Tag Archives: estimation

Linear Factor Models with Estimation

Linear Factor Models: Estimation

A few days ago, I posted an article about linear modelling used for estimation. The author of this slide deck is very impressive with a great workshop done annually in New York City. One day I plan to attend.

 

Read this slide deck here to understand what I’m referring to

 

This author’s book series is really a standard in risk management. His Matlab source code easily lays down the foundation to have a solid risk management system. As I’m still working on this high-speed trading system in C++, it will have the capabilities to integrate with Matlab trading scripts for maximum power.

 

How to compile the NOSQL MongoDB C driver for Ubuntu Linux

I even created a video to showcase how to integrate the graphical user interface with the popular MongoDB NoSQL database. Remember that these are all open source libraries which means they are free. The other surprising thing is that I’m using a potentially solid integrated development environment (IDE) called Codelite? Are all these libraries coming together just by accident?

 

Go here for my link on this

 

Anyhow, I posted the complete project of my source code for my Quant Elite members who can use this as a basis to build out their own unique trading system. This includes the C++ source code and IDE project files.

 

This is one of the many benefits I provide for all my Quant Elite members which of course includes my source code as I develop it.

 

Interested in joining?

 

Go here for all the pricing options

Here are those pricing options yet again:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

Thanks 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!

Linear Factor Models: Estimation

Linear Factor Models: Estimation

From Attilio Meucci

Join my FREE newsletter to learn more about using these techniques in your 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!

Quant analytics basic: Decent explanation of lag with this GARCH(1,1) volatility estimation

Quant analytics basic: Decent explanation of lag with this GARCH(1,1) volatility estimation

Just watch and learn I guess

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!

Linear estimation for regression

want to learn about this algoritm? Learn more by joining our quant newsletter or  become a QuantLabs.net Premium Member today. Get access by going to:
http://quantlabs.net/membership.htm

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!

Linear estimation for regression

You want to learn about this algoritm? Learn more by joining our quant newsletter or  become a QuantLabs.net Premium Member today. Get access by going to:
http://quantlabs.net/membership.htm

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!

VaR model estimation of info based impact measure

You want to learn about this algoritm? Learn more by joining our quant newsletter or  become a QuantLabs.net Premium Member today. Get access by going to:
http://quantlabs.net/membership.htm

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!

I am adding to highly accurate Bayesian and stock shrinkage estimation to the premium monthly service

I am adding to highly accurate Bayesian and stock shrinkage estimation to the premium monthly service

Serious. This will double the value of the offering the service.

Register here to see it in action!

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!