Tag Archives: Benchmarking

Videos on algo strategy development course with Sharpe Ratio, Periodic rate of return, benchmarking, and Profits from limit orders

Videos on algo strategy development course with Sharpe Ratio, Periodic rate of return, benchmarking, and Profits from limit orders

 

Dear Fellow Quant:

 

A lot of traders have been getting very excited about my new High Frequency Trading (HFT) Algorithm/Strategy Development Course.

 

That’s because no one else is doing detailed quant analysis reviews and videos quite like Quantlabs.net. Do you know how to use any of the following in your trading right now?

 

– Sharpe ratio

– Periodic or simple rate of return

– Performance attribution (also known as benchmarking)

– Profitability in limit orders

 

I added these 4 topics just the other day. And over the coming days and weeks, advanced videos will include forecasting, arbitrage strategies, and many more.

 

Why not start learning how the world’s most profitable quant traders do it?

 

[Click here to add an extra dimension to your trading sophistication]

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

 

Bryan Downing

Founder and Editor

Quantlabs.net

 

P.S. In the hyper-competitive trading world, you don’t want to be left in yesterday’s dust. Especially when you can lock in today’s ultra affordable membership rate permanently by joining right now.

 

Remember, I can’t keep the current membership rate this low much longer.

 

[Click here to find out more]

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

 

The membership price *will* be rising as more of the High Frequency Trading (HFT) Algorithm/Strategy Development Course comes online. It’s just too valuable to give away!

 

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!

New Algorithm, Strategy Development Course video topics posted: Sharpe Ratio, Periodic Rate of Return, Benchmarking, and How to Profit n Limit Orders

New Algorithm, Strategy Development Course video topics posted: Sharpe Ratio, Periodic Rate of Return, Benchmarking, and How to Profit n Limit Orders

Hi there

I have posted 4 detailed topics in the new Algorithm/Strategy Development Course:

-Sharpe ratio

-Periodic or simple rate of return

-Performance attribution also known as benchmarking

-Profitability in limit orders

I have also posted various videos on each topic as well.

Please be advised that these are quant analysis based algorithms which are used for modern high frequency trading.

Over the coming days and weeks, I will be adding advanced topics/videos that include forecasting, various arbitrage strategies, and many more.

I will also keep you posted on these via email if you’d like.

Just remember I cannot keep the current rate the way they are. I have 28% of 556 respondents willing to pay over $100 month for this type of service.  Of course, these are highly profitable trading practitioners who can easily afford this kind of service. Do you want to become one of them?

As a result, permanently lock in at the ultra affordable rate now before this monthly Premium Membership service does goes up.

Hop on over to our New Quant Membership Benefit section to see the long growing list of how the most profitable traders in the world are doing this. If not, don’t bother otherwise you will be left in the dust doing it the old technical/fundamental low frequency way.

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

As always, see you on the other side,

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!

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant or HFT
This has been posted in the new online course for our members. Get access to it by going here:
http://quantlabs.net/membership.htm

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!

Validating and Benchmarking the Availability of an application

Validating and Benchmarking the Availability of an application
This may sound outrageously stupid; however still mustering up courage to throw the discussion out in Open. Is it possible to validate or benchmark availability of the application by running a load test for a certain duration of time?

If yes: then what are the metrics that need to be captured to assure that an application has availability of 99.95% or 99.99% etc.

if no: then why not?
—-
You need to articulate your assumptions and goals. Are you assuming the software is perfect and only needing to quantify the HW failure rate? If so, it’s tedious but tractable.

If your software is going to be expected to survive various failures (e.g. node or link failures) then it’s much trickier. You’ll probably need to run in VMs and simulate various errors (hardware and lower levels of software) and track the fault tolerant behavior. Turning that into formal (credible) statistics is going to be tricky.

Since software interactions are far more common, and harder to predict than hw failure rates … I’m dubious that you can accomplish what you seem to suggest … in any meaningful way.

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!