Tag Archives: arbitrage

Can you do arbitrage IQFeed multiple TenFore forex data sources

Can you do arbitrage IQFeed multiple TenFore forex data sources

A question from a newsletter email subscriber

Dear Bryan
I would like to ask you from your experience , i saw ur using iqfeed(tenfore) for sourcing different feeds for arbitrage, can you please tell me how to execute your trades on each source, since you will be getting different sources how do u trade each , in other words how do you select which symbol to trade, which brokers you use that allows execution on tenfore sources?

 

More info on IqFeed hereย 

Answer through a video

Questions and answers new to forex trading

 

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!

Intro to forex triangulation for arbitrage opportunity

Intro to forex triangulation for arbitrage opportunity

This can sort of get complicated very quickly for newbies like me new to automation (thanks to important people the Telegram group)

https://www.investopedia.com/articles/forex/09/currency-cross-triangulation.asp

https://budgeting.thenest.com/strategy-forex-triangulation-21257.html

https://www.forexfactory.com/showthread.php?p=8342777

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!

Arbitrage pair stock position watchlist with charts of technical analysis with spread

Arbitrage pair stock position watchlist with charts of technical analysis with spread

These charts will be useful for those watching this new Analytics service as the trading pairs open for market opportunity

Join my FREE newsletter for pair trading strategy with new Analytics service

 

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!

From 4700 USA deep scanned stocks to 15 long short pairs for arbitrage pair trading

From 4700 USA deep scanned stocks to 15 long short pairs for arbitrage pair trading

From what i see, this does have potential for intraday analysis and live trading. Long term position holds are not worthy of the risk esp in this upward moving market. Lots of testing is still needed to determine potential of this strategy.

Join my FREE newsletter to learn more about how this arbitrage strategy may work out for my automation

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!

Deep Scan of over 4000 USA stock for long short pair trade arbitrage

Deep Scan of over 4000 USA stock for long short pair trade arbitrage

I made some scripts for this but the results get posted in my new Analytics service

Join my free newsletter to learn when I announce my new Analytics service in early 2017

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!

Detailed analysis of 8 long short pairs for trading arbitrage

Detailed analysis of 8 long short pairs for trading arbitrage

IMPORTANT NOTE: It looks like I mixed up my short and long!! (see below)

This was the original but see the correct combo below:

These are mixed results but definitely the rules need tightening up as described in the video

Out of 32 potential pairs, added positions for:

SLG EQY

PLT MSCI

VSH ON รŸ wrong

AWK SBS <- tight but may work

UCTT CEVA -> traditionally long performed better but short recently outperform

TRNO MNR -> traditionally short outperformed but long recent outperformed

NNI V

Conditions for entry is Each stock must have SMA 20 > SMA 200 and ratio of each close > trendline 20

 

Here is the proper order of the short and long!

Short=SLG long=EQY

PLT MSCI

VSH ON รŸ wrong

AWK SBS <- tight but may work

UCTT CEVA -> traditionally long performed better but short recently outperform

TRNO MNR -> traditionally short outperformed but long recent outperformed

NNI V

Join my FREE newsletter to learn the future rules for arbitrage in this automated trading

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!

Promising trading 4 pairs of long short for arbitrage or pair trading

Promising trading 4 pairs of long short for arbitrage or pair trading

This looks awesome. All done in 3 minutes

This is part of my new Quant Analytics service

Join my FREE newsletter to see how this does for automated trading

 

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!

Let’t talk pair trading and arbitrage video playback

Let’t talk pair trading and arbitrage video playback

Links from the groups discussion

http://www.financial-spread-betting.com/wp-content/uploads/2011/04/pairs-trading.gif

Standard deviation 2

 

 

we use a time-based exit

 

the spread is an Ornstein-Uhlenbeck process

 

so you can compute the first passage time

 

once that time has elapsed, you know the trade has broken down

 

yeah we exit when the spread goes near the mean

usually 0.5 standard deviations away

 

Roughly

 

yeah, we use GPUs to findd the parameters and pairs to trade

 

opencl

 

https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM

 

http://www.surinotes.com/

 

the power of GPUs ๐Ÿ™‚

we have tick data

 

it’s all historical patterns

 

we’re a pure quant fund – no fundamentals

 

well, we use 1M for testing

 

but we use bid and ask from tick

 

Do you use convolution methods to search for patterns?

 

yeah we use mid for entries

 

no we don’t, we literally just test every parameter combination

 

You can use stuff like shift invarient dictionary learning, basis search, any sort of multiscale wavelet will also give you a pattern dictionary.

 

post it on your blog if you remember ๐Ÿ™‚

 

ATR EPS Market Cap

  • Trendline on the spread between closing to long/short
  • SMA

 

EXIT/Close-> Beta / SMA trendline TA/stats distribution/IV

you can use bollinger bands to do the same as what I’m doing

 

Sorry, Volume weighted price average for entry/exit

 

Jurik’s JMA is pretty good

https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM

Join my FREE newsletter to learn more baout automatd trading like this

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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!

Demo of my systematic pair trading arbitrage long short selection

Demo of my systematic pair trading arbitrage long short selection

When done right, this script can chose trading pairs (long short) which have 25% returns! Some as high as 50%

Download the data here

data

Join my FREE newsletter to see when this analytics service is ready fo launch

 

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!

What is statistical mean reversion arbitrage

What is statistical mean reversion arbitrage

Classic reseasrch paper for those newbie automated traders out there

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2478345

Join my FREE newsletter to learn more about these research papers to help in your automated trading

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!