Tag Archives: ARIMA

Face the ARIMA Model against Neural Networks

All I can is this could be useful for those that want to arbitrage. I see all the classic characteristics to make this happen. Now we apply them potentially to neural networks for machine learning automated trading applications. Can you also apply this crypto currency?

https://towardsdatascience.com/facing-the-arima-model-against-neural-networks-745ba5a933ca

How to minimize loss in your crypto currency trading bot.

I have also got another private video for Elite members. This will show you how to:

1. Synchronize your trading results with an crypto currency exchange like Binance.

2. How to ensure that you have matching buys/entries to sell/longs with your bot as what is actually traded in Binance.

3. Debugging techniques to enhance your profit potential but reduce unnecessary trading risk in early bot development.

Want more? I will be doing a live webinar this Monday on it. Please check your email or the Quantlabsnet Facebook page for event announcement details. I will post in the next few days on this.

This will also be for my Quant Elite members.

https://quantlabs.net/academy/introduction-quant-elite-membership/

At least consider building a custom bot in Python with this

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

Thanks Bryan

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ARIMA math query on forecasting rainfall

ARIMA math query on forecasting rainfall

I got this comment on a video which is below

i have 10 year rainfall data. and have categorized it as high rainfall, low rainfall, av. rainfall. can u tell me how to predict rainfall for next year or next few year

Answer at my Facebook groups:

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Where can you get my ARIMA R script from my Youtube videos?

Where can you get my ARIMA R script from my Youtube videos?

Hi, I have just come across your videos on youtube and i do like the
project. Pls let me know if you are selling the package as i need it
to do forecasting. Thanks.

 

Check out my R courses for scrpts like this
http://quantlabs.net/academy/academy-cart/

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More demos of ARIMA market forecasting with Matlab

More demos of ARIMA market forecasting with Matlab 2013b

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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!

4 demos to estimate market direction with ARIMA in Matlab

4 demos to estimate market direction with ARIMA in Matlab

Source code of Matlab is at this next link:

learn more about being an elite quant here

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High level examples of quant model forecasting ARIMA with Matlab

High level examples of quant model forecasting ARIMA with Matlab

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http://www.mathworks.com/help/econ/regarima.estimate.html
http://robcafaro.wordpress.com/2013/12/08/forecasting-u-s-10-year-treasury-constant-maturity-rates-with-arima-in-matlab-graduate-econometrics-project/ <–good high level intro with source code
http://www.mathworks.com/products/econometrics/description2.html <– various examples of the Econometrics toolbox

https://www.google.ca/url?sa=t&rct=j&q=&esrc=s&source=web&cd=8&cad=rja&uact=8&ved=0CHAQFjAH&url=http%3A%2F%2Fdidattica.unibocconi.it%2Fmypage%2Fdwload.php%3Fnomefile%3Dpart220130211170453.pdf&ei=heBCU_CJEbWwsATZy4HoDA&usg=AFQjCNHvurWqip1Vzwk9xOb8FUf_pgTMYw&sig2=0Yp05Sl1tHWW9jff8MN2Sg
file:///C:/Users/i7-acer/Downloads/part220130211170453.pdf <– Uses AR with but questionable data source XLS and some code
http://stackoverflow.com/questions/12781748/matlab-econometrics-toolbox-simulate-arima-with-deterministic-time-varying-va <- not a complete end to end solution
http://www.mathworks.com/help/econ/forecast-conditional-mean-model-with-exogenous-covariates-for-igd-rate.html#zmw57dd0e28611
http://www.mathworks.com/help/econ/arimaclass.html

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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 Time Series Analysis with a Depth Look at ARIMA function and its constituents with Rogue Wave Software

Advanced Time Series Analysis with a Depth Look at ARIMA  function and its constituents with Rogue Wave Software
From the NYC Contact so thanks to him
http://www.roguewave.com/DesktopModules/Bring2mind/DMX/Download.aspx?entryid=1690&command=core_download&PortalId=0&TabId=607&_cldee=c2hvbG9tX2JlbnpldkB5YWhvby5jb20%3d

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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!

Blueprint to GARCH, ARIMA pairs trading model forecasting with unit root testing thanks to Matlab with forex and equity examples

Blueprint to GARCH, ARIMA pairs trading model forecasting with unit root testing thanks to Matlab with forex and equity examples

This lays out a road map on how I plan to implement these model forecasting types into my open source trading platform,

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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!

Analyzing Matlab Econometrics toolbox to research market estimation for trading strategies on GARCH, ARIMA, Autogressive

Using Matlab Econmetrics toolbox PDF to understand

I am now digging into the Econometric toolbox manual to understand the vast features. This will be the starting point to my new set of trading strategy forecaster strategies which include:

GARCH

Vector Autoregressive (VAR)

ARIMA

There are vairous SDE (Stochastic Differential Equations) including Brownian Motion, CIR, Heston, etc. These will not be a priority right now over the next few months.

Do note that these will take a while to get through so patience will be needed from my membership to accomplish this evaluation as well. This PDF is nearly  800 pages.

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Video posted on How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

Video posted on How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

This has been posted for my Premium Members but you can get access here!

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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!