Tag Archives: algorithms

Use different machine learning algorithms: a simple guide

As machine learning is now taking over the world, I will be starting to jump aboard in a few weeks. In the meantime, I have been consuming as many helpful articles as possible. As this article was received well, it has some interesting topics that would be helpful to an automated trading operating. Here are some excerpts:

This guide is meant to hone your first instincts and help you remember what models might be the most effective for each problem, and which would be impractical to use.

This article seems to cover all machine learning methodologies. You may want to check it out

https://medium.freecodecamp.org/when-to-use-different-machine-learning-algorithms-a-simple-guide-ba615b19fb3b

Realtime charting leads to best possible webinar

As part of my LIVE Python Infrastructure Building Blocks course, I presented the charting portion of Chart Director. As in the past few months, I promised to reveal the source for live charting which I did last night. I did even a code analysis. Where it got interesting is I took various technical indicators to add to the chart. We came away with some interesting concepts. In fact, I think you easily create another range of trading bots just from this one Python script alone. It is that good! The video is 90 minutes line. Also, I find there were so many gold nuggets revealed, I could easily charge well into the thousands for this access. I may just do that.

In the meantime, if you take your algo trading bot seriously, You may want to jump on this course as we are coming in to the last 2 weeks of the live component. The current price is $250 but as said, it may go up after that!!

 

Get access to this course here

 

Python Algo Trading Infrastructure with Crypto Currency

 

 

Lastly, I want to mention this new video I added yesterday:

You can now opt in or opt out for this signal service based on the asset class of your interest. Emails of each asset class are sent out every 6 hours. Note that this is part of Analytics service

See it below.

Thanks 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!

Algorithms behind high frequency trading

What are some algorithms behind high frequency trading?

This is a common query but it looks like pair trading/mean reversion is most popular

https://www.quora.com/What-are-some-algorithms-behind-high-frequency-trading

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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!

Advanced computer science algorithms from Harvard

Advanced computer science algos from Harvard

Note this response:

LOL – takes me back 40 years to when Donald Knuth was the definitive authority who published “The Art of Computer Programming” – I still have the original hard cover set of books in my home library (probably a rare collection now J).

 

https://en.wikipedia.org/wiki/The_Art_of_Computer_Programming

 

http://www-cs-faculty.stanford.edu/~uno/taocp.html

 

Cheers

Surprise surprise, this is good

All the basics you need to know about being efficient in your coding. Slow trading systems will make you lose money.

Learn well from this video my friends

NOTE:

In the next few days, I will be launching this new Quant Analytic service. It will be pretty useful for high level trading signals. Also, all my current ELITE members will be automatically enrolled into this. I have a new series of detailed videos on the agenda to introduce how this service will work. Lastly, I will be starting up weekly webinars for Mondays within a few weeks. So hold tight!

Here are some details on the new Quant Analyics intro rate!

Do note only this newsletter will be offered to you at this really low rate of $47 per month. As I mentioned in a past video, this will be offered at $97 per month to the ‘public’. If this service proves to be worthy, this monthly cost will eventually makes its way to $197 all the way up to the $297-$397 range. As you can tell, if you take this low monthly rate at the rate of $47, you will be grandfathered  as long you remain a member.

Details on this new service here

Don’t forget about this:

I have also announced I will be moving this ‘newsletter’ to another server from Infusionsoft. You can also get my free 2 PDFs on (in case you never got them):

Trade Like a Boss

Tecbnical Secrets in Algo Trading

You can also be part of this new newsletter on this server. I am thinking of actually discontinuing this current one you are reading from. It has been highly recommended to manually opt in yourself into this new server.

Sign up for the above FREE PDFs and join the new server here

Thanks 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!

Quant Trading book: Algorithms, Analytics, Data, Models, Optimization

Quant Trading book:  Algorithms, Analytics, Data, Models, Optimization

Detailed but how is this book any different from others like Paul Wilmott

https://www.crcpress.com/Quantitative-Trading-Algorithms-Analytics-Data-Models-Optimization/Guo-Lai-Shek-Wong/p/book/9781498706483

Another book noted by Sholom B

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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!

History and Introduction to Futures/Options Algorithms tonite’s GotoMeeting ID

History and Introduction to Futures/Options Algorithms tonite’s GotoMeeting ID

This is an introduction to this course for tonite. All are welcome.

You can get more details on this course which is part of my Quant Elite membership:

Python algo course series for your Indie Automated Trading Business

For tonite:

1.  Please join my meeting, Aug 22, 2016 at 8:00 PM EDT.
https://global.gotomeeting.com/join/224677669

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

Dial +1 (647) 497-9372
Access Code: 224-677-669
Audio PIN: Shown after joining the meeting

Meeting ID: 224-677-669

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.

 

Details:

I resume my ‘Phase 2’ of my Algo Trading Course Series I started in March. After completing the “Infrastructure Building Blocks” and “Equity Arbitrage/Pair Trading”, it is time to focus on learning both futures and options trading. Get more details here:

https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/

This new Phase that will be taught is a 24-week section which covers many fundamental aspects of these asset classes. We will focus on examples as we mirror my favorite UC Davis course that focuses on fundamental analysis. I also provide both C++ and Python coding samples throughout this course. The main idea of these presentations is to learn further on these topics outside of the course material.

Our topic for this day is:

History and Introduction to Futures/Options Algorithms

Meetup groups:

History and Introduction to Futures/Options Algorithms

Monday, Aug 22, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

13 Researching Traders Went

I resume my ‘Phase 2’ of my Algo Trading Course Series I started in March. After completing the “Infrastructure Building Blocks” and “Equity Arbitrage/Pair Trading”, it is time to focus on learning both futures and options trading. Get more details here:https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/…

Check out this Meetup →

History and Introduction to Futures/Options Algorithms

Monday, Aug 22, 2016, 8:00 PM

13 Members Went

Check out this Meetup →

 

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!

Tour of machine learning algorithms

Tour of machine learning algos

Sholom B. sent over this interesting article about all the various machine learning algorithms. As you know, I have to put the learning of this on the back burner but it is good for those newbies overwhelmed by the math of it.

 

Check out this article here

 

RenTech patent for anti HFT app

What did Renaissance Technology just trademark? They even filed a patent on it which is supposed to be anti-HFT. This could be just another way to protect themselves against predatory algorithms.

 

Check out this article here

 

C++ Demo of CMake to Apple XCode or other IDE

So my software development is now switching major gears. You may start to find more frequent video such as this.

 

This is just to showcase the ability of Apple’s Xcode using CMake which a software code builder in C++.

 

Check it out here

 

Thanks to all those who just recently joined Quant Elite Membership.

 

Lastly, I need to stress that my Daily Digest has all the latest postings of my software research that I don’t always send out. You’ll get a daily copy of all of them without fear of your email getting released anybody.

 

Get that here

 

Thanks for reading

Your pal 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!

MATLAB – Share Your Algo and Applications

MATLAB – Share Your Algo and Applications

This is what I call smart. No need for Quantopian right?

Join my FREE newsletter to learn more how to use Matlab for trading 

Share your MATLAB programs and applications with others
You can use MATLAB tools and add-on products to share your algorithms and applications.
To distribute an application directly to other MATLAB users, you can package it as a MATLAB app, which provides a single file for distribution.
To share applications with others who do not have MATLAB, you can use application deployment products to automatically generate standalone applications, shared libraries, and software components for integration with other languages, including C, C++, Java, .NET, and Python.
You can use MATLAB Coder™ to generate standalone C code from MATLAB code. This code can be used for standalone execution, for integration with other software applications, or as part of an embedded application.
Writing Apps in MATLAB Selecting a MATLAB Application Deployment Strategy
Writing Apps in MATLAB
Learn how to write your own apps and package them to share with other MATLAB users.

You can also download apps written by others and install them in the apps gallery.

Selecting a MATLAB Application Deployment Strategy
This article guides you through the process of selecting the best deployment approach for your MATLAB application. It covers the three main strategies available: using batch processing to deploy MATLAB code directly, generating C code with MATLAB Coder™, and deploying with MATLAB Compiler™.
Explore the options for sharing algorithms and applications built with MATLAB. Request a trial and
get started!
Request a Trial

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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!

Bloomberg: Pricking Algorithms Raises Big Money Specter in Danish Politics

Bloomberg: Pricking Algorithms Raises Big Money Specter in Danish Politics

Algos are everywhere when it scares politicians

http://www.bloomberg.com/news/articles/2015-04-21/pricking-algorithms-raises-big-money-specter-in-danish-politics

Join my FREE to learn how to optimize algos to scrare the likes of Hillary as she runs for president

 

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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!

Was 2014 the year of being creeped out by algorithms? Thanks unscrupulous quant and HFT players?

Was 2014 the year of being creeped out by algorithms? Thanks unscrupulous quant and HFT players?

It did the headlines this year in very bad light

http://www.niemanlab.org/2014/12/the-year-we-get-creeped-out-by-algorithms/?utm_source=digg&utm_medium=email

 

 

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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!

Why the new Matlab 2014b will have a huge impact on how you develop trading algorithms for either HFT or quant environments

Why the new Matlab 2014b will have  a huge impact on how you develop trading algorithms for either HFT or quant environments

I made a video on this as typing is too time consuming
http://www.mathworks.com/products/matlab/whatsnew.html
http://www.mathworks.com/products/new_products/latest_features.html
http://www.mathworks.com/discovery/matlab-mapreduce-hadoop.html
http://www.mathworks.com/discovery/big-data-matlab.html
See more

Don’t forget about my upcoming event:

Let’s do a Pow Wow about Risk Management

http://www.meetup.com/quant-finance/events/211395552/

http://www.meetup.com/R-Matlab-Users/events/211395582/

Tuesday, October 14, 2014
7:00 PM
Online via GotoMeeting

Oct Social Din Din on Long Term Trading

http://www.meetup.com/quant-finance/events/211396252/

http://www.meetup.com/R-Matlab-Users/events/211396232/

Wednesday, October 15, 2014
7:00 PM
Toronto at Milestone’s – North York – Empress Walk

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!