Tag Archives: Financial

Monero’s leader: “Financial privacy is a basic human right”

Each time I read about this founder of anonymous privacy crypto Monero, I respect him more and more. Here are some quick takes of a recent interview he did:

Riccardo Spagni, the lead maintainer of privacy coin Monero, spoke about why privacy matters to him and why it should matter to everyone 

  • Spagni argues that financial privacy is not desired only by bad actors, but should be desirable to people who value their own personal data
  • Spagni says that the problem with many privacy enhancing systems is optionality, as it turns out that many people don’t opt in to use the privacy layer
  • Arguing that you don’t care about the right to privacy because you have nothing to hide is no different than saying you don’t care about free speech because you have nothing to say.”

https://www.theblockcrypto.com/2019/01/28/moneros-riccardo-spagni-financial-privacy-is-a-basic-human-right/

Python Algo Trading Infrastructure with Crypto Currency course wrapping up

Last night was the bonus round of questions folks had for me on this LIVE Python course. It seems I covered the entire Python scripting architecture of my winning crypto currency trading bot. I also covered many details of the actual technical indicators being used and why. Do also realize I cover some actual secret sauce. I will say, this makes the course even more valuable on the last time I wrote about it. As a result, I am unsure of the actual value I will charge going in to early next week. That will be the last LIVE class I will do for this course.

You can more details on this course here

https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/

Get on this before this price goes up … potentially a lot !

It is currently $250 US.

Thanks Bryan

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Financial forecasting with probabilistic programming and Pyro

Financial forecasting with probabilistic programming and Pyro

Lots of tutorials here

  1. Simple time series forecasting (and mistakes done)
  2. Correct 1D time series forecasting + backtesting
  3. Multivariate time series forecasting
  4. Volatility forecasting and custom losses
  5. Multitask and multimodal learning
  6. Hyperparameters optimization
  7. Enhancing classical strategies with neural nets
  8. rn recognition and machine learning
  9. Bayesian methods for hackers
  10. Documentations of libraries below

This current tutorial is here:

medium.com/@alexrachnog/financial-forecasting-with-probabilistic-programming-and-pyro-db68ab1a1dba

View story at Medium.com

View story at Medium.com

 

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Quant fund investment and financial near 1 trillion under management

Quant fund investment and financial near 1 trillion under management

Understand how quant funds are changing how we see the future of investing and taking financial advise.

Here are some highlighted comments about this article from Financial Times:

 

They speak of how algos make the markets complex and fragile

More unsophisticated (dumb money or even retail money) flows into electric traded funds without understanding underlying investment nor know the high risk. These are put into mainstream ETF funds like Vanguard or Blackrock. Could this be the next 2008 waiting to blow up?

Examples of Two Sigma is used to show short time to get to 50 billion asset under management like Renaissance Technology or DE Shaw.

One French was quoted as doubling their staff within 5 years while other old investment banks are shedding traditional trading roles. Remember how Goldman Sachs is considered now a technology company vs an investment bank with 30+% of staff as software engineers.

Quoting directly from Financial Times results in:

Please use the sharing tools found via the email icon at the top of articles. Copying articles to share with others is a breach of FT.com T&Cs and Copyright Policy. Email licensing@ft.com to buy additional rights. Subscribers may share up to 10 or 20 articles per month using the gift article service. More information can be found here.
https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

 

https://www.ft.com/content/ff7528bc-ec16-11e7-8713-513b1d7ca85a

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

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Python interface for the creation of graphs and the calculation of statistics for financial time series

Python interface for the creation of graphs and the calculation of statistics for financial time series

Someone from my Telegram made me aware of this project, From the guy behind http://mechanicalforex.com

Project description

The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time series. The library uses time series stored within pandas dataframes to make its calculations. You can have either one or several columns within your dataframe and qq-pat will always calculate statistics for all of them and return the results as either a list (if you are calculating something like the Sharpe ratio) or an actual pandas dataframe with the same number of columns.

To use qq-pat is very easy. First make sure you create a pandas series or dataframe that contains either the daily returns or the daily price/balance for the assets or strategies you want to evaluate. After this simply initialize the qq-pat analyzer:

https://github.com/QuriQuant/qq-pat

 

https://github.com/danielfppps

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!

Financial Information Services from Quandl

This is institutional data that could be useful to watch

Cambridge Financial Information Services

We are pleased to announce the addition of data from Cambridge Financial Information Services (CFIS) to the platform. Cambridge is a financial information services firm that provides independent market data and security prices to fixed income and derivative market participants. Quandl offers the following databases:

Credit Default Swap Data

This database offers five and 10 year spreads for over 2,000 reference entities, together with a wide range of currency, restructuring clause and tier of debt combinations. History to 2007.

See Database

FX Option Volatility Data

This database offers daily volatility surfaces for FX options, including skew, across 30 global currencies and precious metals. History to 2012.

See Database

Interest Rate Swaption Volatility Data

This database offers daily normalized volatility cubes for interest rate swaptions, including skew, across many popular global currencies. History to 2013.

See Database
For questions on CFIS databases or any other Quandl data products, please contact connect@quandl.com

Regards,
The Quandl Team

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Analyze Financial Portfolio Data with Python

Financial Portfolio Data analysis with Python

Sometimes, there are really good Python books that cover automated trading. As it stands, there are a bunch I could recommend but right now I need to focus on financial portfolio data analysis. A few weeks ago I published a complete list of what is needed before I start live trading.

Here is one example of many factors you need to consider in this topic

I also wanted to talk to you about a new introductory entry level membership that I will be launching today. This is a light version of my Quant Analytics service that people have been asking for. What do I mean by that? Instead of overwhelming people, this entry level membership will provide basic data that will be important to keep a lookout for all your daily trading. I have made a detailed video here:

This is only execlusive through my new broadcast email which you can access here

Mobile friendly sign up (corrected)

Check out my the details payment URLs here 

This will be a limited time offer to get into a grandfatheredmembership if you want to start out watching my automated trading system. As you know, I will be adding many new daily postings which include my portfolio analysis, position handling, price action, asset watchlist which will be part of my full analytics service. 

If you are interested in this new introductory entry level membership, please get it here

Buy Now via Paypal
I am also testing out a newer payment merchant called Stripe
Buy Now via Stripe
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