Tag Archives: Bayesian

Bayesian Linear Regression in Python: Using Machine Learning. Is R code walkthrough better?

If you are into machine learning, this is one popular technique used for forecasting. Actually, using Bayesian appears to be standard. Many people have like this posting which is an entire tutorial on how to accomplish this task. Here is the article for you:

https://towardsdatascience.com/bayesian-linear-regression-in-python-using-machine-learning-to-predict-student-grades-part-2-b72059a8ac7e

Is R better

This particular totorial is completed in Python but R could be somewhat useful in other instances.

Lastly, I am quite surprised on how well my old legacy R course was quite popular. In case you missed it, here are the details:

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

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

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

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

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

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!

Markowitz portfolio optimizaion and Bayesian Regression

Markowitz portfolio optimizaion and Bayesian Regression

We talked about this last week but this may be the most popular way to do it

I may implement this into my options/futures strategy

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

 

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!

Bayesian stats explained in Plain English

Bayesian stats explained in Plain English

I leally like these simpleton math postings

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Bayesian Statistics explained to Beginners in Simple English

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!

Probability Bayesian quant trading in Python

Probability Bayesian quant trading in Python

Nice score from the NYC contact for wood me quant repeating models

https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers

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!

Question on C++ Bayesian Network library

Question on C++ Bayesian Network library

Any one got answers for this video and question ?

Hi there I am trying to run “face_landmark_detection. cpp ” file from the example file on VS2013 , but nothing to appear , I flow you method , it give no error but nor output , if you cab suggest anything thanks in advance

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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!

QuantStart.com posted Bayesian Statistics: A Beginner’s Guide in Python

QuantStart.com posted Bayesian Statistics: A Beginner’s Guide in Python

From the NYC Contact so thanks to him for that

http://www.quantstart.com/articles/Bayesian-Statistics-A-Beginners-Guide

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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!

Is this complex algo Bayesian book worth looking at for constant lucrative profit potential with quant and even HFT?

Is this complex algo Bayesian book worth looking at for constant lucrative profit potential with quant and even HFT?

This book could be a winner according to some in London

http://web4.cs.ucl.ac.uk/staff/D.Barber/pmwiki/pmwiki.php?n=Brml.HomePage

http://web4.cs.ucl.ac.uk/staff/D.Barber/textbook/090310.pdf

Latest iteration:

http://web4.cs.ucl.ac.uk/staff/D.Barber/textbook/250214.pdf

Code is in Matlab but there is a Python version:

https://github.com/pythonroar/PyBRML

https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/tree/master/Chapter3_MCMC

 

Hey I had even more implementation picked out for this but the one supplied is better tha n BNT:

Yes! I got a simple Bayesian Neural Network tutorial with working Visual C++ source code

https://code.google.com/p/bnt/

Join my FREE newsletter to see if we implement this

 

 

 

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!

Yes! I got a simple Bayesian Neural Network tutorial with working Visual C++ source code

Yes! I got a simple Bayesian Neural Network tutorial with working Visual C++ source code

OOPS: Silly me as this is not a Bayesian NN! It is still useful to learn about that. Sorry about that. I may found something specific for Bayesian for C++

Here is the proper Bayesian Network library

https://quantlabs.net/blog/2014/04/how-to-get-great-open-source-dlib-c-bayesian-network-library-working-on-visual-studio/

I tried the V2 which seems to work swell. I like projects like that work out of box!! I need to figure out how to apply it for financial uses.

Basic Neural Network Tutorial – Theory
Basic Neural Network Tutorial : C++ Implementation and Source Code

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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!

Bayesian analysis for estimating the markets with Matlab source code. Same process to find Malaysian lost plane MH370

Bayesian analysis for estimating the markets with Matlab source code. Same process to find Malaysian lost plane MH370

Same analytical process to find lost plane MH370
http://mi.eng.cam.ac.uk/~mjfg/local/4F10/ derived
http://www.cs.ubc.ca/~murphyk/Bayes/bnintro.html <– mostly definitions but pg 2 has good diagram of ‘generative models’ (also refer to A generative model for generative models section)
http://mi.eng.cam.ac.uk/~mjfg/local/4F10/lect1.2up.pdf
https://code.google.com/p/bnt/ <– Bayes Net framework!!
Various Bayesian Vector Autoregression code:
https://sites.google.com/site/dimitriskorobilis/matlab/code-for-vars
https://sites.google.com/site/dimitriskorobilis/matlab/code-for-vars
https://sites.google.com/site/dimitriskorobilis/matlab/bss
http://alumni.cs.ucr.edu/~mvlachos/PKDD05/PKDD05_Handout.pdf <– Another really good time series presentation with Matlab overview (very advanced with some models I have not seen before)
Course with Bayesian included: http://faculty.wcas.northwestern.edu/~lchrist/course/syllabus.htm
Handout: http://faculty.wcas.northwestern.edu/~lchrist/course/presentation1.pdf <– no code
http://www.stat.duke.edu/~mw/Prado+West-JSMCE-2014webpages.pdf <– no cod

Bayesian Matlab excerise: http://personal.strath.ac.uk/gary.koop/MoF_Computer_Session4.pdf
Code at: http://personal.strath.ac.uk/gary.koop/Polish_Ministry_of_Finance_course.html
Naive bayes and conditional probability calculation http://stackoverflow.com/questions/19744115/naive-bayes-and-conditional-probability-calculation <– source code provided
Mentions tutorial

http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1521.pdf <– how the ECB uses it

http://fmwww.bc.edu/ec-p/software/matlab/mbook.pdf <– massive 300+ with Matlab code examples

http://venus.unive.it/r.casarin/Summer2013/SlidesCasarinSMC.pdf <-chapter dedicated to Bayesian but not code

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.116.711&rep=rep1&type=pdf <– no code

http://stat.duke.edu/research/BEST/BEST2011-12/Xie.pdf <–excellent analytic article but no code

http://personal.strath.ac.uk/gary.koop/KoKo_Manual.pdf <– code references but may be duplicated  http://personal.strath.ac.uk/gary.koop/Polish_Ministry_of_Finance_course.html

NOTE: Most of the internal help topics on Bayesian have been covered by other model analysis

Video from https://quantlabs.net/blog/2014/04/intro-to-baynesian-analysis-network-toolbox-in-matlab/

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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!

BBC shows how Bayesian quant math helped find another lost plane called AIr Malaysia MH370

BBC shows how Bayesian quant math helped find another lost plane called AIr Malaysia MH370

Statisticians helped locate an Air France plane in 2011 which was missing for two years. Could maths be used to locate the Malaysia Airlines Flight MH370?

Read more:
http://www.bbc.co.uk/news/magazine-26680633

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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!