Tag Archives: genetic algorithm

Codex quant Courses and The Generic Genetic Algorithm

Codex quant Courses and The Generic Genetic Algorithm

Another newsletter subscriber contribution from this article I posted last week:

Why quant hedge fund performance sucks ?

Honestly?

My brain really hurt after trying to read and understand the context of his article.
It reminded me of an article in Seeking Alpha – the author was complaining that Exxon (XOM) doesn’t move enough to be worth the investment. He’s the fish in the fish bowl and doesn’t know it.

Moreover, though talking points are valid, it is replicated hogwash for most of us already know as “bootstrappers” in the quantum field of technology, anything goes. We’re all quarks in the Many World Universe.

I do agree that you want bench strength; that reciprocates in building the business by taking their role seriously, yet has a teamwork sense of compliance in seeing the strengths of others contributions.
Personal Example
Tom Sosnoff, who never met me, except through emails over the last three years, dubbed me a coveted consultant role as beta tested for Dough.  I’m sure I was one of hundreds, but the informal acknowledgment spoke volumes in that I had impressed Tom enough during my own learning curve to value my “fringe” insights.
Quant Labs Network – The Other Github
As well, you’ve exhibited the same altruistic promotion within your own sphere of influence built upon the Quant Lab brand – so as to show equality and nonjudgmental support  – a gesture of inspiring through preserving the common welfare, per se.
When we get out of our own way, the universe rewards us.
Kevin kind of jumbles up his topic by boosting his hedge fund background – and why mention Starbucks?
The mark of a professional trader is that they never ever mention dollars when expressing how well or badly their investments are doing.  Pure percentages and ratios correlated to indexes.
Why Many Quants – wouldn’t read Kevin’s article
My take away:  This is what a straw man looks like when he’s grasping at straws.
Corporate Communications/Paramedic/Psychologist
My background in corporate communications taught me that the clearer your message the more proactive your audience will be in reciprocating.   Usually my audience was traumatized people, who needed to be grounded and guided, while reassured that they will be okay.
So, not only did lives depend on my acumen of professional skill, but as well, reinforced the credibility of the firm, collectively, by knowing what was expected of me and working in cooperation with my partner – not always an easy task..
The Bootstrapper Brokers
I’m sure you know the background story on IB.  Sosnoff gave me some insights – as well – along with his cohorts as to the inside story of investment manipulations; of which Tom’s mission is to expose.  Still, he’s a businessman as well.  If you follow Tom’s creed:  Trade small, trade often you can rack up $10,000 in commission fees trading options in a year.  I did last year..
The Honeycomb Beehive
If you look at the “beehive” on Tastytrade cut aways during a break, you’ll be impressed to know that three years ago it was only a handful of folks believing in Tom’s vision.  I don’t remember who used the “beehive” as analogy of worker efficiency but it makes sense.
The same goes for thinkorswim.  They started out in a one room office, using the computer packing boxes as their desks.
Bare bones and frugality.  Tom knew he needed to best of the best to make thinkor swim programming a game changer.  Where did he find them?  At the Leningrad Institute.  Trouble was the Russian graduate students that qualified were’t allowed to communicate – openly – with the US.
Even though the Soviet Union had collapsed, security at the borders was very strict.  Tom had to overcome this obstacle if he was going to tap into the brightest programmers available during that period.
Each of his team made separate trips to St. Petersburg, smuggling in a few parts of a Ethernet routers, eventually reconstructing them, so Tom’s team – located in Chicago – could communicate with his Ruskie brain trust when building the platform’s code.  Talk about “trust” and taking a major risk.
(I had a run in with the Russian mafia when I started a security surveillance business in Lithuania – who tactfully shut me down.  Not only was I amazed at how well they had infiltrated the IT business in Eastern Europe, but ironically my Russian wife had worked with the “godfather” during Soviet times at a semiconductor plant.  Since both were familiar with each other, I was spared the agony of Russian thuggery.)
IN CONCLUSION
From Kevin’s article: Hire quants who will left to their own creativity (will) get the job done, and not ones who will do it the way your organization is set up. (The later sentence is a passive fragmented clause.)
 
If Kevin was so smart to manage a $40M Hedge Fund – I wonder how people made sense of his English grammar?
 
MY PITCH – CODEXQUANT COURSES
 
I have been working on my website today.  I’ve incorporated a webpage to promote “academic classes” for setting up my spreadsheets.
 
When I started to build my own trading platform a few years ago, my weakest link was programming.  Moreover, I had to ramp up by taking graduate courses in networking, macroeconomics, etc to get up to speed with the ultra techno gizmo blossoming industry.
 
STRATEGIC POSITIONING – PROOF OF CONCEPT
So, I took everything that I learned from Tom’s Tastytrade presentations on statistical analysis for options trading, and making a very amiable relationship with Macroaxis founders – who are the programmers who used traditional Efficient Frontier indicators for portfolio development; then backtested Motif’s portfolio’s by incorporating the whole lot into an “on going gathering of empirical data” outcomes.  This was done by using Excel.
 
Meanwhile, I was approached by Rizm/Equamtrix who landed a contract with IB to come on board and assist with developing algos – yet they were not inclined to adopt my formula calibrations.  I declined, but the offer validated my bootstrapping formula models were notable.
 
Basically, I was comparing Tom’s innovative formula/matrixes  based on Implied Volatility proved to be a game changing analytical aspect of investing with options – leaning into a statistical premise.  This was reinforced by the class I took at Stanford – Social Networking and Complex Systems at Santa Fe Institute.
 
When I compared his “matrix” to the “Efficient Frontier” matrix – it became clear that EF was outdated.  
 
When I set up Motif’s portfolios on Macroaxis and ran the outcomes – backtest, etc. Motif’s weight was skewed.  
 
At the time I was falling back into my former journalist role as an investigative reporter,  uncovering the “gaps” in a quickly changing trading platform format of analysis for profitable outcomes concerning portfolio investing.
 
This all was inspired by a challenge I was given by a former Barclays executive portfolio manager for their global funds who said I wouldn’t be able to find a way to develop profitable baskets, since Barclays hadn’t made one since 2007.  They were surviving on the windfall capitalization they made from the 2008 crash.
 
And this exposed the elephant in the room.
 
You guessed it – the domination of HFT and ECN; electronic computerization with highly efficient trading software that had minimal latency.
 
I figured that since programming requires to start with the “proven” and most essential salient inputs/parameters, structuring the data into “bins” on Excel worksheets would make writing up code/syntax a bit easier. Moreover, I could tap into real time data from TOS since they used the “BEST” rule exchange and had a proven track record in maintaining NBBO. 
 
As well, one of my guest professors at the Santa Fe Institute was Doyne Farmer. 
 
A FARMER’S TALE OF BEATING ROULETTE
Professor Farmer revealed twenty five years later (after the statute of limitations had run out) that he had beaten the Las Vegas roulette games by programming a micro computer like a Turing Machine (smaller than a Raspberry Pi) and taped it around his ankle.
 
He played the black and red colors – comparable to the binary code of “0” and “1” and kept mum about the fact that he didn’t lose once till he couldn’t be arrested for “cheating” if one would consider it a crime to have outsmarted a roulette wheel with a micro computer in the late 1970s.
 
Farmer is currently living in Oxford, working on a global financial crisis, hired by Soros.  He has a team of some of the brightest economists.  Yet, it was his paper discussing price formation that oriented me toward finding a universal means of constructing a bullet proof financial model.
CODE WRITING – THE CATALYST
I just downloaded a Windows 10 app – Code Writer.  I can copy any script you post in just about any program language and paste it into this app to get it up and running.  Amazing.  I attached the app logo.
 
THE FINTECH MUSES AH HA MOMENT
So, now,  as we have made a stronger connection, I intuitively sense the means of opportunity is at hand; by tying in my research data for a hungry audience that wants to upgrade their frontal lobes.
CXQ Course link is here.
 
Whew!  You got my blood flowing.  Keep on me.  It truly is giving me a much needed uplifting inspiration.

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!

Does this DotNET CSharp travelling salesman genetic algorithm really demonstrate a true simple machine learning ?

Does this DotNET CSharp travelling salesman genetic algorithm really demonstrate a true simple machine learning ?

Can this be applied to trading. I am no expert but it supposed to cover all

http://www.codeproject.com/Articles/792887/Travelling-Salesman-Genetic-Algorithm

Remember about this Meetup event:

 

http://www.meetup.com/quant-finance/events/216144632/

 

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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!

Youtube Demo of HFT Matlab system with evolutionary learning aka genetic algorithm signal and indicator of RSI Moving Average

Demo of HFT Matlab  system with evolutionary learning aka genetic algorithm signal and indicator of RSI Moving Average

Our hard work is now complete. Well, not really but at least you can get a preview of it.

NOTE: The code to this system will be available to all Quantlabs.net Premium Members on Jan 15/2013.

 

JOIN OUR MEMBERSHIP NOW

Join our FREE Newsletter  for more updates on this system with potential model and trading strategy development

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!

Use the power of Matlab webinars on trading rules, model, strategy with genetic algorithm programming for HFT

Using the power of Matlab with the links below will help my QuantLabs.net Premium members creating strategies faster with fewer errors. I also have scheduled a private webinar on Dec 18 at 6 PM EST so they can have a better understanding of where I am at with my high frequency trading platform with my CUDA GPU development. You should be part of that conversation as well :

–> JOIN NOW <–

I have posted some thoughts and notes on filling the gaps of my knowledge of leveraging Matlab to create missing components of my HFT system. Here is what they are:

I would consider these highly important set of links to show you how to build real world algorithmic trading systems with Matlab. This is useful for all ranging from newbies to advanced technicians.

1. Youtube video of Matlab webinars on trading rules, model, strategy with genetic algorithm programming for HFT

https://quantlabs.net/blog/2012/11/youtube-video-of-matlab-webinars-on-trading-rules-model-strategy-with-genetic-algorithm-programming-for-hft/

2. What I learned from a Matlab webinar for FIX, simulation with complete workflow from data capture to execution of trading strategy

https://quantlabs.net/blog/2012/11/what-i-learned-from-a-matlab-webinar-for-fix-simulation-with-complete-workflow-from-data-capture-to-execution-of-trading-strategy/

3. Matlab webinar on how to build trading rule or decision engine for market execution with genetic algorithm aka evolutionary learning

https://quantlabs.net/blog/2012/11/matlab-webinar-on-how-to-build-trading-rule-or-decision-engine-for-market-execution-with-genetic-algorithm-aka-evolutionary-learning/

So I have firmed the first week of January 2013 to increase the QuantLabs .net Premium Membership rates. It will be a 25% to 50% increase depending on the progress of where I am at that point. As a result, get immediate value and benefit now.

–> JOIN NOW <–

Membership benefits listed here.
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!

FREE GPU CUDA 3rd party high level C++ library for math awesomeness with genetic algorith,, neural net learning, PC, FFT, BLAS

FREE GPU CUDA 3rd party high level C++ library for math awesomeness with genetic algorithm, neural net learning, PCA, FFT, BLAS

I stlll have to verify this is free but there is a download button with no limitations. I will try to post a video on this.

Key is ensure it is compatible for both Windows and Linux which this does

http://www.accelereyes.com/arrayfire/c/examples_2financial_2blackscholes_8cpp-example.htm

After further digging, this is actually an expensive option:

http://www.accelereyes.com/products/arrayfire_licensing

Learn more if I implement this into HFT platform

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!