Tag Archives: 2016

Meet the 9 hedge fund managers who made the most in 2016

Meet the 9 hedge fund managers who made the most in 2016

Don’t you think it is funny on how the top 3 are driven by HFT firms ? There is at least half which are driven by both quant HFT and automation.

http://www.businessinsider.com/hedge-fund-rich-list-for-2016-2017-5/#9-david-shaw-founder-of-de-shaw-and-co-415-million-1

 

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!

8 hedge fund managers who made the most money in 2016

8 hedge fund managers who made the most money in 2016

Here are your usual suspects including the math whiz Ray Dahlio

 

The billionaire founder of Renaissance Technologies retired from the firm in 2010, but he still reaps the benefits of its “strong performance,” according to Forbes. The firm’s largest fund, Renaissance Institutional Equities,”was up 21.5% net fees in 2016,” Forbes reported.

http://www.businessinsider.com/meet-the-8-hedge-fund-managers-who-made-the-most-money-in-2016-2017-3

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!

Most popular 2016 Quantcon videos from Quantopian

 

Popular 2016 Quantcon videos from Quantopian


Here is a selection of some popular released videos from Quantcon 2016 which is sponsored by Quantopian. Even though they are both a trading platform, trading education and so on, I know they are also hoping to generate alpha as an alternative hedge fund. I have not heard any public recent performance metrics on this alternative fund. Also, one of the videos I list from the founder will offer 10% of trading profit for your IP algo you provide to their trading strategy arsenal. Good luck with that but Quantcon sounds worthy to attend though. Who’s going this year?

Here are those popular videos

Note: I am moving my newsletter contacts over to my new email server hosted on Infusionsoft in coming days to weeks. I just want you to be aware of that so let me know if you are ready to make that switch to continue the conversation. If not, the other way to is to join my Facebook programming group at:

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

Overview walkthrough of Quant Courses and Analytics Service

Brand new where you can get details here

Courses and analytic service here

(A new video was recorded)

https://quantlabs.net/blog/2017/03/overview-walkthrough-of-quant-courses-and-analytics-service/

I finally have created some videos on the Courses and new Quant Analytics.

Check them out:

New Analytics Service:

Once big take-away is the low risk intro to the service. I offer $5 2 days trials before joining.

Introducing our new Quant Analytics Service overview

This walkthrough the new dashboard with chat room for new members to exploit our trading systems chart/data generation

Brand new where you can get details here

https://quantlabs.net/analytics/order-analytics/

Note my $5 trial for 48 hours TRIAL of this

BIGGEST NOTE OF ALL: I still need to populate the service starting next week!

https://quantlabs.net/blog/2017/03/introducing-our-new-quant-analytics-service-overview-2/

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!

Factor Investing – best white papers of 2016

Factor Investing – the best white papers of 2016

In this guest post, Andrew Perrins, CEO of Savvy Investor, shares some of the best Factor Investing white papers from the last 12 months.

Smart Beta strategies continue to gain ground

Factor investing strategies continue to grow in popularity, so it is no surprise that many of the most popular papers on Savvy Investor last year were written on this subject. Click to see our list of The Top Smart Beta Papers of 2016 from the recent Savvy Investor Awards. The overall award for this category went to EDHEC-Risk Institute, who produced a number of excellent papers on the subject.

Below I list the winning paper of 2016, together with other popular papers that have been published already on Savvy Investor in 2017.

Check out this guest blos post here

In case you missed earlier this :

Yes this Quant Analytics is coming so much sooner than you know. Once running, all bundled courses will be removed permanently from the ELITE . As explained in the video above, these courses have been evaluated by our marketing expert who feels they may be worth thousands each alone. Who knows? But there is already an intro to a Day Trading Guru charging well over $50k/year for his services. What should that tell you? There is a market willing to pay for these premium services. Guess what this new Analytics service will target? I posted this message on my Facebook earlier:

If you think people cannot charge $50k as a mediocre ‘day trading guru’, you live in another world. When you compare what I am about to unleash, I should be able to charge 4-5x that to 7-9 digit folks who run trading firms. These are the same people who want to automate their successful trading operations. Take heed while you can to take advantage of my offerings NOW! Each one will be spun out where my marketing genius claims I should be charging thousands for each one. That day is coming very soon. Take it or leave it, I will be going premium as I hinted a while back.http://quantlabs.net/mkt/quant-elite/


IT IS NOW OR NEVER!

In summary, if you have the technical skills, you may want to take advantage of what this service has to offer.

Either way, if you are a newbie a programming, you may still want to check this out here

What is the latest status of learning Python R for algo trading

Somebody who has been on my newsletter list has come back to ask about this new transition from going from Quant Elite membership to my new Analytics service.

I made a video response here

I said in the video that I’m building out the new analytic service as we speak. I am hoping to move ahead with the new analytics service much sooner than later.

Here is what I mean

As said, my Quant Elite will be closing and I’m already seeing much content being stripped away as I move everybody into the new analytics service.

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!

Factor Investing – the best white papers of 2016

In this guest post, Andrew Perrins, CEO of Savvy Investor, shares some of the best Factor Investing white papers from the last 12 months. 

 

Smart Beta strategies continue to gain ground

 

Factor investing strategies continue to grow in popularity, so it is no surprise that many of the most popular papers on Savvy Investor last year were written on this subject. Click to see our list of The Top Smart Beta Papers of 2016 from the recent Savvy Investor Awards. The overall award for this category went to EDHEC-Risk Institute, who produced a number of excellent papers on the subject.

 

Below I list the winning paper of 2016, together with other popular papers that have been published already on Savvy Investor in 2017.

The Robustness of Smart Beta Strategies (EDHEC-Risk Institute, 2016)

This EDHEC paper examines the importance of robustness for smart beta strategies, explaining how a strategy being “relatively robust” differs from “absolute robustness”. The authors describe how the robustness of smart beta performance can be assessed and quantified, describing various approaches, which may be used to improve the robustness of smart beta strategies.

Fundamentals of Efficient Factor Investing (FAJ, 2017)

This paper adapts traditional portfolio theory to more recently popularized factor-based investing. It simulates optimal combinations of factor and security portfolios using US stocks from 1968 to 2015.

Concerns regarding the new Fama-French 5-factor model (Robeco)

Eugene Fama and Kenneth French have revamped their famous 3-factor model by adding two new factors to analyze stock returns: Profitability and Investment. But this 5-factor model raises many questions, and competing academic models are already being proposed.

Capacity of Smart Beta Strategies: A Transaction Cost Perspective (BlackRock)

Using a transaction cost model, the authors from BlackRock estimate the capacity of momentum, quality, value, size, minimum volatility, and a multi-factor combination of the first four strategies.

Factor-based investing: the devil is in the detail (LGIM, Jan 2017)

This LGIM paper discusses the key concepts behind factor-based investing. It highlights the importance of undertanding and translating them.

Building Confidence in Smart Beta Equity Strategies (Goldman Sachs)

Andrew Alford examines some reasons for investors’ limited adoption of Smart Beta equity strategies. He is optimistic that allocations will increase over time as investors continue to evaluate these strategies.

 

Savvy Investor www.savvyinvestor.net is the world’s leading platform for the distribution of white papers to global institutional investors. Registration is free, and provides access to over 15,000 white papers, as well as a personalised newsletter, keeping you up to date with investment news and research, and a global directory of investment conferences.

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!

Warrior trading 2016 performance with useful portfolio stats

Warrior trading 2016 performance with useful portfolio stats

This Tradervue sounds like to be very useful for your trading performance. Also, this video is golden for those wanting to learn about trading whatever your asset class you focus on

http://www.tradervue.com/plans

Join my FREE newsletter to learn more about trading performance and portfolio

 

https://www.youtube.com/user/DaytradeWarrior

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!

2016 year end detailed answered on Quant Trading Analysis

2016 year end detailed answered on Quant Trading Analysis

I spent nearly two hours answering question explaining concerns on the future of these services I run.

Note nearly half of my audience makes over $150k. I also explain how you can accomplish this same game goal for 2017.

https://www.quantcast.com/quantlabs.net?qcLocale=en_US#trafficCard

Your time is running out to take advantage of what I offer

Watch this lengthy video down below so you can decide!

This include answers of:

From JH
From Esteban

Coincidently, yesterday I downloaded  TBB for Linux.

Best,
——-

From Sean:

Can you please confirm how much the 2 for 1 offer is and how many years it is for?

———

From JH
I have to be honest with you here,

I’ve been looking at your emails and I’m genuinely interested in the topics you’re exploring, but charging people $100/month for snippets of information that require’s constant monitoring and participation is a big, resounding no way. I don’t have time for that, and it’s a very poor way to learn a topic.

I would be interested in purchasing the contents of your articles and code examples if they were available, but the way you run your business by destroying content is a very serious drawback, one that prevents me from taking you seriously. How does anyone know what content you have available? How does anybody know your content us valid and useful? How does anyone know it is correct?

The very thing I’m looking for, a reference guide with examples, seems to be the opposite of what you’re really providing. I’m looking for a reference library of textbook like information, not a magazine.

Imagine if college textbooks worked on a subscription basis where chapter 1 becomes permanently unavailable when chapter 4 is released? As a former college physics teacher, I guarantee that student with a subscription will have a much more difficult time learning than the one who buys the textbook, and will eventually give up.

This is in part why textbooks are so expensive. I would never argue that you ought to just give your content away, but I can’t help but wonder aloud in an e-mail to you if a subscription model isn’t actually limiting your sales instead of helping. Just add up how much you could make from getting the relatively small subgroup of people willing to pay for a subscription, vs. how much you could make selling a series of books to a much much larger target market via Amazon or the like. If you can offer a library of your text and examples, and run a regular sort of blog where you review the various methods and offer your opinions on them, I would buy your series of books.

Think of it this way; if you were to take the entire content of your site from beginning to end, divide the content into a series of books that cover all the topics, then calculate how much a person would have spent on a subscription to get all the content and divide that amount by the number of books. You will reach a larger audience, and make the same amount as a subscription, if not more because of the increased pool of consumers.

You could make a lot more money this way, and not put off rationals like myself who see sales pressure and gimmicks as a sign of illegitimacy. I’m a skilled technical writer, and I could help you write these books 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!

The Most Popular Quant Papers of 2016

Savvy Investor’s Andrew Perrins shares some of the most popular Quant Papers in the year so far.

 (This is my first guest blog posting)

The Research Team at Savvy Investor has curated this list of the most popular quant white papers from 2016 to date. The papers are listed in date order (from most recent to earliest) and cover a wide range of topics including short-selling, factor investing, alpha generation, momentum strategies, diversification, correlation, volatility and illiquid assets.

 

The Long and the Short of It: The Quant Shorting Advantage (QMA, 2016)

Active extension, equity long-short, and equity market neutral products can be attractive for investors at any particular time, given investors’ varied investment objectives and needs. That said, each of the three categories of shorting-enabled products can help address distinct issues facing investors today. QMA’s paper describes how short selling can allow investors to find alpha in often overlooked places, explains the three main categories of shorting-enabled equity products, and highlights the benefits of a systematic quantitative process.

 

Will Your Factor Deliver? Factor Robustness and Implementation Costs (FAJ, 2016)

Within the indexing world, multifactor investing has become very popular in recent years. Both practitioner and academic researchers have recorded several hundred equity factors. But which of these are likely to profit investors once implemented? This original research was conducted by Noah Beck, Jason Hsu, Vitali Kalesnik and Helge Kostka. It was published in CFA Institute’s Financial Analysts Journal.

 

Academic Lessons on Factor Investing (EDHEC, 2016)

This paper analyses what academic research has to say on equity factors. Our objective is to understand which lessons we can learn from such research in terms of designing and evaluating factor indices. When analysing academic publications on equity factor investing, five important lessons emerge, which provide useful perspective on practical questions about factor indices. This paper looks at the empirical analysis required to identify rewarded factors. It then turns to the economic rationale behind these factors, and looks into the role of diversification for a given factor tilt. Moreover, it discusses the issue of implementation costs and addresses the question of crowding risks. Finally, the paper discusses how popular practical implementations relate to the academic groundings.

 

101 Ways to Generate Alpha (Savvy Research Blog, Sept 2016)

Active equity managers use many different investment strategies and processes to meet the challenge of consistently creating alpha within their portfolios. This Savvy Blog post highlights a list of the top papers, which help equity investors to build successful alpha-generating processes.

 

Trend Following: Equity and Bond Crisis Alpha (Man AHL, 2016)

The authors of this paper study time-series momentum strategies in commodities, currencies, bonds, and equity indices during the period 1960-2015. Their research reveals that there was consistent performance both before and after 1985 – periods that were marked by strong bull and bear markets in bonds. The authors also record a number of important risk factors.

 

Equity/Bond Correlation: History and Future (BlackRock, July 2016)

The correlation between equity and bond markets is of vital importance to asset allocators; for risk control and portfolio construction, for assessing the market outlook, and for building models of how markets work (equity market valuation models, for example). In this 6-page paper, Nuno Luis and David Caplan of BlackRock examine the history of the equity/bond correlation and discuss the likely future path.

 

Understanding and measuring the illiquidity risk premium (Willis Towers Watson)

Illiquidity risk is a potentially appealing means of generating additional yields in a low-return world. The authors of this 10-page document discuss three different dimensions of illiquidity risk premium that investors should demand for a given asset.

 

The Free Lunch: The Value of Decoupling Diversification and Risk (Salient, 2016)

The authors of this very interesting paper discuss why considering diversification and risk independently may help investors build more efficient portfolios. They argue that asset allocators should rethink the impact of low volatility diversifiers in higher risk portfolios. Some low vol asset classes (e.g. hedge funds) may primarily have a “de-risking” impact, but not a “diversifying” impact. The paper demonstrates that, perhaps counter-intuitively, high volatility diversifiers can sometimes be very effective, and allocators should consider these strategies.

 

Multifactor Indexes: The Power of Tilting (FTSE Russell, 2016)

In recent years, institutional investors have become increasingly convinced of the benefits of factor investing, facilitated by the creation of a variety of indices, each focusing on a specific risk factor. The creation of these new indexes has allowed investors to access factor exposure efficiently and at low cost. However, as with any investment strategy, the return from a single-factor index will vary over time, often following different patterns. For instance, the quality risk factor tends to exhibit counter-cyclical performance, whereas the payoff from the value factor normally follows a more cyclical pattern. This paper examines alternative processes for building multifactor indexes, in order to benefit from a diversified exposure to the various source of factor return.

 

Predicting Volatility (Lazard, Jan 2016)

It is widely accepted that financial models always carry the risk of uncertainty. Volatility forecasting, therefore, has huge implications for investors especially employing risk parity, volatility targeting and asset allocation strategies. This paper examines volatility prediction – its characteristics and the effectiveness of different approaches.

 

Savvy Investor www.savvyinvestor.net is the world’s leading platform for the distribution of white papers to global institutional investors. Registration is free, and provides access to over 15,000 white papers, as well as a personalised newsletter, keeping you up to date with investment news and research.

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!

2016 Goldman Sachs Back-to-School Reading List

2016 Goldman Sachs Back-to-School Reading List

These are more economic and social than trading itself

http://www.investopedia.com/news/2016-goldman-sachs-backtoschool-reading-list-gs/

Thanks to George on my Facebook for sending

Join my FREE newsletter to see if these b0oks help in automated trading

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!