Tag Archives: great

Great tutorial on Python MongoDB for Financial market data

 

Great tutorial on Python MongoDB for Financial market data

Thanks to an impressive contributor from within my Meetup and Facebook groups

I have a course related around exactly this which is here

Python algo course series for your Indie Automated Trading Business

Join my FREE newsletter to learn how I am using this technology for my 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!

GREAT Tips on Python CUDA GPU

GREAT Tips on Python CUDA CPU

This came in from the same Meetup member who suggested this computer

How to build a trading computer

Thanks to this person

 

This one has 16 x 512 cores ( or 8192 cores)
at 1.3 GHz. (Normal pc has like 8 or 12 cores)

If the code is cuda enabled that's more cores than than the caltec hpc lab.
 (Python has libraries that plugin that are coded to use cuda)

US DOE department of energy is said to be switching to cuda for their next super computer 
for energy modelling. (100-300 petaflops)

Right now the only cuda hpc lab available is Nvidia. (They do have a free trial you can
 subscribe to) To make it comparable, you'd have to rent 1500-2000 quad core machines to be able to make a comparison.

(Check out Nvidia k80 and Nvidia jetson)
K80 is what physicist use to model nuclear reactions, and oil engineers for fracking 
calculations) (jetson is what's being used for visual processing for automated driving)

Keep in mind this is only for research and development aka model building not actual
 trading. (But it will definitely speed things up)

Join my FREE newsletter to learn more about these tech tip to enhance 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!

Great Python books for data science

Great Python  books for data science

This stuff never ends does it ?

http://www.datasciencecentral.com/m/discussion?id=6448529%3ATopic%3A334835

Join my FREE newsletter to learn which are the best books for data science 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!

Another Great quant Python book GitHub resource

Great quant Python book GitHub resource

Last week I got a great resource from the New York City Contact. Some of the books I briefly read introduce new ways of automating your trading with fresh ones for quant modeling. This actual link has a GitHub resource of Python source code listing for the book

 

Check it out here

 

While I hype my “Algo Trading Business with Python’ course series, people have been resisting on why I’m unique versus all the free resources out there. Over 75% of people who join my Quant Elite membership are fairly new at both programming and trading. As I have witnessed this over the years, I have focused on more expensive trading research tools like Matlab or commercial trading platforms. As I have played witness to the popularity of Python which of course is free and open source, I have really come to admire the community versus the typical academic user community of R. Since I have moved into Python with a few scripts, I can say my business has soared.

 

Once I figured out trading is about simpler strategy solutions from the the massive 7 digit operators that I personally know versus complicated techniques like Quant or machine learning, I started to focus on fundamentals which are simpler to understand and easier to absorb. If I understand it, so can you.

 

This course series will be focusing on the “trading infrastructure building blocks” that you need which starts next week on Tuesday, March 15. That gives you less than a week to prepare for the first LIVE lesson which will happen every Tuesday moving into the Fall with this course series. Everything will be recorded for anyone who misses a week. This course series has been engineered from the ground up to get anybody started with virtually zero knowledge in trading systems, programming, math techniques, and so on. As a result, in order to take full of advantage of this you need to take action now to join. Otherwise you’ll be left behind in your understanding of the approaches that I apply to this course series.

 

The “infrastructure building blocks phase” are the requirements that you need to start working with the three strategies that I’ll be presenting starting in May. Of course these trading strategies will focus on:

 

  • Pair trading for equity
  • Fundamental algorithms for futures and options trading
  • Using macro economic government data to find the largest opportunities in forex trading.

 

This is what is so unique about this course series which you will not find anywhere else. I focus on 4 major asset classes which most other offerings focus on one with severe limitations!

 

In terms of cost, you will not find anything as affordable as this. I know of the so-called trading ‘gurus’ who were charging in excess of $10,000 just to learn one Static trading algorithm or strategy as a human. Let’s face it, human trading is going by the way of the dodo. You need to automate your trading and this course series will provide that using one of the most simplest and popular open source programming languages out there. The cost is very very minimal to join

 

Get on this now as time is starting to run out to learn from the ground up

 

As usual here is the detailed unique benefits

 

Here are your pricing options

 

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here <– Most popular as the cost of what you spend in a restaurant in 1 sitting

 

Thanks for reading

 

Bryan

 

P.S. Remember that the “trading infrastructure building blocks” phase that you need starts next week on Tuesday, March 15 in less than 5 days.

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!

Great disseration on hedging strategies

Great dissertation on hedging strategies

This is quite excellent intro to the various strategies out there with complete analysis. Dynamic hedging is most profitable.

http://eprints.ma.man.ac.uk/1869/01/ANDREAS_PAPAYIANNIS_DISSERTATION.pdf

Join my FREE newsletter to learn more about hedging 

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!

Great video series on Linux Kernel programming for those serious about high frequency trading implementation

 

Great video series on Linux Kernel programming for those serious about high frequency trading implementation

For those that don’t know about Linux Kernel programming, this is an excellent series of videos explaining it for the little. Many HFT shops are doing this for their trading operation. Don’ t forget Matlab has the capability code generate clean efficient code through the Matlab Coder or Simulink Coder toolboxes.

Also note about Matlab: Matlab & Simulink are fantastic development environments and the code generation is top drawer..there is no doubt about that. If you want to add more determinism to your code, look into using rtwintgt (real-time windows target) in Matlab.

Join my FREE newsletter to see how this could get implemented

And so on…many other examples in this decent video series

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!

5 new statistic arbitrage videos, greate R C++ HFT links or roll my own platform?

Hi there
I posted a really good set of links for how the combo of R and C++ could be a nice stack for HFT (high frequency trading). That article was posted here.
I shall start my deeper and final investigation of a HFT platform to go with. I will report back next week on my progress. I may even roll my own with R and C++ so stay tuned.
As for model and strategy development,  yesterday was good day of private videos for my Premium Members with the following 5 videos on statistical arbitrage and event arbitrage.
For statistical arbitrage:
Modelling returns with CAPM and APT aka Arbitrage Pricing Theory
Yield Curve
Currency Graph of shortest currency path for major currency forex pairs
How you can beat a random walk
For event arbitrage:
Load and parsing hedge fund index data

–> Join the party now by getting immediate access <–

Got questions, let me know

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!

Do we dare to do it for quant development? Put our minds together and set up a work group to create really a great trading system..?

Do we dare to do it for quant development? Put our minds together and set up a work group to create really a great trading system..?

We all have ideas and various experiences, and we all keep like our most precious treasure our performing findings.
So.. would we dare to do it?
We could set up a web work space in a form to be defined, and test all the ideas we all bring. at the end, all members of the group would receive the grail (well, if it happens to be one, that is…!)

I launch here a first few ideas:
1- we give ourselves a limited time to do it. say a few weeks
2- limiting the group members # in the hope of reaching a good group dynamic, and then closing the group
3- all comitting to keep the findings to ourselves; this to be as focused on possible on creating a rewarding system

These are just ideas,… feel free to amend, criticize, propose…!

Check out high probability trading set ups and strategies in video here –
http://www.chart-my-trade.com

 

Here is the problem. Years ago once a year a group of top top traders would meet in a home in Fort Lauderdale and share their trading discoveries and methods. When they met there was no competition as all were successful. I imagine that you have a major break though and your on this site. Are you going to share that? I think that at the least you have to be among equals to share this type of information. If your working for a hedge fund you could not do it. If your successful you would have to sit through a lot of that does not work ideas which you have long ago tested. It does not seem to be workable at this level.

 

This is a worthy goal but nearly impossible because everyone has different personalities when it comes to trading – some short term, some (like myself) very very long term. some arbitrage, some trend, some countertrend, some pivot point breakout, some X-cover, some futures, some Fx, some stocks..

 

Try this, fly down to Hyderabad in India, then rent a serviced office and hire a couple of good developers for few months, start from raw data and don’t use any existing indicator or trading advice, crunch mountains of historical data until you figure out the price patterns or become Hindu, until you get great results or at least learn something new, I bet it cost less than $15,000 to produce ‘holly grails’.

The point is: start a trading research firm, it is the answer for your question.

 

 

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!

Could this be a great server for a high frequency trading HFT development/test quant development server?

Could this be a great server for a high frequency trading HFT development/test quant development server?

I wonder on this one with the expansion of up to 48 gb of RAM. I would put in a few virtual machines with VMWARE for the different components. I won’t need to be ultra fast since it would only be used for development and testing. Let me know what you think:

HP Proliant ML150 G6 518174-005 Tower Server
The HP Proliant ML150 G6 518174-005 Tower Server is an expandable and affordable solution for growing businesses. Redundant power supply and redundant fan options help to provide more protection on power and thermal to keep your critical business running. Data security which is one of the major concerns in the industry is ensured by a TPM offering that provides data encryption to protect from data theft. Companies with remote locations can take advantage of the HP Proliant ML150 G6 518174-005 Tower Server’s embedded Lights-Out 100i remote management feature to decrease server/company downtime, decrease emergency travel needs, and increase overall productivity. Overall, the HP Proliant ML150 G6 518174-005 Tower Server is easy on your IT budget with significant headroom to grow with your business.

What it is and Why You Need it:

  • Onboard DVD-ROM Drive
  • 250GB 7200RPM Hard Drive
  • Powered by an Intel Xeon E5504 2GHz Processor and 2GB of DDR3 Memory (Expandable up to 48GB)

Specifications

HP Proliant ML150 G6 518174-005 Tower Server

Condition: New
Operating Systems Included: None
Form Factor: Tower
External 5.25″ Drive Bays: 3
Internal 3.5″ Drive Bays: 8
PCI Slots (Total): 1
PCI Slots (Available): 1
PCI Express X8 Slots (Total): 3
PCI Express X8 Slots (Available): 3
PCI Express X16 Slots (Total): 1
PCI Express X16 Slots (Available): 1
Processor Brand: Intel
Processor Class: Xeon Quad Core
Processor Number: E5504
Processor Speed: 2.0GHz
Processor Cache: 4MB L3
Processors Onboard: 1
Processors Supported: 2
Memory Type: DDR3
Total Memory: 2GB
Maximum Memory Supported: 48GB
Hard Drives Included: 1
Total Storage Included: 250GB
Hard Drive Interface: SATA-300
Compatible RAID Levels: 0,1,10
Hard Drive Speed: 7200 RPM
Optical Drive Type: DVD-ROM
PS/2 Keyboard Connectors: 1
PS/2 Mouse Connectors: 1
Serial Communication Ports: 1
USB Ports (Total): 8
VGA Ports: 1
LAN Data Transfer Rate: 10/100/1000Mbps
LAN Description: Integrated
LAN Interface Type: RJ-45
LAN Ports: 1
Depth: 24.10″
Width: 16.83″
Height: 7.90″
Specification Notes: [1] To provide the most accurate specifications, the specifications listed are based upon the manufacturer’s exact model specification as published on the manufacturer’s website, and the manufacturer’s product documentation.
Detailed Features

What’s Included

What You Should Know

Power Protection from APC - Lowest Prices Ever!

Limited Warranty

This Item’s Warranty is:
–  12 Months Parts
–  12 Months Labor
Warranty provided by
–  HP (Canada)
–  View Warranty Info
HP Proliant ML150 G6 518174-005 Tower Server – Intel Xeon E5504 2GHz, 2GB DDR3, 250GB SATA HDD, DVD-ROM, Gigabit Ethernet, RAID 0, RAID 1, RAID 10, No OS
$1,041.99
http://www.tigerdirect.ca/applications/SearchTools/item-details.asp?EdpNo=6288677&CatId=2683

http://www.tigerdirect.ca/applications/SearchTools/item-details.asp?EdpNo=6288677&CatId=2683

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!