Tag Archives: Announcing

Announcing Ranger – a unique and rather extraordinary trading strategies vehicle from Bob Pardo

This is from Robert Pardo the famous author of http://pardocapital.com/bios.php5

Hello Fellow Traders and Investors,

I am very pleased to introduce you to Ranger, a unique software program to develop and trade robust and quality trading  strategies. It goes far beyond that which is typically available in this genre. In fact, Ranger is capable of empowering all levels of trader from the dedicated beginner up to the advanced algorithmic trader. Yet, if one wants to take advantage of our professionally researched and robust trading strategies that too is readily available.

As you can see, Ranger is not just your typical trading system software. It begins as a range breakout strategy. However, it goes far, far beyond that. It is fair to say that Ranger is capable of creating dozens if not hundreds (or more) of uncorrelated trading strategies.

Ranger is a professional tool. It is built in the same style and to the same demanding specifications as our other in-house strategy development programs that we have used to create our trading programs. In fact, we are currently using Ranger to develop additional strategies for our Renaissance portfolio.

We have finalized our first Ranger portfolio – SI $125,000. This is a portfolio of nine strategies on three stock index futures. In addition, there are also a number of smaller portfolios derived from these strategies for different account sizes and purposes.

In any case, we are very pleased with the performance. The SI portfolioproduced a cumulative return of 479%, an annualized rate of return of 18% and a drawdown of 14.4%*. The SI Portfolio is included with Rangerand is ready to trade immediately.

Ranger’s pro-forma track record is based entirely on walk-forward analysis. This track record was developed with the same procedures and to the same standards that we used to create Renaissance.

Ranger is a unique product and an extraordinary value.

Reach out by email if you would like additional information and performance details about Ranger.

If you would like to get started with Ranger please click here to set up a call and get started.

Serious inquires only, please.

Thanks for your interest.

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!

Announcing the launch of a new Big Data in Finance Massive Online Open Course.

QuantNet, Baruch College, and Andrew Sheppard of Fountainhead are very pleased to announce the launch of a new Big Data in Finance Massive Online Open Course.

Everyone talks about Big Data; in this course, you will actually learn how to use Big Data to enhance your career or start a new career in finance. The course is taught by a leading Big Data in finance practitioner and designed for current and future practitioners.

This is a 4-month Massive Open Online Course (MOOC) with an Open Access component for 10,000 participants, and a Professional Access component providing access to real-world financial data and high performing computing resources, dedicated teaching assistants, and direct interaction with the instructor.

Course topics at a glance:

  • Data Programming – Prepare your data. This covers all the practical aspects of cleaning, storing, updating and managing Big Data.
  • Data Insights – Know your data. This is where data manipulation and visualization tools come in.
  • Data Analysis – Profit from the data. This shows you how, using cutting-edge examples.
  • Data Project – Bring everything together in a practical hands-on project.

For detailed course syllabus, Open Access vs Professional Access, and to Sign Up for Open Access, visit
quantnet.com/bigdata
Important Dates:

  • November 19, 2013 – Sign Up for Open Access component opens.
  • December 15, 2013 – pre-requisite materials, Part 1, posted online.
  • January 15, 2014 – pre-requisite materials, Part 2, posted online.
  • February 15, 2014 – pre-requisite materials, Part 3, posted online.
  • March 15, 2014 – Sign Up for Professional Access component opens.
  • April 16, 2014 – Big Data in Finance classes begin.

Sign Up for Open Access   quantnet.com/bigdata

Best regards,
Andy Nguyen

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!

ANNOUNCING New workshop for hft and automated trading system with source code, video walkthroughs, and live webinars

Hi there
The Matlab Builder NE toolbox is proving to be a  good addition to this upcoming automatic trading system. The performance has been decent against all the simulated tick data from Interactive Brokers.  I can still keep the IQFeed as well. Also, I am still working on the pricing end for my mean reversion algorithm test which came from a Mathworks webinar so it should be good to go. Everything is working and I will definitely show a preview video. A detailed video with SOURCE will be available for my QuantLabs.net Premium  Members. As usual, it is exciting days ahead. – See more at: https://quantlabs.net/blog/2013/10/matlab-builder-ne-mean-reversion-trading-algorithm-with-dotnet-and-interactive-brokers-real-time-data-and-trading-market-execution-coming-soon/#sthash.iBv4kTr3.dpuf

 

Details on my upcoming technical infrastructure workshop:

 

New workshop for hft and automated trading system with source code, video walkthroughs, and live Q&A webinars – See more at: https://quantlabs.net/blog/2013/10/new-workshop-for-hft-and-automated-trading-system-with-source-code-video-walkthroughs-and-live-qa-webinars/#sthash.CCE5bTJ7.dpuf

 

More powerful news on the ultimate Matlab:

MATLAB webinar on mean reversion for energy pricing with Excel which shows this is the ultimate quant modelling tool for trading – See more at: https://quantlabs.net/blog/2013/10/matlab-webinar-on-mean-reversion-for-energy-pricing-with-excel-which-shows-this-is-the-ultimate-quant-modelling-tool-for-trading/#sthash.2PyDHgMw.dpuf

 

Downloadable script material for Mathematical Modeling & Parallel Computing with MATLAB at Ryerson University – See more at: https://quantlabs.net/blog/2013/10/downloadable-script-material-for-mathematical-modeling-parallel-computing-with-matlab-at-ryerson-university/#sthash.cD1th6FG.dpuf

 

So I am hoping over the coming days I will have a new detailed webinar for my QuantLabs.net Premium Members on this upcoming technology infrastructure. I will release in coming days with every step covered. It will include a schedule including the hard set day of when the public access will be removed from the QuantLabs.net Premium Membership.

 

If interested, you can join my QuantLabs.net Premium Members by going here:

–> JOIN NOW <–

Be on the look out for  more news

Bryan

P.S. Here is more info on the Membership.

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!

Announcing kdb with charting front end GUI for your rapid market tick data storage and access

Announcing  kdb with  charting front end GUI for your rapid market tick data storage and access

RSS feed spike for Quant Premium Membership Data

I am writing to suggest you may like to include the below snippet on

a new kdb GUI with advanced charting:

 

Kdb the advanced timeseries database by kx.com now has a new

graphical charting GIU called qStudio. QStudio is a modern IDE

featuring autocompletion, server browsing and syntax highlighting. It

is available to download now at:

http://www.timestored.com/qstudio/

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!

Announcing Monday Feb 11 webinar details: Preparing for trading, Matlab Simulink code generation, and managing .NET and C++ DLLs

Hi there

If you would like to be part of this webinar detailed below, go here to join the QuantLabs.net Premium Membership::
All of the links below with … are part of the membership!
As you know, I had to sadly kick Multicharts.net to the curb just due to their lack of documentation on their framework. As a result, I have swapped it with Tradelink which is the #1 open source FREE trading platform with HFT capability. So on Monday Feb 11 at 7pm EST, I will be focusing on:
1. Code generation to C or C++ from a Tradelink Simulink model
2. Create a static library from code generation package (in C or C++)
3. Create a managed wrapper C++ DLL with CLR support to call the static library
4. Enable a Tradelink application to call the managed wrapper with a dynamically loaded trading stategy
5. Launch a Tradelink application like Gauntlet to implement the strategy for live trading or backtesting uses
Seems like a lot huh? It is. As a result for this upcoming webinar, you may want to prepare yourself with lots of info I have provided over the last number of months:
— Introduction to Tradelink —
Refer to the huge number of hours in member videos on Tradelink. I cover lots of topics ranging from all the component applications, building from source, etc.
And of course the Tradelink search results for the membership:…
How to build Tradelink from source:
— Matlab and Simulink Code Generation demo video (minus the Multicharts) —
http://www.youtube.com/watch?v=8dzMd0a9yR0
— C++ or C Simulink code generation topics —
Each of the following will contain a video and set of source code examples from my Visual Studio 2012 or Matlab 2011a Simulink:
High level C++ code generated from Simulink to wrapper manager DLL with CLR support
Gotchas, video, and source for Demo of Tradelink calling Managed C++ DLL with Static Library of Simulink Model code generated static library
….
Complete checklist with detailed examples of DLL management
If you have questions, please let me know. This is what the live webinar will mostly focus on.
As said, if you would like to be part of this webinar detailed below, go here:
Bryan

 

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!