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Q & A about lucrative crypto curency trading bot with bitcoin market address #address #Bitcoin #bot #cryptocurency #lucrative #market #Q&A #trading I did a recent question and answer on Monday about my current crypto currency trading bot. It has been trading on average 11% daily in February. Pretty good huh? What was your daily trading each day last month? See is the latest video below. Also, I am doing few event this week. I have my Toronto based event at a local restaurant to discuss quant and forex and/or crypto trading related items. Did you know that I created a new set of bundles of the Quant Analytics service? Check them out here. There is a 3 month and 6 month at fairly affordable. https://quantlabs.net/academy/quant-analytics/ Thanks https://www.youtube.com/watch?v=FTFoIoPD9jo&t=277s Link: https://quantlabs.net/blog/2019/03/q-a-about-lucrative-crypto-curency-trading-bot-with-bitcoin-market-address/

Q & A about lucrative crypto curency trading bot with bitcoin market address #Q&A I did a recent question and answer on Monday about my current crypto currency trading bot. It has been trading on average 11% daily in February. Pretty good huh? What was your daily trading each day last month? See is the latest video below. Also, I am doing few event this week. I have my Toronto based event at a local restaurant to discuss quant and forex and/or crypto trading related items. Did you know that I created a new set of bundles of the Quant Analytics service? Check them out here. There is a 3 month and 6 month at fairly affordable. https://quantlabs.net/academy/quant-analytics/ Thanks https://www.youtube.com/watch?v=FTFoIoPD9jo&t=277s Link: https://quantlabs.net/blog/2019/03/q-a-about-lucrative-crypto-curency-trading-bot-with-bitcoin-market-address/

[igp-video src=”” poster=”https://scontent.cdninstagram.com/vp/db82e447d861c0c0b98a34231b41fa4d/5D43B65F/t51.2885-15/e35/53423904_1925394154256444_291433657459213749_n.jpg?_nc_ht=scontent.cdninstagram.com” size=”large”]
Q & A about lucrative crypto curency trading bot with bitcoin market address #address #Bitcoin #bot #cryptocurency #lucrative #market #Q&A #trading I did a recent question and answer on Monday about my current crypto currency trading bot. It has been trading on average 11% daily in February. Pretty good huh? What was your daily trading each day last month? See is the latest video below. Also, I am doing few event this week. I have my Toronto based event at a local restaurant to discuss quant and forex and/or crypto trading related items. Did you know that I created a new set of bundles of the Quant Analytics service? Check them out here. There is a 3 month and 6 month at fairly affordable. https://quantlabs.net/academy/quant-analytics/ Thanks https://www.youtube.com/watch?v=FTFoIoPD9jo&t=277s Link: https://quantlabs.net/blog/2019/03/q-a-about-lucrative-crypto-curency-trading-bot-with-bitcoin-market-address/

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more 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!

Q & A about lucrative crypto currency trading bot with bitcoin market address

I did a recent question and answer on Monday about my current crypto currency trading bot. It has been trading on average 11% daily in February. Pretty good huh? What was your daily trading each day last month?

See is the latest video below.

Also, I am doing few event this week. I have my Toronto based event at a local restaurant to discuss quant and forex and/or crypto trading related items.

Did you know that I created a new set of bundles of the Quant Analytics service?

Check them out here. There is a 3 month and 6 month at fairly affordable.

https://quantlabs.net/academy/quant-analytics/

Thanks

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more 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!

Q & A about lucrative cryptocurrency trading bot with bitcoin course #address #bitcoinmarket #cryptocurrency #lucrative #Q&A #tradingbot I answer questions about this current bot which added some live profit during the broadcast. You can this course and service at Analytics https://quantlabs.net/academy/quant-analytics/ Python course https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/ https://youtu.be/FTFoIoPD9jo Link: https://quantlabs.net/blog/2019/02/q-a-about-lucrative-cryptocurrency-trading-bot-with-bitcoin-course/

Q & A about lucrative cryptocurrency trading bot with bitcoin course #Q&A I answer questions about this current bot which added some live profit during the broadcast. You can this course and service at Analytics https://quantlabs.net/academy/quant-analytics/ Python course https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/ https://youtu.be/FTFoIoPD9jo Link: https://quantlabs.net/blog/2019/02/q-a-about-lucrative-cryptocurrency-trading-bot-with-bitcoin-course/

[igp-video src=”” poster=”https://scontent.cdninstagram.com/vp/b6efe8cc0c995209d038b93168ae1378/5D4D6A9E/t51.2885-15/e35/53039252_145509823142261_3910901565079712937_n.jpg?_nc_ht=scontent.cdninstagram.com” size=”large”]
Q & A about lucrative cryptocurrency trading bot with bitcoin course #address #bitcoinmarket #cryptocurrency #lucrative #Q&A #tradingbot I answer questions about this current bot which added some live profit during the broadcast. You can this course and service at Analytics https://quantlabs.net/academy/quant-analytics/ Python course https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/ https://youtu.be/FTFoIoPD9jo Link: https://quantlabs.net/blog/2019/02/q-a-about-lucrative-cryptocurrency-trading-bot-with-bitcoin-course/

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more 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!

Q & A about lucrative cryptocurrency trading bot with bitcoin course

I answer questions about this current bot which added some live profit during the broadcast. You can this course and service at

Analytics
https://quantlabs.net/academy/quant-analytics/

Python course
https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more 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!

Complete advanced trading system with FPGA vs GPU addressed with HFT and direct market access in mind using Matlab Simlunk

Complete advanced trading system with FPGA vs GPU address with HFT and direct market access in mind using Matlab Simlunk

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Responses below followed –>

Hi Bryan,

I do not pretend that I understand everything you present. It is impressive.
And the speed in which you work is fenomenal. My compliments.

 

–> Thanks for the comments.

I hope I can attend the webinar later today or as I should say tomorrow (it is at 01.00 hour at night for me in the Netherlands).

 

–> More live webinars will be coming

I have a question:

Your emphasis is on the software , matlab etc.
I would like you to elaborate on the overall trading system.
– Can you do this ?

 

–> Mathworks addressed this through the latest 2 Matlab updates with the ability of Matlab allowing trades to be executed.  This could impact a lot of future trading systems and now you could potentially trade within Matlab but I am unsure of performance. I need to test once I can upgrade to the current version.

As I see it:

I need a server in a datacenter as close to the market makers as possible.
On this server the dedicated software will be running with the direct data feed input and order output.
From my place I have a fast internet link to access this server for monitoring, etc.
Now I have Mirus Futures as broker for futures trading on NinjaTrader platform and a local VPS.

 

–> You are looking at true Direct Market Access for this so you could go on to the exchanges. One such service for what you  are probably looking for is Lime Brokers but they are very pricey

But you go steps further.
This is for fast trading, perhaps high frequency trading.

– What kind of server do we need for this ?
I see 4 types with different possibilities:
1.  virtual private server (VPS)
2.  dedicated server
3.  dedicated server with a GPU (Tesla or Kepler type)
4.  dedicated server with FPGA and direct handling of I/O data feeds at 10 Gbit/s (optical interfaces)
–> dedicated server for sure with FPGA as you explain in #4
The first and second types I can use today for stocks, forex and futures trading
For example with a local server or one in the Aurora CME datacenter in Chicago when trading futures.

The 3 and 4 types are needed for fast trading with low latence etc.
HFT is done on FPGA.

 

–> I would agree with what you state above

My expertise is in optical fiber networks. I understand low latency. I am familiar with FPGA,
I have applied one FPGA in electronics, although it was not a Virtex but a Spartan from Xilinx.
(I can load the program into the Spartan 3.)

–> Xilinx is standard hardware manufacturer but too be honest you are way ahead on this

I have seen some cards with FPGA to integrate into a server.
– Where can I get or place such a server ?
– Which intermediate (broker or … ?) can I use ?

 

–> Lime Brokers may allow this above as they are geared towards HFT . For places to get FPGA, DINI Group comes up a lot http://www.dinigroup.com/new/index.php
Then there is the question GPU or FPGA.
– Which one is to be prefered ?

–> FPGA as it is direct as opposed to GPU needs time to transfer the data to the GPU. FPGA does not have this limitation

The FPGA is the fastest and has direct I/O high speed interfacing. I understand these solutions are run with relatively simple algoritmes.
You get the advantage from the low latency. Disadvantage is that the FPGA needs to be programmed with fixed program. It is reprogrammable hardware.
I have to look into it to see if the reprogramming can be done via the server interface from remote computer.

 

–> This is where Matlab’s Simulink come into play. Check out their webinar http://www.mathworks.com/company/events/webinars/series/fpga-design/

The server with a GPU card with GPUdirect can do high performance computing. This can run complex algoritmes which can be changed from a remote location.
If you make complex models with Matlab and Simulink then this might be the way to go.

 

–> I am unsure of this new capability with GPUdirect but I do think FPGA is the same cost. I guess you could say I would still stick with FPGA as there are more faster advancements in it i.e. wireless networks which is next generation

Please address these questions either tonight in the webinar or in an email.

I might be of assistance to use my expertise to get the hardware and the (fiber) network connections organized and running.

I am not a C# or C++ programmer. I support you because I think your ideas are very good. If possible I want to apply these for trading.

 

–> Give me some time to cover the basic analytics which I am currently doing. My next big venture will be Simulink but they it is a HUGE endeavor.

Greetings,

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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!

Form PF: How do you address Question 42 (Risk Metrics)?

Form PF: How do you address Question 42 (Risk Metrics)?

We are currently assisting one of our clients with developing and implementing an enterprise wide process for the Form PF filing (i.e. overall project management, data mapping of developing and implementing a process, 3rd party solution selection). We initially reviewed Question 42 (see below) in a working session with the client’s (say XYZ company) Form PF team, and although it is possible for the risk management team to answer the question as outlined in Form PF, calculating the P/L impact of each market factor scenario independently would not be relevant to XYZ’s investment strategies. Some factors such as “Option Implied Volatilities” are not material to the overall portfolio risk and others seem to be redundant. However other XYZ’s proprietary risk measures, which account for multiple factor changes that would occur in a true market environment, give a more accurate representation of XYZ’s risk management. Based on the discussions, we identified two reply alternatives (see below) and each could affect both regulators’ and clients’ perception of the firm. We would be interested to learn what other group’s members think.
—————————————————————————————-
Form PF Question 42:
For each of the market factors identified below, determine the effect of the specified changes on the reporting fund’s portfolio and provide the results. The market factors are the following:
• Equity prices
• Risk free interest rates (changes represent a parallel shift in the yield curve)
• Credit spreads
• Currency rates
• Commodity prices
• Option implied volatilities
• Default rates (ABS)
• Default rates (corporate bonds and CDS)

Note: Assume that changes in a market factor occur instantaneously and that all other factors are held constant. If the specified change in any market factor would make that factor less than zero, use zero instead.
—————————————————————————————-
Reply Alternatives – Pros and Cons:
1. Answer Question as Designed & Provide Assumption Write-up – This would require XYZ to generate results for the various shock scenario factors monthly, solely for the purposes of Form PF. Risk Management would be required to validate each calculated factor and sign-off. Then also provide a write-up of XYZ’s true risk process, and record that into the Form PF assumptions section (Question 4).

Impact: Answer would satisfy regulator; but if asked in audit how is each calculation used in risk process, the response would be that it was solely done to respond to the Form PF and other risk measures are used for day-to-day risk measurement. If clients obtain copies of XYZ Form PF filing, they would see risk measures that are not used to manage XYZ every day process. Finally, if these were going to be generated monthly, Risk Management would have to perform some validation on the calculations in Form PF even if not used by firm.

2. Answer “Not Relevant” for each Question & Provide Assumption Write-up – XYZ has the option to answer “Not Relevant” for all of Question 42, and then provide a write-up of XYZ’s true risk process, and put into the Form PF assumptions section (Question 4).

Impact: Not providing a response for each market factor would potentially call attention to XYZ and bring greater scrutiny when audited by the SEC. In addition, if clients get copies of XYZ Form PF filing, they would see figures that are inconsistent with XYZ’s stated Risk Management practices used just to populate the Form PF, but could see the write-up in the assumptions. Finally, no generation and review process would need to be created by Risk Management on a monthly basis.

 

It is pretty clear from the SEC’s release that your client does not need to build quantitative models that are not currently used by its risk management systems (I think the Release even more strongly suggests that advisors will base reports on their existing internal methodologies). Therefore, if (i) all factors listed are truly irrelevant individually (Note: “relevant” is not defined – and it is not clear that “relevancy” is used here interchangeably with “materiality”) box 1 would be checked; (ii) if any factor is “relevant”, but is not considered formally and individually by the advisor’s risk models then box 2 would be checked; (iii) if any factor is relevant and is formally tested individually or is part of a multi-factor model which can be (and is) considered in isolation from the multi-factor model then the effects on the portfolio should be included.

In any event, based on your description of an alternative multi-factor model process, you would include in your response to Question 4 the advisor’s true risk management framework; that response, in the unlikely event that Form PF data is disclosed to clients (the Rule’s confidentiality provisions should preclude any disclosure by the SEC / FSOC), should be consistent with previous disclosures to clients.

Analyzing this from the SEC audit risk perspective, seems like you need to include your true framework in all events and the SEC’s focus in an audit would be the sufficiency of that framework (i.e. are you using the best factors and in the right combinations – also, irrespective of whether you included responses to the SEC factors, should those factors in fact be part of your regular model). In sum, I don’t see that testing to suit the Form PF will mask deficiencies, if any, in the true and used framework.

 

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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!