Tag Archives: efficient

Quirky quant? Is efficient-market theory becoming more efficient?

Some highlights from this article: 

That helps explain the rise of the quantitative investors, or “quants”, who attempt to exploit anomalies—quirks that cannot be explained by the efficient-market hypothesis. One example is the momentum effect: shares that have outperformed the market in the recent past continue to do so. Another is the “low-volatility” effect: shares that move less violently than the market produce better risk-adjusted returns than theory predicts.

A new breed of funds, known in the jargon as “smart beta”, have emerged to exploit these anomalies. In a sense these funds are simply trying to mimic, in a systematic way, the methods used by traditional fund managers who interview executives and pore over balance-sheets in an attempt to pick outperforming stocks….

August 2007 there was a “quant quake” as computerised strategies briefly stopped working; the suspicion was that one manager was offloading his positions after taking losses in the mortgage market. The episode hinted at a danger of the quant approach: if computers are all churning over the same data, they may be buying the same shares. At the moment American growth stocks, such as technology companies, are as expensive, relative to global value stocks, as they were during the dotcom bubble (see chart). What if the trend changes? No mathematical formula, however clever, can find a buyer for a trader’s positions when everyone is panicking.

http://www.economist.com/news/finance-and-economics/21722669-theory-changing-traders-behaviour-and-vice-versa-efficient-market-theory

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Is Julia efficient for automated trading ?

Is Julia efficient for automated trading ?

I agree with this statement from a newsletter subscriber:

I don’t really know if we should give up on Julia or not…
Personally, I don’t … Julia is very efficient when using for loops (compared to raw Python).
Here is my last project:
It’s a Julia TA-Lib http://ta-lib.org/ wrapper.
That was a very interesting experience to see how simple it’s to wrap a C library like TA-Lib using Julia!
Caution… this is a work in progress… so it may still be quite buggy!
Next step… what about an event oriented backtester in Julia?

 

All came from this email I sent:

Should we give up on Julia programming now

Another hyped programming language that went nowhere

http://zverovich.net/2016/05/13/giving-up-on-julia.html

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Efficient fixed block memory allocator in C++

Efficient fixed block memory allocator in C++
This will be very very useful for those needing to move large blocks of memory around

http://www.codeproject.com/Articles/1083210/An-efficient-Cplusplus-fixed-block-memory-allocato

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C++ most efficient programming language but Python Java least

C++ most efficient Python Java least

Once again I randomly posted an article showing C++ is the most efficient programming language in terms of memory and speed. The real shocker for me was how Java is a big memory hog.

 

Check out this article here

 

As I have been promising my AK 47 research trading system last few weeks, I have delivered the source code to all my Quant Elite members. This is another huge benefit for all my members, go here if you like to see the entire list.

==> Get your immediate access here <==

 

Thanks for reading

Bryan

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C++ most efficient Python Java least

C++ most efficient Python Java least

Another comparison but boy, does Java and Python disappoint in this comparison

A Quick Performance Comparison on Languages at Codeforces

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Why Erlang is efficient and is mission critical vs Scala, works great with Java or C++

Why Elrang is multicore efficient open source and is mission critical vs Scala, works great with Java or C++ Hello automated trading ?

Very helpful links make this language awesome glue between prototyping languages like Python or R with C++ or Java

These are really

http://www.infoq.com/news/2008/06/scala-vs-erlang

http://www.adamtornhill.com/code/tinchpp.htm

http://stackoverflow.com/questions/1811516/integrating-erlang-with-c

http://stackoverflow.com/questions/2708033/technically-why-are-processes-in-erlang-more-efficient-than-os-threads

http://www.infoq.com/news/2008/06/scala-vs-erlang

C++ integrations:

http://stackoverflow.com/questions/1811516/integrating-erlang-with-c

http://www.adamtornhill.com/code/tinchpp.htm

I gain confidence in this language when I see videos like this:

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Fascinating Youtube video course on C++ efficient programming components for HFT quant trading from Amazon’s tech backbone

Hi there

I started investigating some C++ stuff but this was sent in from my NYC local source of news. Here is the latest of an entire course  from the people behind the backbone of Amazon:

Fascinating Youtube video course on C++ efficient programming components for HFT quant trading from Amazon A9 – See more at: https://quantlabs.net/blog/2013/12/fascinating-youtube-video-course-on-c-efficient-programming-components-for-hft-quant-trading-from-amazon-a9/#sthash.LicDWg1v.dpuf

Here is a entire list of this professor:

Entire list of all research papers, video, lectures from C++ professor Alexander Stepanov – See more at: https://quantlabs.net/blog/2013/12/entire-list-of-all-research-papers-video-lectures-from-c-professor-alexander-stepanov/#sthash.LkhS8slB.dpuf

if things go well, I may do some private webinars for my QuantLabs.net Premium members around this so hang tight. Remember I remove the public access come Jan 6/2014 so time is running out!

Interested?

Join here

Have a nice weekend

Bryan

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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!

Fascinating Youtube video course on C++ efficient programming components for HFT quant trading from Amazon A9

Fascinating Youtube video course on C++ efficient programming components for HFT quant trading from Amazon A9

This was quite interesting sent in from my NYC local source so big thanks to him again. It must be noted that this technology is the backbone to many of Amazon.

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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!