Tag Archives: example

Example URL links of long term mean reverting strategy code with Ernie Chan

Notes

Notes on Ernie Chan lomg term vs short term coding

cointegration diverges between pairs over long term while co-relation comove in same direction
cointegration is long term and about price
correlation is short term and about returns
basic mean reversion strategy bollinger bands -> enter into position only when price deviates by more than a std deviation and exit when price reverts
consider commission fees to stay profitable

More helpful links while researching

http://epchan.blogspot.com/2016/04/mean-reversion-momentum-and-volatility.html

https://www.forexfactory.com/showthread.php?t=262827

Machine learning in trading: Predicting multiple trade outcomes using a linear regression model

FX-Trader Magazine Article: Function based trailing stop mechanisms

http://adrianboeing.blogspot.com/2010/03/alpha-beta-filters.html

https://robotwealth.com/demystifying-the-hurst-exponent-part-1/

https://robotwealth.com/demystifying-the-hurst-exponent-part-2/

http://www.jurikres.com/catalog1/ms_cfb.htm#top

https://www.researchgate.net/publication/266672524_Can_we_predict_the_unpredictable

very useful

https://dailypriceaction.com/free-forex-trading-lessons/mean-reversion-guide-to-market-timing/

Lots of Python code examples

https://www.datacamp.com/community/tutorials/finance-python-trading

Half life test mentioned in Ernie Chan’s video above

View at Medium.com

More

View at Medium.com

Complete pairs trading example

View at Medium.com

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Trading Fibonacci retracement of 50 percent level example

Trading Fibonacci retracement of 50 percent level example

A good video on how to use 50% retracement on Fibonacci levels. Use it

https://www.xm.com/technical-analysis-usdcad-struggles-below-50-0-fibonacci-bearish-correction-mode-in-progress-72567

 

This is helps in my analytics for automated trading

Deep dive analysis of close to 100 Dukascopy trading instrument with Bitcoin

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Dukascopy Jforex vs Java Standalone API SDK with simple order example

Dukascopy Jforex vs Java Standalone API SDK with simple order example

This is after the challenges of bugs found in the JForex platform

https://www.dukascopy.com/wiki/en/development/get-started-api/use-jforex-sdk/use-in-netbeans

Buy Dukascopy API training video product here

Videos

 

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Example of Stock statistic daily return moves

Example of Stock statistic daily return moves

These are typical charts you would be able to find in my daily trading analysis over at Quant Analytics

https://quantlabs.net/analytics/order-analytics/

Similar Python script can be found in this course 

https://quantlabs.net/analytics/overview-python-infrastructure-building-blocks/

 

 

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Another example of frat boy wanna be traders while system trading hedge funds are the only way to go

Another example of frat boy wanna be traders while system trading hedge funds are the only way to go

Not recommended for this site but your money ain’t my money

Some links from the video

http://www.cnbc.com/2016/04/14/tudor-hedge-fund-sees-1b-outflows.html

http://www.businessinsider.com/hedge-fund-performance-2016-2

https://www.instagram.com/fousalerts/?hl=en

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Spread volatility volume relationship with market making

 

https://speedtrader.com/customer-service/contact/

 

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Gallery and style example demos with Qt Creator in C++

Gallery and style example demos with Qt Creator in C++

Examples and demos with Qt Creator in C++

Please visit for more rationale

Qt 5 for Python dropped? C++ is only real option?

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C++ example in a modern world

C++ example in a modern world

Some suggested coding samples

http://www.codeproject.com/KB/cpp/

 

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Big data bad algo example

Big data bad algo example

This is with using test hypothesis. If you don’t you know, don’t do it

http://www.datasciencecentral.com/m/blogpost?id=6448529%3ABlogPost%3A349843

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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!

Another fine example of bad HFT shops

Another fine example of evil HFT shops

HFT now covers the world! It provides the liquidity for all important global markets. But man, it gets a serious bad wrap. In fact:

Another fine example of evil HFT shops

I am not a fan of this but HFT is like a dangerous gun if used in a bad way!! It is still useful to help you eat though for hunting purposes only.

As said, this is just one of many example postings of source code to jumpstart your indie trading efforts. You could build a high speed custom built automated trading system with the posting from my QuantLabs.net Quant Elite Membership. 

Did you know my current workshop on showing you how to develop an automated trading system with C++ or FPGA HDL deployment? It even comes with source code. 

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See  extra info listed here!

Thanks 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!