Tag Archives: Algorithmic Trading

Deep learning algorithmic trading? Machine learning?

As I am wanting to learn about machine learning in early 2019, I want to know a few things about your attack on it.

1. What programming language and framework are you using or learning? e.g. R vs Python, TensorFlow 1 or 2, PyTorch, SciKitLearn, etc

2. What resources are you using? e.g. which course or book

3. Which machine learning methodologies are you using? Deep learning, CNN, Neurel Net, Other Like? Why you are using this technique?

4. Have you got something implemented or using yet? If so, how are the results?

Please let me know so I can hopefully mimic your success.
Thanks Bryan

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YATC Python For Finance: Algorithmic Trading

YATC Python For Finance: Algorithmic Trading

I call this Yet Another Course

Datacamp came to me on providing content but I am not sure if it is worthwhile

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

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New Way of Algorithmic Trading

New Way of Algorithmic Trading

Be forewarned about this posting which is basically an ad

medium.com/@ChineseMermaid/a-new-way-of-algorithmic-trading-a07746b5a31b

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Fundamentals of Algorithmic Trading robots

Fundamentals of Algorithmic Trading robots

Whoever uses this will lose money! It ain’t easy folks

http://algotrading101.com/courses/algotrading101

Thanks to NYC Contact for sending

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Learn complete R and Matlab for algorithmic trading

Learn complete R and Matlab for algorithmic trading

I got a query about past learning R courses:

Hello Bryan, I’m a Spanish retail trader. I saw the offer of $137 for “COMPLETE R COURSES” some weeks ago and I planned to buy it when I had more time to see the courses. I saw yesterday that the link to buy the pack is still available, but at the same time I saw that there is another way to acquire the courses. On the one hand I’m a beginner in this kind of trading, on the other hand I have some problems to understand the English listening. That’s why I‘m just interested about the pack of R courses at the moment. So that, I would like to buy and try these courses first and later on, if I get to improve my listening understanding, I could sign up to the Premium member, if it’s possible. Another thing is that I would like to know more information about how “Daily Alerts” works. I would be grateful to receive an answer from you.

Thanks for the query. I have reinstated a bunch of links due to his but I have listed my R courses here:

Let me know if this helps:

http://quantlabs.net/academy/buy-all-of-our-r-courses/

More general learning:
http://quantlabs.net/academy/courses-2/

As for the ‘daily alerts’,

this is still in flux as I was not happy with my original analytics. The results were not to my satisfaction so I am applying new algorithms which will be part of my Quant Elite service.
Thanks for the interest

 

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Quora asks about Algorithmic Trading: What do professional traders think about Quantopian?

Quora asks about Algorithmic Trading: What do professional traders think about Quantopian and Python?

I personally find it like a toy, awesome to learn on but you will quickly outgrow it. Also, why would you put up your trading ideas onto something that is really not secure. I don’t care who you talk to, you should be very very very leery about any remote ‘cloud’ solution that you don’t own the technology on. Sorry, my trading ideas are way to valuable.

Oh please, let’s not get into that dog breakfeast called Python neither. It is like a monster with 8 eyes.

http://www.quora.com/Algorithmic-Trading/What-do-professional-traders-think-about-Quantopian

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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!

Is Interactive Brokers set what future hedge funds will look like with automated or algorithmic trading in mind?

Is Interactive Brokers set what future hedge funds will look like with automated or algorithmic trading in mind?

I am starting to believe this is the way of future indie investment advisor who better have a good and high performing tech trading infrastructure.

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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!

Quick but yet simple automated algorithmic trading system to be implemented in short order

Quick but yet simple automated algorithmic trading system to be implemented in short order with C Java Matlab in Linux

It looks like our final stack has been ‘approved’ by the powers to me (or influential people who make things happens). It is quite simple:

  1. Redis 3 with clustering (hopefully it works as this is written in C) with ZeroMQ Pub/Sub message queuing between Java clients to listeners of IQFeed or broker connections including Interactive Brokers or Oanda.
  2. Utilize Matlab/Simulink Coder Generation capabilities to C to integrate with Redis on a local build tom implement model/strategy/algo.
  3. All done in minimal Linux with non Windows due to recent hack (call me paranoid!)
  4. Use a simple Java JChart2d project to be integrated into Java client for Redis datastore.

All steps have been investigated in the past so hopefully these components should work nice and get implemented quickly. Questions? Let me know via comments at

https://quantlabs.net/blog/2014/12/quick-but-yet-simple-automated-algorithmic-trading-system-to-be-implemented-in-short-order-with-c-java-matlab-in-linux/

Thanks for stick around and most of Merry Christmas to all!

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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!

My New Years Resolutions VIDEO for 2015 Lessons learned in automated algorithmic trading in 2014

Here are some samples of my New Years Resolutions for 2015 but there is funny video that accompanies

My New Years Resolutions for 2015 Lessons learned in automated algorithmic trading in 2014

After 5 years doing this:

My New Year’s Resolutions for 2015, What I learn to be a better automated trader in 2014?

  1. I hate people with small minds

You know, those that say, yah butt, what about the drawdowns, etc.

  1. I hate lazy people

They cannot turn on a computer but wanna become HFT masters in 5 hours.

  1. I don’t respect people who cannot innovate

Dear God, open up the gates this one will be up in a second.

  1. I am not very good with those who like to be in a bubble, denial, or expect to be millionaires next days via some push button technology

Yeh no wonder you are at the bottom of the gutter looking up from the bottom.

  1. I don’t handle leeches/FREEtards and open source tree hugging hipsters who expect everything for free

Please seek a job at Microsoft to really know how it really works in the software business.

  1. No I don’t want to work with/for you because you will throw me $50k or more to manage
  2. But WAIT, there’s more with a video here:

https://quantlabs.net/blog/2014/12/my-new-years-resolutions-for-2015-lessons-learned-in-automated-algorithmic-trading-in-2014

Questions and AGENDA for LIVE Meetup for Which C++ would you use for your number crunching high speed HFT aka high frequency trading?

LIVE MONDAY Dec 22 at 7PM Eastern Standard via GotoMeeting

  1. Please join my meeting, December 22, 2014 at 7:00 PM Eastern Standard Time.

https://global.gotomeeting.com/join/717088213

  1. Use your microphone and speakers (VoIP) – a headset is recommended.  Or, call in using your telephone.

Dial +1 (872) 240-3412
Access Code: 717-088-213
Audio PIN: Shown after joining the meeting

Meeting ID: 717-088-213

You could use this if there are technical difficulties: http://www.joingotomeeting.com/
GoToMeeting®
Online Meetings Made Easy®

Not at your computer? Click the link to join this meeting from your iPhone®, iPad®, Android® or Windows Phone® device via the GoToMeeting app.

Honestly, this gets confusing. Which compiler? Which library/API? Which parallel approach? Which Linux distribution? To .NET or .NOT? Hmmm….let’s talk
Here they are:

Here they are:

  1. Who is using C++ for their high speed trading system? What functions within your system?
    2. What parts of Boost library are you using and for what purpose?
    3. Who still believes in STL? Anyone using C structures or even pointers? How do you handle memory management in an efficient manner?
    4. What compilers do you use? Anyone using Visual Studio C++ compiler? Anyone using Intel for speed boost? How about Borland? Anyone preferring GCC/G++? Compatibility issues?
    5. What sort of integrated development environment do you use for non Windows? Mac? Linux?
    For advanced Higher Frequency Trading (HFT) techniques:
    6. Anyone doing any heavy threading/multi concurrency? Which libraries do you use? Fastflow? TBB? OpenMP?
    7. For high frequency trading uses: Anyone using any interesting low level techniques for ‘hooking’ into the operating system like the Linux kernel? Low level driver or assembly translation techniques?
    8. Anyone using working with brokers within C or C++? i.e. HFT Lime Brokers? Experiences to share?
    9. Is there a definitive argument or experience for those that think Java is still get faster performance vs C/C++? What techniques?
    10. Anyone using C++ or C for an in memory database for rolling their own solution to handle efficiency of market data ticks? Any techniques to be shared that shows advantages of other solutions (i.e. NOSQL Redis)?
    11. Anyone choosing to deploy C or C++ embedded solutions for hardware only options via FPGA or ASIC?
    12. Anyone else want to share techniques for HFT purposes that might be known in the public domain?
    13. Open ended discussion with full Q&A

 

https://quantlabs.net/blog/2014/12/questions-and-agenda-for-live-meetup-for-which-c-would-you-use-for-your-number-crunching-high-speed-hft-aka-high-frequency-trading/

My name is

Bry Bry Bryan

 

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!

My New Years Resolutions for 2015 Lessons learned in automated algorithmic trading in 2014

My New Years Resolutions for 2015 Lessons learned in automated algorithmic trading in 2014

After 5 years doing this:

My New Year’s Resolutions for 2015, What I learn to be a better automated trader in 2014?

  1. I hate people with small minds

You know, those that say, yah butt, what about the drawdowns, etc.

  1. I hate lazy people

They cannot turn on a computer but wanna become HFT masters in 5 hours.

  1. I don’t respect people who cannot innovate

Dear God, open up the gates this one will be up in a second.

  1. I am not very good with those who like to be in a bubble, denial, or expect to be millionaires next days via some push button technology

Yeh no wonder you are at the bottom of the gutter looking up from the bottom.

  1. I don’t handle leeches/FREEtards and open source tree hugging hipsters who expect everything for free

Please seek a job at Microsoft to really know how it really works in the software business.

  1. No I don’t want to work with/for you because you will throw me $50k or more to manage

My you are an important little person aren’t you? Maybe I will save you trouble, we ain’t gonna get along. All in all, go find yourself another poodle to kick around ‘cause I ain’t that dumb

 

 

Here is what I will focus on for 2015:

  1. Work with best of class technologies regardless if open source or commercial

Believe me, I have studied and tested the marjoity of them. If they work for you, awesome. Please leave me alone as I don’t want to get into another life sucking tech flame war. Neither do I want to waste my time in offroading languages like R or Python. They’re fun but it is time to get down to business in 205. I missed way to many trading opportunities over the years because of this.

  1. Encircle myself with positive minded people who don’t hold me back

You know those that take on risk who want to take on 50% return on bets with 5x or 10x returns instead of measly 5%. In short: No risk no glory

  1. Encircle myself with people that WIN!

Not the typical people who talk about masturbating on lonely Fridays nites but care about scoring with the chickie. Not talkers, not speculators, not dreamers, etc.

  1. Encircle myself with highly motivate and innovative people

NOW MOST OF ALL FOR ALL THOSE LOST SOULS WHO WANT TO MAKE IT IN TRADING THE LAZY WAY VIA THAT MAGIC BULLET PUSH BUTTON TECHNOLOGY

(but bless your little hearts)

  1. Refuse to help those who ask the lamest questions where should be researching themselves on high level tasks. I.e. What is HFT? How do I use it? Blah blah. The polite answer: Google is your friend. The nasty SWEAR FREE answer: Buzz off
  2. Refuse so called advanced degree lazy students or interns constantly asking for help on their assignments
  3. MOST IMPORTANTLY! Yeh I know, I am a horrible typist. Yah I know, I don’t make those George Lucas quality videos. Stick with me, I have more important things to focus on. If not, see point 5 above.

 

I feel better now so let’s all have a wunderbar positive minded productive successful 2015 and the leave the weak ones behind.

Peace!

 

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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!