Tag Archives: alternatives

Option pricing alternatives to Black-Scholes? You mean revert?

What are some Black Scholes pricing alternatives? Just remember this is really for options and futures pricing only. It helps to determines all of kinds of contract info. This is all pure quant techniques.

See some of the solutions here

https://www.quora.com/What-are-some-option-pricing-alternatives-to-Black-Scholes

Mean reverting pricing solutions?

Anyone doing this stuff for their mean reverting strategies or bots? It seems automated traders have about two third of their strategies for mean reverting. It is nice for range bound instruments which happens a lot! Anyone using any of these:

When you do mean revertin processes, are you using classic ADF, Hurst component, or Ornstein–Uhlenbeck process?

I am always curious to engage with someone who does this.

Based on all this, I might add all this new content to my Python infrastructure course. Should I?
Let me know why.

I speak about this course here

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

Mastering this enable me to develop bot within hours from scratch. I never could do this another language like Java or C++.

Thank Bryan

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Honest review of Tim Sykes Penny Stock product vs free automated alternatives

Honest review of Tim Sykes Penny Stock product vs free automated alternatives

Ok product but not worth the price so here are some FREE and CHEAPER alternatives to use

Products

http://www.amazon.com/Technical-Analysis-Financial-Markets-Comprehensive/dp/0735200661

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Say goodbye to all other virtual reality alternatives, Apple will destroy as they enter into this field

Say goodbye to all other virtual reality alternatives, Apple will destroy as they enter into this field

Just like watches music and even phones, Apple will be own this industry. So the question is? Why bother working in it unless you bend over to your new master? http://www.macrumors.com/2014/11/24/apple-job-listing-virtual-reality/

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Valid alternatives to IQFeed for real time market data for quant trading and research ? Kinetick, Ignite, Quandl and more

 

Valid alternatives to IQFeed for real time market data for quant trading and research ? Kinetick, Ignite, Quandl and more

One from another newsletter subscriber:

 

I had been looking at ignite but was ignoring the issue for the moment ..

 

And another with follow up from me?

why are u looking for a realtime data provider if you dont use his

> service?

>

> i am an IQfeed customer for years now and still think it is one of the

> most reliable services out there. besides that one of the only ones

> delivering unfiltered ticks.

>

> but u might try kinetick (http://www.kinetick.com).

>

> … and as far as i know, Quandl does not offer realtime data (yet).

>

> keep up the good work and thanks for sharing some of your knowledge.

>

> regards

> peter

 

Thanks for letting me know your thoughts. I use IQFeed but on and off for 2 years but when you leave, they expect to be paid onthe last month of ‘use’. They have been pretty good under the circumstances.

 

What are your thoughts on Kinetick? Thoughts on pricing? HAve you seen the quality of data from Quandl?

Thanks

 

Other thoughts;

just to tell you
to use Kintetick, you are limited
you cant use tick data when market is closed..
and that is the major difference with IQfeed and Kinetick.
everything else is same..

 

MORE On 7/7/14:

i have not used Kinetick for now as i am very happy with IQFeed.
As for Quandl I just downloaded some futures data and it seems the data is quite reliable.  I would say a nice alternative to Bloomberg but for free 🙂

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Here is a CBOE video explaining alternatives to VIX for volatility calculations

Here is a CBOE video explaining alternatives to VIX for volatility calculations

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Unknown but alternatives to Interactive Brokers with potential broker connectivity to FREE open source trading Tradelink

Unknown but alternatives to Interactive Brokers with potential broker connectivity to FREE open source trading Tradelink

This came in from someone via Youtube. This could be an important list but I like named brand brokers as my

money will be sitting in their accounts.  Thanks to him for providing this.

A couple other options that you might want to consider:

Vision Financial Markets (Genesis no longer exists as a brokerage, but you can use their TradeNavigator platform through something like Vision):

http://www.visionfinancialmarkets.com/securities/services/platforms/

Cobra Trading (they offer IB TWS, and can give you an extra layer of protection, or you can just use IQ or Realtick for equities/options only):

http://cobratrading.com/

Speedtrader:

Home 2

They offer DAS. Equities/options only.

Speedtrader’s affiliate based in the Bahamas called SureTrader:

SureTrader (offers DAS, no PDT rules, so people with under $25,000 accounts can still trade):

https://suretrader.com/default.aspx

Mastertrader (offers realtick and Sterling)

http://www.mastertrader.com/Online-Trading-Software-Platform-Comparison/

More feedback

Speedtrader/SureTrader are affiliated with DAS (same guy owns all 3), and again with SureTrader, no PDT limit for trading, you can trade with under 25,000. You can use the DAS Api which even works with tradelink, it also has FIX.

Vision is a credited FCM, for sure. You can use realtick/genesis through vision for futures and equities trading (including fx futures)

More:

Keep in mind that DAS is a nasdaq platinum partner:

https://www.nasdaqtrader.com/trader.aspx?id=CertifiedPartners

And the same people who own DAS also own speedtrader and suretrader (which can give your clients the right to trade at under $25,000 since its based in the bahamas). Tradelink supports DAS too.

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More:

ChoiceTrade is another one:

http://www.choicetrade.com/

(equities/options) also uses DAS.

If they’re newbies, then you can recommend suretrader, since there is no PDT and you can trade under 25000. Since it’s in the bahamas, the opening requirements for canada+us would be same. SpeedTrader (suretrader’s older brother) has been around since 2000. Or if you need an all-in-one type account (equities+futures+fx futures), you can use vision with genesis/trade navigator or realtick.

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Does Tradelink trading platform have limitations? Oracle CEP solution? Open source C++ alternatives?

Does Tradelink trading platform have limitations? Oracle CEP solution?  Open source

This was a comment posted about my Tradelink video:

 

 

 

Tradelink has a lot of limitations. It doesn’t have CEP. If you want to incorporate data other than price data, such as fundamental/event/news data, you need a CEP system.

I know you said that Deltix is too expensive, and that esper/algo-trader/open-source has horrible documentation, but there may be another way.

Have you looked into Oracle Event Processing? It competes with Streambase, Sybase and Apama CEP.

http://www.oracle.com/technetwork/middleware/complex-event-processing/overview/index.html

It should be free for developer/academic and non-professional usage. The Documentation is pretty decent.

It can communicate with SQL and Java. So, you can set-up MYSQL to import IQfeed data, then create matlab java functions using the JA/ Builder Tool and then execute using the TWS Java API or Quickfix/J.

You said that the production server for matlab was prohibitively expensive, right, and the adapter that tradelink has for matlab/r/ is proprietary, so, maybe this is a possible solution?

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First, CEP is more of a fad than anything. I would easily go with a Big Data solution with Hadoop and other sexy trends technologies. For me, I could easily develop this equivalent in Matlab’s Simulink with Stateflow for event based coding. I see no other need if I want it. You could easily find other .NET libraries that maybe integrated into this. Either way, I like my Stateflow/Simulink option. I have no trust in Oracle with their butchered updates from the Java world.

A decent open source CEP solution would be

http://triceps.sourceforge.net/

 

 

 

 

 

 

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Can you find neglected alpha in nontraditional hedge fund alternatives?

Can you find neglected alpha in nontraditional hedge fund alternatives?

In Part 2 of Opalesque.TV’s interview with PineBridge Investments Head of Hedge Fund Solutions Bob Discolo, Bob describes his views on accessing neglected alpha in non-traditional hedge fund markets like Brazil, South Africa, Australia, China, other parts of Asia, and finding opportunity where you wouldn’t think to look.

To know more about Bob Discolo’s views on accessing neglected alpha in non-traditional hedge fund markets watch this video: http://www.opalesque.tv/hedge-fund-videos/robert-discolo-part2/1

 

According to Bob, there are not that many managers in these smaller markets and they are not that big, engaged investors are attracted to these skilled managers operating often in areas “completely different than what we are seeing in the (United) States”.

To get more information about Bob Discolo watch this video: http://www.opalesque.tv/hedge-fund-videos/robert-discolo-part2/1

 

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What are the alternatives to the Reuters RMDS and the Bloomberg B-Pipe feeds?

What are the alternatives to the Reuters RMDS and the Bloomberg B-Pipe feeds?

CDF Plus feed from InterActiv Data and Morning Star are a few that I know of. Definitely NOT low latency feeds though. (LOL) Reuters and Bloomberg will have better exchange coverage as well.

 

Check out Active Financial for enterprisehttp://www.activfinancial.com/ and Realtick http://www.realtick.com/ for desktop.

 

for real time data globally, including low latency, ACTIV Financial is a good alternative

 

Interactive Data’s Plusfeed would be one.

 

You can also take a look at QuantHouse low-latency Feed:

http://www.quanthouse.com/?q=low-latency-market-data

It ultimately depends on what you want to listen to (the whole market? only a specific type of products? only a few exchanges?)

 

Activ Financial?

 

 

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Here are some free market data sites or Open Tick alternatives

Here are some free market data sites or Open Tick alternatives

From wilmotts
www.olsendata.com for tick data or google “rate data gain capital” for
free tick data.
1min data is pretty easy to find (google forexite)

lewishortthemall
Member

Posts: 47
Joined: Jan 2007 Wed Apr 18, 07 06:04 PM

http://ratedata.gaincapital.com/

It’s free so no illusions

Alternately ,there is ebs data for 50k a month or olsen data (you can
get free tick data on 4 majors if you put 1 grand on an account with
olsen and associates fx broker).

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BetaExoticBets
Member

Posts: 58
Joined: Jan 2007 Thu Apr 19, 07 10:26 PM

Wow! That is a lot of data. Without downloading it all I obviously
can’t see it. Is it tick (like the Olsen data)? Do you know the
format, frequency, source etc?

Thanks.
ou can get 7 years of free tick data for Forex from gaincapital, poor
quality though.

ttp://ratedata.gaincapital.com/
Problems – there is some missing or corrupt data and double ticks,
nothing that standard preprocessing would not take care of, though.

a
Also a complete list at
http://www.wilmott.com/messageview.cfm?catid=19&threadid=14748
http://www.stocksbuddy.com/blogs/stock-trading/free-tick-by-tick-data-dated-12th-may-2010/
http://sourceforge.net/projects/yale/

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