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Use market data different from your broker or mt4 or tradingview

I got this question via Facebook Messenger:   Hi Bryan, I have read https://www.youtube.com/watch?v=A07CBHXq75A I was wondering, are there any codes on github where one could execute an indicator from MT4 or Tradingview via Java, or instead of executing orders, receiving buy sell signals via sms from an MT4 or tradingview indicator, via java, on an sms? …

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Sample test different technical indicators for optimal forex market entries

Sample test different technical indicators for optimal forex market entries There seems to be no spread or volume different when testing popular pairs vs volatile Posted to my Telegram private group: Here are my tests so far for a late friday EDT. for dukascopy, the 2 most volatile pairs (e.g. ZARJPY and USDZAR) vs more …

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Different algos for trading

Different algos for trading These are the different ones you can implement Algorithms for 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!

What is the different between these events known as Black Swan vs. Dragon King by Paul Cottrell, MBA

What is the different between these events known as Black Swan vs. Dragon King by Paul Cottrell, MBA Read this as this is his interest http://the-studio-reykjavik.com/blog/2014/8/1/black-swan-vs-dragon-king Join my FREE mewsletter to learn more about his events  NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post …

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Final notice for our 600 FREE quant PDF books online no different than the death of our R blog

Final notice for our 600 FREE quant PDF books online no different than the death of our R blog Bye bye bye bye bye to all our FREE stuff nd most popular section at: http://quantlabs.net/labs/quant-books?start=15 Join our FREE newsletter when other cool stuff come out Watch the fate of your R blog funeral  NOTE I …

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New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different type of returns

New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different  type of returns Here are the latest detailed video lessons I have added to the new Algo and Strategy Development course: Maximize number of Intraday Sharpe Ratio Random walk theory for market inefficiency Cointegration based test on Market efficiency Simple …

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Why expected return factor models and risk factor models are different? Why expected return models and risk models use different factors?

Why expected return factor models and risk factor models are different? Why expected return models and risk models use different factors? I was recently asked how to use factor models to create asset allocation input assumptions. I always approached expected return and risk modeling as separate problems. Could you please point me to the literature …

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NOTE!

Check NEW site on stock forex and ETF analysis and automation

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