modules I have added to my course called:

“Python v3 Algo Trading Course Infrastructure Building Blocks’

 

 

Module 12 Advanced Items

These are items that are used for crypto or general trading use

Unit 1

Automated watchlist and position manager

Unit 2

Python Forex Brokers

Unit 3

Demo of building baby automated trading system bot

The last module in Unit 3 is the latest I recorded from last night. I added the description of:

This is an 1.5 hour demo of building an Automated Trading System or trading bot <100 lines. Source code is included. Note that is demonstrated for Crypto Currency asset class but I also went deep into various other asset classes including forex or equities/stock.

You can purchase this course here.

https://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

 

 

 

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!