Category Archives: Quant Development

Quant Development

Machine learning with Quantile regression

It looks like the calls were correct 22 hours later but they just camer sooner. Now in the video below, I get bold in my calls for the next 24 hours. It may too late to take advantage of this. It is currently $47/month vs the new price going $97/month

Quantile regression for machine learning

This article lit up my Facebook programming group:

Quantile regression robustly estimates the typical and extreme values of a response.

Note that this behind a paywall but I wondered what other article I could find on this topic of Quantile Regression. This is what I found on Wikipedia:

Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares results in estimates of the conditional mean of the response variable given certain values of the predictor variables, quantile regression aims at estimating either the conditional median or other quantiles of the response variable. Essentially, quantile regression is the extension of linear regression and we use it when the conditions of linear regression are not applicable.

What do you think of this? Is this worth pursuing if you had advanced knowledge in machine learning for trading?

How did Bitcoin BTC Ethereum ETH XRP Ripple charts do 18 hours later

This is crazy if you look at these charts for the last 2 days with 48 hours. This clearly blew though the calls from yesterday 22 hours ago. Seriously, these Fib level patterns may work as they have proven time and time again! Check out these charts!!

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!

Free 6 Hour Data Science Course for Beginners

I wonder if this really helps those. I tried a free partial FREE Datacamp course on Mean Reverting/Pairs Trading in in Python. That was pretty decent so this may not hurt. https://quantlabs.net/blog/2019/06/free-6-hr-data-science-course-for-beginners/
If what you read below proves to profitable, you bet many new charts and analysis will be part of my service. It is currently at $47 which will go up to $97 soonhttps://quantlabs.net/academy/quant-analytics/
Lots of busy stuff in in the last 48 hour. This includes:
Download files pair trading LONG SHORT for forex and crypto algo trading botSee the video below. I have also included files to download if they are helpful so let me knowYou can see the charts or download the featured files here as well https://quantlabs.net/blog/2019/05/download-filespair-trading-long-short-for-forex-and-crypto-algo-trading-bot/
Latest cryptocurrency analysis for BTC bitcoin and ETH ethereum
I made a video with latest analysis of XRP ETH and BTC. I even made a set of entry and exit calls over the 2 days. Check it out. This may gel if I did a recap on this on MondayAll chart shown are part of my Analytics service where it is only $47 which is the lowest you will get. These will be posted every hour 24/7.https://quantlabs.net/blog/2019/05/latest-cryptocurrency-analysis-for-btc-bitcoin-and-eth-ethereum/
Thanks Bryan 

P.S. Don’t forget about this webianr on Monday 
I have spend 1 day figuring out mean reverting for long/short pair trading potential. Could this also be replicated in crypto? I have received guidance from a few expert traders on this. I will showcase what I am seeing. This include Hurst, pair selection, and the mechanics with results. Jun 3, 2019 12:00 PM Eastern Time (US and Canada) Bryan Downing is inviting you to a scheduled Zoom meeting.Topic: Pair trading potential with forex Time: Jun 3, 2019 12:00 PM Eastern Time (US and Canada)Join Zoom Meeting https://zoom.us/j/251863248One tap mobile +16465588656,,251863248# US (New York) +16699006833,,251863248# US (San Jose)Dial by your location +1 646 558 8656 US (New York) +1 669 900 6833 US (San Jose) Meeting ID: 251 863 248 Find your local number: https://zoom.us/u/ac8lNIa1uahttps://quantlabs.net/blog/2019/05/pair-trading-potential-with-forex/See the mentioned videos below 

  
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!

Free 6 Hr Data Science Course for Beginners

Free 6-Hour Data Science Course for Beginners

I wonder if this really helps those. I tried a free partial FREE Datacamp course on Mean Reverting/Pairs Trading in in Python. That was pretty decent so this may not hurt.

Also, note I can develop algo trading bots in a matter of hours from scratch. It takes some extra hours in tweaking the performance. I was only to do this after mastering my framework from this Python Infrastructure course.

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!

Download filespair trading LONG SHORT for forex and crypto algo trading bot

See the video below. I have also included files to download if they are helpful so let me know

Here is the webinar for Mon June 3

Source links from

60d and 5d MA of Price Ratios

60–5 ZScore of Price Ratio

All of these maybe part of my Analytics services if you are interested. Just remember this service is only $47/month right 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!

Example URL links of long term mean reverting strategy code with Ernie Chan

Notes

Notes on Ernie Chan lomg term vs short term coding

cointegration diverges between pairs over long term while co-relation comove in same direction
cointegration is long term and about price
correlation is short term and about returns
basic mean reversion strategy bollinger bands -> enter into position only when price deviates by more than a std deviation and exit when price reverts
consider commission fees to stay profitable

More helpful links while researching

http://epchan.blogspot.com/2016/04/mean-reversion-momentum-and-volatility.html

https://www.forexfactory.com/showthread.php?t=262827

Machine learning in trading: Predicting multiple trade outcomes using a linear regression model

FX-Trader Magazine Article: Function based trailing stop mechanisms

http://adrianboeing.blogspot.com/2010/03/alpha-beta-filters.html

https://robotwealth.com/demystifying-the-hurst-exponent-part-1/

https://robotwealth.com/demystifying-the-hurst-exponent-part-2/

http://www.jurikres.com/catalog1/ms_cfb.htm#top

https://www.researchgate.net/publication/266672524_Can_we_predict_the_unpredictable

very useful

https://dailypriceaction.com/free-forex-trading-lessons/mean-reversion-guide-to-market-timing/

Lots of Python code examples

https://www.datacamp.com/community/tutorials/finance-python-trading

Half life test mentioned in Ernie Chan’s video above

View story at Medium.com

More

View story at Medium.com

Complete pairs trading example

View story at Medium.comNOTE 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!

MotiveWave study for forex pair with indicators I like

I am now using MotiveWave for quick studies as I did here. It minimized the time spent to develop in Python where I can get the visuals with indicators/studies to see ideas quite fast!

I found testing for standard deviation here was inconclusive as compared to rate of change. I did discover something that seems to work nice for low latency crosses for entry/exit conditions.

 

Note that I am affiliated of Motive Wave which mean I can help you in this killer platform if you are interested.

 

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!

NVIDIA Shows 6,000x Speedup on Key Algo for Hedge Funds

 

So Nvidia showcased a hedge fund algo that was sped up 6000x. Can you imagine? After my chat with a ‘guru god’ on my private chat server, it seems using mid range GPU cards could be enough? It might not cost that much. In this conversation, many tips were offer around optimizing simulations and training a model. Once Facebook regarding this Nvidia performance included:

I was lucky enough to be at an innovation lab that had 16 DGX’s. We trained a CNN in 40 minutes with a better performance against the benchmark that took days to get to the same result. It was a thing of beauty.

https://blogs.nvidia.com/blog/2019/05/13/accelerated-backtesting-hedge-funds/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!

Is Bitcoin the hottest cryptocurrency coin today? Any reason?

I show the 2 hottest crypto currency coins against USA Dollar. There is also a big reason why my bot is not taking bigger reason explained in this video

Analytics can be

Quant Analytics

learn the Python Infrastructure to write your own bot in 6 hours

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!

Build a super fast deep learning machine learning rig for under $1k

 

After talking to the quant/HFT ‘Gods’ on my private chat server, I learned a couple of things of optimal machine learning:

1. Use mid range or near end of life GPU cards to get best deal when you build machine learning rigs

2. Use data from logs like a watchlist to determine easy input and output for predictable model

3. Tensor Flow 2 should be decent and easy enough to handle all needs of a framework

I also found this article to build a rig for under $1k for all your training or simulation needs

https://www.oreilly.com/learning/build-a-super-fast-deep-learning-machine-for-under-1000

Remember you can LIFETIME access to this chat server I speak of. it is one of many benefits to you.

 

This framework course to help expedite your learning for machine learning in your trading. It is the definite future. Does your broker/exchnage support this? How about limited retail trading platform?

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!

How AI Trades Will Dominate Hedge Fund Industry

He has traded EUR/USD $100 in to 3x over 6 months recently. He also did 9x return with GBP/USD. Not bad for a simple strategy. The key here is he hung onto trades longer. Also, all done with simple technical analysis. Once you train the model, this artificial intelligence can be applied to anything. He said he even applied a million + trades in one night! It could even be applied via deep learning o any market or style of trading. He even applied analyzing charts visually as well no different than a Mona Lisa portrait. He applies this to dozens of other filters to apply price movements. Who is seeing these kind of results/? Please let me know!

Watch this TED Talk video

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!