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beta

MotiveWave 6 beta 1 trading platform announced #announced #beta #MotiveWave #platform #trading This is send from MotiveWave. I must say this version looks like one of the strong retail trading platforms out there. I am expecting to use this for analysis with Oanda only for now. Here is the message: We’re excited to announce that we’ve freshened up our look with a new logo (we like it, what do you think?) and we’ll be updating our website with new content very soon. We are also happy to announce that MotiveWave Version 6 beta 1 has been released. As usual, there are quite a few new features and enhancements including: Major enhancements to the DOM Cloud Workspaces Auto Backup Continuous Contracts Custom Columns Watch List Flags & Filtering Gauges Support & Resistance Zone components a Profit/Loss Calculator and more… You can see highlights of the new features in the What’s New in Version 6 Beta 1 video on our YouTube Channel or on the MotiveWave home page. You can see the What’s New in Version 6 Beta 1 Guide PDF or you can access the guide on our Download page on our website. https://www.youtube.com/watch?v=jxKVdeReqJc&feature=youtu.be Link: https://quantlabs.net/blog/2019/02/motivewave-6-beta-1-trading-platform-announced/

Stock News and Tips / By

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How to calculate beta ATR implied volatility with IQFeed in Python

Quant Development / By

How to calculate beta ATR implied volatility with IQFeed in Python Because of this literal showstopper, I have decided to find a few workarounds on a non Windows environment I AM OFFICIALLY DUMPING MICROSOFT WINDOWS 10 Here are some links and Python code to help you out #https://pypi.python.org/pypi/stockstats import stockstats import pandas as pd #better …

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Simple demo of implied volatility and beta in Python

Quant Analytics, Quant Development / By

Simple demo of implied volatility and beta in Python 1/10th the amount of code vs C++ but ok for simplified arbitrage trading Beta defined: http://www.investopedia.com/articles/financial-theory/09/calculating-beta.asp Code: http://docs.scipy.org/doc/scipy-0.16.1/reference/generated/scipy.stats.linregress.html http://quant.stackexchange.com/questions/11397/estimate-implied-volatility-using-newton-raphson-in-python Join my FREE newsletter to learn more about other indicators I would use for algo trading   NOTE I now post my TRADING ALERTS into my personal …

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DLib best for beta calculation in Python and C++

Quant Development / By

DLib best for beta calculation in Python and C++ This library works with both languages for calculating something like Beta using this formula. http://www.investopedia.com/articles/financial-theory/09/calculating-beta.asp http://dlib.net/algorithms.html Follow instructions in readme.txt I got during cmake –build . 0: fatal error: ‘X11/Xlocale.h’ file not found #include <X11/Xlocale.h> You may need to install for Mac OSX: brew install x11 …

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Custom risk management tools Beta Kelly Criterion Position weighting

Quant Analytics / By

Custom risk management tools Beta Kelly Criterion Position weighting Very important set of custom source code I worked on in the past This all available for my ELITE MEMBERS. Become part of our ELITE training include our NEW FUTURE systematic trading models. BE AN ELITE HERE Or Join my FREE newsletter to learn more about …

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