Tag Archives: Algorithmic

50 faq questions from knowledgebase to learn quant HFT and algorithmic trading

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1 Trader with Algorithmic Trading crashes the market

1 Trader with Algorithmic Trading crashes the market

I did not think this was possible but greedy automated traders crashing the market is something else.

http://www.bloomberg.com/news/articles/2015-04-22/mystery-trader-armed-with-algorithms-rewrites-flash-crash-story

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Learn complete Matlab and R for algorithmic trading

Learn complete Matlab and R 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/

See all my answers here 

Learn complete R and Matlab for algorithmic trading

Just because I am working on a pattern recognition, it don’t mean you should use these for automated Elliot Waves

Do you really want know about these NOSQL options for holding FX tick data?

How do you use the 13GB fx tick data? Is Redis NOSQL the answer?

Bryan Downing

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2 very powerful benefits of Matlab for algorithmic trading

2 very powerful benefits of Matlab for algorithmic trading

Screen capture for image or video recording in Matlab

Wow. This will be handy to automatically capture those Kodak moments in trading

This is powerful as explained in my video. It will be great for my Premium or Quant Elite members.

This is the biggest reason of all!

Matlab ranked 2nd fastest for trading  behind C++

This author does not even sound like a fan of Matlab. Don’t forget how fast how you can rapidly develop test harnessing components with Simulink!!

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How to get started in quant finance, hft high frequency trading, automated algorithmic trading

How to get started in quant finance, hft high frequency trading, automated algorithmic trading

This is my most popular video on my Youtube channel

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

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

 

When you get a whopping 2014 annual return of 2% for the hedge fund industry, it something we call pathetic considering your

back account will pay more. As a result, what some automated trading brokers are doing are quite smart:

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

I guess the next question, how will they run their trading infrastructure? Hmmm….

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.

Did you see the latest postings I added for my Elite members?

  • Options pricing and put call parity intro to arbitrage
  • Options trades
  • Black scholes options pricing and volatilty defined

Whoa! This is exactly what the pro traders at big instutions do!

P.S. Here are my latest eye popping charts I added to my Facebook profile!

https://www.facebook.com/bryan.downing2

  • Average return of local currency versus national GDP
  • Average return percentage versus GDP growth of various countries
  • Countries hit with the worst deflation especially in Europe.

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

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

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Is Oracle 12c database my best option for high speed automated algorithmic trading

Is Oracle 12c database my best option for high speed automated algorithmic trading

I hope I am coming down to the wire as explained in this video

https://quantlabs.net/blog/2014/12/oracle-12c-successfully-install-for-my-requirements-for-high-speeding-trading-with-message-queuing-in-memory-and-more-features/

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I do not recommend this: Free Software on statistically sound machine learning for algorithmic trading

I do not recommend this: Free Software on statistically sound machine learning for algorithmic trading

statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf
statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf

statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf

We looked at this which we do not recommend. It is so complicated since it is free. Need support? Pay for the documentation and support  A bad model to work from.

AronsonPresident of Hood River Research, kindly provided this excerpt from his book, ‘Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB.’

Download the excerpt here.

This book explores key topics like:

  • How to estimate future performance with rigorous algorithms
  • How to evaluate the influence of good luck in backtests
  • How to detect overfitting before deploying your system
  • How to estimate performance bias due to model fitting and selection of seemingly superior systems
  • How to use state-of-the-art ensembles of models to form consensus trade decisions
  • How to build optimal portfolios of trading systems and rigorously test their expected performance
  • How to search thousands of markets to find subsets that are especially predictable
  • How to create trading systems that specialize in specific market regimes such as trending/flat or high/low volatility

In this excerpt, David introduces TSSB (Trading System Synthesis & Boosting), and lays out two approaches to automated trading.

http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpbs

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NOTE for Unpaid Internship in Quant Trading Project: Algorithmic Trading Strategy and Coding.

NOTE for Unpaid Internship in Quant Trading Project: Algorithmic Trading Strategy and Coding.

Get further details here:

Unpaid Internship in Quant Trading: Algorithmic Trading Strategy and Coding. | Careers Jobs forum | Forum – See more at: http://quantlabs.net/academy/forum/careers-jobs-forum/unpaid-internship-in-quant-trading-algorithmic-trading-strategy-and-coding/#p551

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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!