Category Archives: Quant Opinion

Get Real time Trading signals for highly lucrative Bitcoin cryptocurrency bot

Hi

I have put together a new announcement for those who are wanting to get real time trading signals to this lucrative crypto currency bot. This is an experiment for the risk taking few. It will not be cheap nor free. This will only be for those that are serious about being successful in the future of money. We call it crypto currency and alternative coins.

You will get access to the new private/anonymous/secure trading secure chat as well for LIFE!

Interested in this? Click here to get put on the waiting list when I announce when ready\

CLICK ME AS I AM INTERESTED IN YOUR BOT TRADING SIGNALS

I have a 4 minute Facebook live describing this here.

For this price, you will get access to 1 month of the ELITE service which include ALL my courses. You also get access to the current course underway for Python Algo trading. This ends third week of Feb.

More and more….

Watch the video here.

I think I need to stay away from posting these kind of returns since Thursday and yesterday, Sunday. Yes, it added a lot more today.

SEE THE LATEST TRADING RESULTS

As you can imagine, I am getting skittish on posting any more of these so I may just focus on winning ratios from here on out. Yes, I will building out an equity curve and tear sheet for the performance.

I wonder why the capital allocators are coming to me now. I wonder. Hmm….

Could this be the near ending of the line for my educating y’all over the last near ten years? I wonder ? (I don’t think so but it does cross my mind over the last few weeks)

 

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!

Interview with Bob Pardo LIVE

 

Thursday, January 10, 2019 at 4 PM – 6 PM PST

We are doing a rare interview with one of the masters in trading. I am currently collection smart and sophisticated questions for him. Leave a comment below to your question potentially answered at Facebook event link below.  Details to follow so check the comments
https://www.facebook.com/events/762833620753134

This will be streamed live on the Facebook quantlabs net page under Videos tabl at

https://www.facebook.com/quantlabsnet/

Thursday, January 10, 2019 at 4 PM – 6 PM EST or 3 CST

Hi there,

You are invited to a Zoom webinar.
When: Jan 10, 2019 4:00 PM Eastern Time (US and Canada)
Topic: Interview with Bob Pardo

Please click the link below to join the webinar:
https://zoom.us/j/728994467

Or iPhone one-tap :
US: +16699006833,,728994467# or +16465588656,,728994467#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 669 900 6833 or +1 646 558 8656
Webinar ID: 728 994 467
International numbers available: https://zoom.us/u/aARX5KpQE

 

Who is Bob Pardo?

Here are the books he wrote

 

https://www.amazon.com/Robert-Pardo/e/B001IO9TSG%3Fref=dbs_a_mng_rwt_scns_share

https://www.amazon.com/Evaluation-Optimization-Trading-Strategies/dp/0470128011

https://www.amazon.ca/Design-Testing-Optimization-Trading-Systems/dp/0471554464

 

Here is that Bob Pardo interview replay.
 
 

 

Here are the questions:

1. You wrote an article for Future Magazine called ‘How far away is the Holy Grail machine’ in 1985. How did you foresee the future back then compared to where it is today?

2. From your article of Gann Lines and Angles of 1992, outside of software have the basic principles evolved in the basic concept since that time? Do you believe that candle patterns or harmonic patterns can be used for early reversal signs?

3. With the article on Stop Placement Affects Trading Performance of 1984, do you believe that today’s current forex and retail brokers are corrupt with stop hunting? Are there are any clean (or less) corrupt brokers out there? This is especially true with APIs for brokers? eg. Interactive Brokers

4. In one interview article, the article stated: There were no trading screens or other market paraphernalia anywhere in sight. If they existed elsewhere on the premises, Robert was not anxious about checking up on them or his trading progress. He had the serenity of one possessed of total faith in his system’s ability to hum along just fine without him.

Is this still true? How do you get away with it with now mobile apps and everything at your fingertips?

https://www.trendfollowing.com/pdfs/pardo.pdf

5. Are you primarily still a futures trader? Or have you expanded into other asset classes? If so ,any current ones you see enormous potential with? Do you also see a rebound in certain commodities with the current market? Do you trade options? Why or why not?

6. In the same above interview about you said: Because the S&P is so volatile and dynamic in its own right and swings so much, though, what works there may not work in other markets.

Do you think the current computer algos are going to make the 2019 global extra market really jittery? Would you even say the computers have completely taken over the markets?

7. Do you believe in portfolio optimization or portfolio theoretical techniques (e.g. Markowitz)? Do you believe in different ways to throttle trading account allowance based on portfolio performance (.e.g Kelly Criterion) Or how about daily target moves against the amount capital you are willing to put at risk?

8. Do you think emerging market equities will be the place of opportunity for 2019?
9. Would you say you are strongly constrained as similar to how a CFA is mandated? (e.g. you have your own trading standards or will allocate portfolio weightings to certain sectors or asset classes)

10. If you have a particular position going into range bound (or flat), would you tend to cut it right away to find a higher performing asset? How often are you re-calibrating your portfolio? What doest the re-calibration depend on?

11. What are some of the more predictable exit methodologies you believe in ? e.g. ATR? Would you apply standard take profit or stop loss? Or would you treat it more like a trailing stop? Or any of these at all?

12. Are you a believer in fundamental, news sentiment, or even macroeconomic events as drivers for the assets you watch? How many assets would you typically watch in a standard flat or uneventful trading day?

13. Standard question: Are you a pessimistic or optimistic when it comes to machine learning in pricing of an asset? How about applying it to areas like portfolio sizing or portfolio optimization? Would you ever consider using it for something like bid/ask analysis at high speed level (e.g. tick)?

14. Do you believe in random walk theory?

15. Have you come across models that can be designed in a way where there are no parameters? e.g. IF THE PRICE HAS REACHED A NEW ALL-TIME HIGH, IT IS AN UP-TREND BY EVERY POSSIBLE MEASURE https://www.reddit.com/r/algotrading/comments/63nrzg/parameterless_strategies/

Or: statistical anomalies are not parameters. thats what quants/algo people do..find these patterns and figure out ways to capitalize on them.

16. Among all your trades on average, what is the % of mix of long vs short?

17. How many strategies/algos would you say you have in your arsenal? How many can be traded ALL the time profitably regardless of market regime?

18, What is the standard drawdown % threshold before you cut the instrument entirely from your active portfolio?

19. Is it easier or harder to raise capital for a system or fund these days? Are you finding investors/captial allocators are much more jaded than in the 80s or 90s? When was the easiest time period to allocate and why?

20. What is your honest view of those so called trading gurus you find on Youtube or Facebook?

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!

Live on Facebook Page: Welcome to 2019 and machine learning is new years resolution

 

 

Machine learning is going to be on the agenda for this year so keep your eyes peeled on the Facebook page quantlabsnet and this Youtube channel of quantlabs

Event is at this Facebook page below

LIVE EVENT HERE

https://www.facebook.com/quantlabsnet

 

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!

Happy New Year and Welcome to 2019!

Happy New Year and Welcome to 2019!

A now message found on Youtube

Events for tomorrow night online

Let’s talk about our plan to learn Machine Learning for trading

Tomorrow (Jan 2/2019) at 7 PM – 10 PM

Online LIVE via the Facebook at https://www.facebook.com/quantlabsnet/

New algo trading quant HFT private chat is now working!

new algo trading quant HFT private chat is now working! Please visit here….

It is here but you can check the store out for something to get LIFE TIME access

https://quantlabs.net/academy/shopping-cart/

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 DAY to double to triple price: What is stopping you from activating CryptoCurrency Bitcoin algo trading with Python

t is the Boxing Sale Week well all know about. Today is the last day to take advantage of the course I explain below. It will DOUBLE or TRIPLE In the next day or so depending on demand. Latest questions included:

So from what I hear it sounds like you are saying you don’t advise algorithmic trading regular forex or futures but it seems like you are saying algorithmic trading cryptocurrencies is definitely something that can give you an edge?

Is this basically correct?

I am also a big fan of Python. I didn’t get into trading crypto yet but I do have a Binance account set up and everything so yes I am interested in learning more about what you offer for crypto especially if it can be done algorithmically and not manual as well as with something like Python connecting to an Api of some sort

Here was the most recent Question and Answer I took for this course so see the latest Facebook LIVE video for the answers.

REMINDER:

I am looking at around TODAY to double or triple the current price. It starts LIVE Jan 7/2019 so which is for question and answer only. The faster you get on this, the faster you will have a running platform platform with source code you own.

We are on the LAST day away for this price increase!

Get immediate access h

BONUS NOTES: As explained in this Facebook Live video, I explain that I am looking forward to 2019! I am building:

  1. An exclusive trading forum for all my members and ‘special guests’ who are influential for a variety of reasons. It will be based on privacy and secure.

  2. Weekly TV show to be streamed on Facebook and Youtube to talk latest algo trading trends and technology

Latest Facebook Live stream

instagram 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!

Working awesome with new Redis: Cryptocurrency daily success as usual

 

Cryptocurrency daily success as usual. Webinar tomorrow on hot pairs with Motiwave Trading Platform working awesome with new Redis open source NoSQL database.

 

Recent Facebook stream below with todays success rate

Here are the recent bad news report. Keep all knives and guns away while you read these.

https://www.rt.com/business/447185-stocks-close-depression-record/

https://www.bbc.com/news/business-46654064

Secure you future by taking advantage of this live intake of my course:

Python Trading Infrastructure Course with Cryptocurrency

Details and get the pricing here

NOTES

Always remember that this course price double come Dec 27. LIVE intake starts Dec 27. The sooner you learn, the better prepared you shall be. One and only time I will do this!

Python Algo Trading Infrastructure with Crypto Currency

Instagram stream

Yesterday’s Motiwave trading platform news with 3rd party JARS like Redis NOSQL

MOTIVEWAVE trading custom build can connect to Redis NOSQL with IQFeed

Todays success

 

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!

5% up move in 12 hrs thanks EOS XMR WAVES crypto with Live Intake Python course looming

 

Once again EOS up but at 11 AM EDT, I was already up 2%. As a result, I went to get a coffee, 20 minutes later I am  up 5% total within 20 minutes. I am pretty happy with that. Always remember I could shut down the system automatically.Even if I was to turn off the system for the next 5 days, I could go play golf for 5 days I target %1 daily. Nice life!

IMPORTANT NOTES FOR YOUR DECISION ON THIS PYTHON COURSE 

Anyhow, this could be pure luck but I will keep testing through the week. If these results still  hold for the next few days, I see no reason to keep the Jan live intake of my course at the seriously low price it at. If this the results hold, I will jack up the price by 2 times or even 3 times the current rate.

This live intake will start Jan 7 2019 for Monday and Thursday for the next 6 weeks starting jan 7, 2019! The sooner you get on this course, the better you will be optimally prepared for your questions on these live sessions.

 

Python Algo Trading Infrastructure with Crypto Currency

Let us hope this works.

Credible links of these moves

https://www.ccn.com/big-crypto-recovery-as-eos-surges-35-can-bitcoin-recover-to-4000/amp/

https://ambcrypto.com/xrp-and-eos-show-steep-bull-run-explode-above-13-and-22/amp/

mad money made with EOS ETH crypto pair in a severe down market

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!

The Best Quant Papers of 2018 from Savvy Investor

Quantlabs is pleased to be partnering with Savvy Investor, the world’s leading knowledge network for institutional investors. You may wish to consider joining their platform – it’s entirely free.

Fama and French win “Best Quant Paper 2018”

Savvy Investor curates the best pensions and investment white papers from around the world. Having uploaded more than 25,000 papers since launch, they have a unique platform from which to host these Awards. The Savvy Investor Awards are judged on the basis of the quality and readability of the paper and its appeal to their institutional investor audience.

Call us sentimental, but we’re delighted to be awarding the Savvy Investor trophy for the best quant paper of 2018 to Eugene Fama and Kenneth French. Unlike some earlier papers authored by this duo, the winning paper is in no way ground-breaking. However, it reminds us all of the nature of equity market volatility, and the implications for long-term investment returns. As the name suggests, it is a “volatility lesson” for professional investors, coming from two of the most respected names in the business.

See the winning papers below, or visit Savvy Investor for the full list of winners and short-listed papers across all 15 categories. 

Best Quant Paper 2018

Volatility Lessons (Financial Analysts Journal – CFA Institute)
In this paper, Fama and French examine the return distribution of equities versus cash over a variety of time periods, and show that the probability of negative equity returns over three and five-year periods is substantial. Interestingly, for longer-term horizons (say 10 or 20 years) there is a marked increase in right skewness and kurtosis. In other words, compared to a normal distribution of returns, the left tail almost disappears and the likelihood of negative equity returns versus cash diminishes substantially. Another key conclusion from the data relates to drawing inferences about future risk premia from observed returns over 3-, 5- or 10-year periods. The duo argue that, due to the high volatility, the evidence from such a “short” time period will be too “noisy” to be reliable.

Robust Asset Allocation for Robo-Advisors (Amundi Asset Management)
Quant researchers from Amundi Asset Management examine the challenges faced by robo-advisors attempting to automate the portfolio allocation and rebalancing process. This is a detailed, complex and formula-rich paper which will appeal primarily to quant managers and analysts involved in portfolio optimization, specifically using a mean-variance approach.

The Correlation See-Saw (Axioma)
The correlation of returns between different asset classes is critical to overall portfolio risk. However, these relationships are not necessarily stable over time. Axioma analyzes the way that shifts in cross-asset correlations impact overall portfolio risk, examining a case study of the first five months of 2018 when there was an unusual pattern of correlation reversals. How should this impact an investor’s approach to risk analytics?

Combining Investment Signals in Long/Short Strategies (Goldman Sachs Asset Management)
This paper examines the best way to combine quantitative investment signals in the context of managing a long-short portfolio. Is it better to create one combined signal, or is it preferable to consider the portfolio exposures indicated by each signal and combine the different exposures? The authors carry out their own empirical study and compare the results with other academic evidence.

If We Don’t Believe Markets are “Efficient”, What Do We Believe? (Winton)
Despite the well-known faults that are inherent in the efficient market hypothesis, it still underpins several prominent investment strategies. The authors of this paper examine an ecological theory that could be more applicable to financial markets.

The Current State of Quantitative Equity Investing (CFA Institute Research Foundation)
In this 74-page paper, CFA Institute Research Foundation reviews the concepts of risk and return, anomalies and the onset of factor investing, as well as the influence of big data on the quantitative equity field.

Pulling the Goalie: Hockey and Investment Implications (Cliff Asness/Aaron Brown)
Harkening back to the 1980 ‘Miracle on Ice,’ the authors build a model to determine the precise time that a hockey coach should choose to pull the goalie when behind. They then apply these lessons to a portfolio management environment.

About Savvy Investor

Savvy Investor is the world’s leading resource hub for the institutional investors. Since launch in March 2015, more than 33,000 members from across the globe have registered for the site, with 200-250 new members joining every week.

Savvy Investor allows you to search and immediately find the top white papers on any investment topic, ranked by popularity.

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!

GUI with local Python Django on Visual Studio Code or Pycharm vs C++ Qt or WxWidgets

This was a mess to get a real time chart using Chart Director. To get a graphical user interface, I must this was turning into a real hassle with C++. Qt version 5 is still too restrictive on the run time licensing end. Also, I find their IDE Qt Creator is just a beast where I really don’t want to use it. I even tried local Python with some moderate success.

I then tried using the open source edition of the CodeLite IDE with wxWidgets, I have had moderate success with this combo. It seem to get running on a Mac is not worth pursuing as it is way too old.

I then thought of trying the latest PyCharm Pro edition with ChartDirector and Django. Oh man, this is thing is a beast , They assume my package manager with my Python interpreter version 3 was using pip. I am actually using pip3 but to change that was not possible. You would think this was easy by justing adding the local Python interpreter. Pycharm did not recognize my local Python 3.6 but only found 3.1. When i navigated to the Python 3.6 to choose within the creator of the project, it would finally rconginze all the local Python packages. It took forever to load. Complete crap and not easy to play. Plus they want me to pay for this thing as it for the Pro edition.  Forget it!

I then had some moderate success with Visual Studio Code. It is these URL that make it much more possible:

https://code.visualstudio.com/docs/python/tutorial-django

OMG! Half the tutorial actually worked. I can also say I have much better understanding and appreciation for this IDE. I see why people like it since I got it to work.

Then we can talk about Django. No no no. Working with this framework made we want to stop. This thing is really old. There must be an easier way to build a real time charting with Chart Director. There has to be.

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!

Have you seen the latest Analytics dashboard tour? Transact in crypto?

Have you seen the latest Analytics dashboard tour?

Check it out here

I am seeing many market alerts you will not hear on your fave forum or news outlet.

More notes

Are you still wanting to build a custom automated trading system? I am compiling any new folks out there who want to be added to the list?

Click here if interested

Do you actively transact in crypto? Let me know which crypto coin you like to purchase with

Click here if you do transact in crypto.

Regards,

Bryan at QuantLabs.net

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!