Tag Archives: Active

Will quant investors focus on active strategies

Will quant investors focus on active strategies

It looks like value investing is back for 2017

Macquarie goes on to say value investing is still performing well in 2017, despite fading slightly from last year’s outperformance. The value trade involves selecting stocks that are trading for less than their intrinsic values.

http://www.smh.com.au/business/markets/quant-traders-bet-on-active-strategies-for-2017-20170306-gurgay.html

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!

Can you manage active trading risk?

Can you manage active trading risk?

This will be my next area to conquer for risk management, money management, portfolio optimization, etc

Managing Active Risk

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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!

Quant Active Portfolio management book

Quant Active Portfolio management book

I have all sorts of script in my Quant Elite membership to handle this

Description: A Quantitative Approach for Producing Superior Returns and Controlling Risks

80% of your time should be managing your account when it comes to proper PRO trading

https://gumroad.com/l/KdGg#

Thanks to someone on my Facebook group who sent this

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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 active future contracts list

Most active future contracts list

This is despite the meltdown in commodities . I do remember oil dominated this list

http://www.barchart.com/commodityfutures/leaders?type=ma

E-Mini S&P 500 ESZ15 (Dec ’15) 2,079.75 +30.75 +1.50% 1,531,975 11/18/15    
10-Year T-Note ZNZ15 (Dec ’15) 126-210 -0-025 -0.06% 872,148 11/18/15    
5-Year T-Note ZFZ15 (Dec ’15) 119-025 -0-022 -0.06% 670,063 11/18/15    
Crude Oil WTI CLF16 (Jan ’16) 41.98 +0.27 +0.65% 359,964 11/18/15    
E-Mini Nasdaq 100 NQZ15 (Dec ’15) 4,652.50 +83.00 +1.82% 241,531 11/18/15    
Corn ZCZ15 (Dec ’15) 361-6s -0-2 -0.07% 218,583 11/18/15    
T-Bond ZBZ15 (Dec ’15) 153-27 -0-04 -0.08% 196,893 11/18/15    
Euro FX E6Z15 (Dec ’15) 1.06500 -0.00020 -0.02% 195,923 11/18/15    
2-Year T-Note ZTZ15 (Dec ’15) 109-032 -0-012 -0.04% 192,755 11/18/15    
Corn ZCH16 (Mar ’16) 368-2s +0-2 +0.07% 185,176 11/18/15    
Eurodollar GEH16 (Mar ’16) 99.4000 -0.0050 -0.01% 166,732 11/18/15    
DJIA mini-sized YMZ15 (Dec ’15) 17,689 +233 +1.33% 152,848 11/18/15    
Gold GCZ15 (Dec ’15) 1,069.5 +0.9 +0.08% 144,564 11/18/15    
Eurodollar GEZ15 (Dec ’15) 99.5600 -0.0025 unch 125,126 11/18/15    
Soybeans ZSF16 (Jan ’16) 857-6s -6-2 -0.72% 119,259 11/18/15    
Japanese Yen J6Z15 (Dec ’15) 0.809450 -0.001000 -0.12% 107,516 11/18/15    
5-Year T-Note ZFH16 (Mar ’16) 118-177s -0-025 -0.07% 106,043 11/18/15    
Natural Gas NGZ15 (Dec ’15) 2.333 -0.038 -1.60% 99,475 11/18/15    
Russell 2000 Mini RJZ15 (Dec ’15) 1,170.00s +19.00 +1.65% 98,404 11/18/15    
Crude Oil WTI

J

 CLG16 (Feb ’16) 43.13s +0.39 +0.91% 91,045 11/18/15    

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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!

Lessons learned for human active trading

Lessons learned for human active trading

In my recent switch to RBC direct investments has been somewhat successful, I start to realize that human traders are at a huge disadvantage compared to automated traders. For instance to do quick P&L reports on an active trading account, you have to manually total everything since your starting date. I mean seriously wtf? Who knew your software is really important to get a better handle on how your trading account is doing? I really don’t think Interactive Brokers is much better. Other lessons to learn for newbies are settlement dates. It gets very confusing on your balance when you have to wait 2 to 3 business days for the trade to settle. It gets kind of confusing if you know what I mean.

So this posting is not really a marketing fluff piece, it is just so essential to have proper software that you own and control to be a successful human trader.

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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!

Holy! ActiveQuant includes adapters for ActiveMQ, Interactive Brokers, OpenTick

Holy! ActiveQuant includes adapters for ActiveMQ, Interactive Brokers, OpenTick
Who knew??? Marketcetera makes you pay for their expensive offering!

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!