There were some decent resources recommended to further expand your knowledge in the math behind neural networks. This includes some reference to a Python API as well. I found was useful as well but these will further expand the explanation of the under hood math concepts
As I continue to press, without my Python Infrastructure framework course, I highly doubt I would be able to rebuild a new bot for a new exchange like Kraken. It is fast and I hope to show it soon.
Is this the best book for machine learning for TensorFlow and Python Scikit-Learn
A book sent over by student which covers all the basic machine learning frameworks including TensorFlow and Scikit-Learn in Python. This might be something I will use as a one stop shop for learning this stuff.
This should be useful to build out more intelligent algo / systematic trading systems for any asset class out there.
A book sent over by student which covers all the basic machine learning frameworks including TensorFlow and Scikit-Learn in Python. This might be something I will use as a one stop shop for learning this stuff.
This should be useful to build out more intelligent algo / systematic trading systems for any asset class out there.
I wanted to reach out to you to ask you for some advice & guidance. I am not a programmer, but I am trying to create a solution that will allow me to work with live tick data (Forex mainly) (to create live dashboards, currency strength, momentum etc) and historical data to conduct further analysis.
I was thinking to feed this data into a database (I saw in your video that you are doing something similar). I wanted to get your advice as to the method of getting live tick data (something that does not cost a fortune would be ideal 🙂 ) ..
I spoke to a freelancer who said that Jfoex api is only a java library and it would not allow me to work with live tick data.
I’ve also had a look at a few tools to connect to dukascopy to export historical tick data, its just the ‘live tick-data’ part that I am unsure about.
Any advice would be much appreciated.
My answer was:
If you just want market data use IQFeed forex option for $30/month. Do understand as part of their terms of service, you cannot redistribute this outside of your own use. If you need it for trading, always use the broker’s data to keep in synch. Also, you will need a live Dukascopy account for the live tick data but again only for your purposes. Hope this helps
I think these beginners who learn about “quant” on cloud solutions are misunderstanding what it really is. When you get legendary mathematicians who focus on finance like Paul Wilmott who complain about bankers being lazy, I hate to say I agree with him. I just made a video on the weekend showcasing what real quant looks like from a well-known PhD researcher.
For me, instead of focusing on large news events, I like to consistently add to my bottom line in many ways. I’m also trying to find the most optimal way to do it in an automated way. As I mentioned yesterday, I have now posted my latest video on how to use inter temporal pricing for arbitrage opportunities. I could just have a whole system do this all day and all night for find multiple commodity assets in an automated way. Remember this is one of dozens of resources I could use to find opportunity.
You may be thinking I like lots of videos. Would you be surprised if I was to tell you I have over 1500 videos on my YouTube channel? Yeah, you could say I like producing and recording raw videos.
Anyhow, imagine all those videos that have potential ways to bank is quite scalable in so many ways. Why do you think I focus on automated trading with optimal trading strategies? Ha this is why I’ve created the most exciting online trading membership of its kind.
I did a lengthy review on the various options of C++ concurrency libraries you can use. Out of all the libraries I played with, I think the Standard C++ Threading library is your BEST option as it is not considered a dependency. When you factor Intel Threading Building Blocks, I found it somewhat disappointing to use with their Flow Graph tool which is supposed to make your coding much easier. It only generated C++ code that could not be compiled. Good luck in trying to decipher it as well.
With this decent book, I got a better handle on the Standard C++ Threading library which gave me proper foundation in how to build out a high speed algorithm trading system. There are so many items to consider which this book covers. As a result, I made a 30+ minute video describing what is entailed in understand the importance of multi-threading in a C++ environment.
One big weakness I found with this book is that the coding samples were not complete. I was fortunate enough to find a GitHub repository which showed how to use the coding samples in this book.
I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of: Optimal Hedging Options on futures Options examples continue Additional Options concepts with comparison to Futures Option pricing more examples Call put parity Options trades
Coding samples will be offered in a combination of Python and C++.
I will need to do this on a Saturday only so I am trying to find out if those want it on Jan 14 or Jan 21. This will need to start early 9AM EDT. Let me know what works for you.
P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.
Happy New Year. Welcome to 2017. I hope it will be a much more productive year for most of us despite it being my best year yet. I have just not been very happy with the results thus far so I am expediting my implementation even faster.
As some of you know, I have been looking at Intel Threading Building Blocks also known as TBB, but after my first implementation from the Flow Graph has resulted in compiler errors which are quite complex. As a result, I need to revisit a few books on low level, multi threading environments using C++.
I have a rare request from all those that have read this newsletter on a daily basis. Thanks to those who have stayed committed. Anyhow, I have come across an old school book about multicore processing done in C++. I’m just wondering if anybody has read it to see what they thought. I’m actually wondering if there is a more up-to-date version equivalent of this book.
As said, let me know if you are aware of any equivalent more modern books.
Thanks
Bryan
PS. I did not realize today was a nonworking day for those in North America. I was trying to figure out why the streets were quiet today but now I know. It was is day off in lieu New Year’s Day falling on Sunday. As a result I have decided to extend the sale from yesterday. Here are the details:
I actually opened up the email thingy to invite you to an introductory promo with 24 hours left!
I will be switching over from our Quant ELITE service to the newer Quant Analytics in the next few months. Enjoy the last of coding demos and video walkthroughs learning R, math, Matlab, .NET, serious secretive research papers from biggest the banks and hedge funds, building out new open source trading, etc etc. I could go on with this but I it will also permanently disappear in coming months.
We are currently doing a futures/options course taking us up to the the first week of February. This will turn into a new separate course in coming months as well.
This will be replaced with an entirely different service. It will involve actual live trading analysis for all major asset classes in the this global market. It will cover all forex, pair trading/arbitrage stock trading, and options with futures. Exciting times ahead
I have unbundled the Infrastructure Building Blocks and Interactive Brokers API workshop. These are not yet for sale individually but will be marketed at $497 each. Moving forwards, both will be used as an introduction to those who want to to build out the same high speed system I am constructing now. That is an extra $1000 value as of today. If you take this, I will give you access to both for 30 days.
Not only that, I am doing a 2 for 1 deal for those interested in this new service. As this new service advances, I will be raising the cost on a monthly basis. This time next year, this Analytics service could be about $3k to join on an annual basis. If it works out, I do believe it will be worth a lot more. I will only be making myself available personally for my members through this service with live private event Mondays nights Eastern Standard time.
As said, if this works out, You can expect it to go up over the next few months after introduction. I will be holding this promotion until Jan 1, 2017.
