Tag Archives: component

IMPORTANT COMPONENT for anything money market algo trading

 

IMPORTANT COMPONENT for anything money market algo trading

Here are the list of my videos as a check list before live trading

Position management

Demo report of automated positions management on long short trading with stop loss

https://www.youtube.com/watch?v=TrgBGmN2dME

Demo of Positions management Python Script 

https://www.youtube.com/watch?v=PSi_VD5snfA

Custom risk management tools Beta Kelly Criterion Position weighting

https://www.youtube.com/watch?v=P5mz_pIeiVM

How to calculate a beta on a stock asset vs Standard N Poor 500 index

https://www.youtube.com/watch?v=HJc8klqU6BI

Watchlist

Demo of pair trading watchlist in Python

https://www.youtube.com/watch?v=gExuJ969Ey4

Demo of pair trading watchlist in Python

https://www.youtube.com/watch?v=gExuJ969Ey4

Promising trading watchlist with 4 pairs of long short for arbitrage or pair trading

Watchlist of long short trading ideas with spread and technical analysis of trendline moving average

https://www.youtube.com/watch?v=gYVHxdWklEM

How to create trading idea watchlist table in a Postgres database with SQL to Excel

https://www.youtube.com/watch?v=khHLedjoOxo

Here is how my trading watchlist will determine entry and exit postions while measuring profit poten

Position weight

Portfolio performance (Kelly)

Watchlist of long short trading ideas with spread and technical analysis of trendline moving average

CAPM demos to calculate stock beta efficient frontier and portfolio management weight allocation

https://www.youtube.com/watch?v=qu_RDdS2tnI

Awesome Portfolio Analysis Matlab program

https://www.youtube.com/watch?v=RgNp1Z8c0O8

Risk management

Risk management project choices for trading 

https://www.youtube.com/watch?v=YucM3kufzXo

What truly is risk in trading whatever asset class you choose

https://www.youtube.com/watch?v=tqABdPJSej0&t=19s

Using statistic to assess risk of a stock vs S and P 500 index for performance comparison

https://www.youtube.com/watch?v=K9mvNNC1HmU

How to use Implied Volatility for Risk Management in Options Trading

https://www.youtube.com/watch?v=ZDqBQ6zKlgI

How to use stats probability for price movement analysis and exposure to reduce risk of trading loss

Risk management project choices for trading

Kelly Criterion for risk management and self adapting money mangement

2 hour question and answer on risk management with automated trading

https://www.youtube.com/watch?v=yVtqxn-JbOc

Custom risk management tools Beta Kelly Criterion Position weighting

Market reconnaissance

Portfolio optimization

Optimize Portfolio with CVaR in Matlab

https://www.youtube.com/watch?v=-FUyVKvWjVI

Hedging ratio demo with basis risk demo in Cpp on Linux

https://www.youtube.com/watch?v=EnJtZN1QCX8

1 5 hour Meetup replay of Risk parameters and money management in a self adapting automated trading

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Mark Douglas – MIND OVER MARKET: Is this most important component to being a successful trader?

Mark Douglas – MIND OVER MARKET: Is this most important component to being a successful trader?

From the NYC Contact so thanks to him for noting this!

The mind is the greatest tool any trader can own. This is an interview on this subject with Mark Douglas — a successful trader, author and trading mentor.

I hope you’ll enjoy this as much as I did.

Join my FREE newsletter to see how we apply this 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Extreme fluctuations in financial prices: Common component jump-diffusions and multifractal and economics of heterogeneity

Extreme fluctuations in financial prices: Common component jump-diffusions and multifractal  and economics of heterogeneity

There are From Paul Cottrell

Extreme fluctuations in financial prices: Common component jump-diffusions and multifractal

economics of heterogeneity

mendelbrot 2

http://quantlabs.net/docs/Mendelbrot1.pdf

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

HFT platform components identified for close finalization! Stephen Colbert comedy of high frequency trading

Hi there

This past weekend was kind of quiet on the developer and research front. This morning was a totally different story but I will post some news on that in coming days so keep your eyes peeled. I am very close to finalizing the complete workflow capturing live market data, running some sort of quant, fundamental or technical analysis, which generates signals or some sort of market prediction. This is all done thanks to R and the power of some identified R packages. I now need to focus on trading execution which will include a FIX and trading rule engine  all in C++. All is very close to seeing a hopeful completion of this primitive but lightweight HFT platform. Clustering could be dead while hope is put on GPU or CUDA.  Some further details:
Say no more?
Benefits are listed here.  
Got questions or comments, I always respond
Thanks to all those joining up
Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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 JMS Quote for Interactive Brokers actually streaming market data within Java? Bingo for an HFT component?

Is this JMS Quote for Interactive Brokers actually streaming market data within Java? Bingo for an HFT component?

Hmmm. I have been looking for this for a long time. It looks quote interesting but there is no comments or documentation on this. I would assume, you at your own risk but this may be worth investigating as opposed to building from scratch. Your choice I guess. Once I get into it, I may look at it.

https://github.com/kafka399/Java/tree/master/JMSQuote

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Goodbye Joomla Jobline component? Another friggin bug!

Goodbye  Joomla Jobline component? Another friggin bug!

Crud! I hate wasting time in a sub component. This one was Jobline!

Cannot create a new job without messing up the Joomla template!

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!