Tag Archives: history

Actual results of back test history from automated trading strategy

Actual results of back test history from automated trading strategy

 

This is how to get actual results. I tried a test yesterday to see the reach of ‘live webinars’ I plan to do. This is where I can use the Zoom.us service to synchronize with my Facebook Group or Page or the Youtube channel. It seems the Facebook group was best but Youtube has longest lasting result. I have various versions but remember the longest and original version is found in my Facebook group. See the link below.

2 video versions found on Youtube including the podcast version. I still think the Facebook group is the best one.

Here is that link to the Facebook Group video version.

https://www.facebook.com/quantlabsnet/

The Detailed Reveal of the Videos

In order to try to make sense of these, I wanted to demonstrate how you are able to use your broker platform (in my case Dukascopy JForex) to generate historical market date which goes all the way back to Jan 2005. It depends on which instrument you choose and when it was added by Dukascopy.

I also divided up various instruments into either Forex or CFD since this broker is out of Switzerland. The CFD category was then split into ‘commodity’ or equity which focuses on stock market indices or ETF. This totals over 92 instruments I can watch as hinted in the videos.

With all this data, I plan to use this Daily data to break up into 3 month segments determined at the start of each season. E.g. Dec 21, Mar 21, etc. I can then use this data to run my new Python scripting analysis to forecast which instruments should give strongest return. Because of real market historical data, I can easily compare the actual results versus the forecast. Pretty genius huh?

 

I heard this back testing technique has been very popular. If the forecasts prove to be a winner with the comparison of actual results, we have a winner. Winner makes things way more expensive (hint hint) so we are on the verge of the truth. Show time results will be revealed as well soon!

Thanks for reading and watching

 

Trading patterns help needed to convert from MT4 to Python

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!

Bitcoin is ‘the biggest bubble in human history,’ Roubini says

Bitcoin is ‘the biggest bubble in human history,’ Roubini says

It drops and people are freaking out as it drops:

Bitcoin is ‘the biggest bubble in human history,’ Roubini says as currency plummets below $8,000

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!

17 Equations That Changed The Course of History

17 Equations That Changed The Course of History

These are important as well for quant trading as well

https://www.sciencealert.com/the-17-equations-that-changed-the-course-of-history

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!

The Highest VIX Options Volume Day in History

 

The Highest VIX Options Volume Day in History
And the short got trapped because there was so much volume

http://www.barrons.com/articles/the-highest-vix-options-volume-day-in-history-1502466104?mod=yahoobarrons&ru=yahoo&yptr=yahoo

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!

History and Introduction to Futures/Options Algorithms tonite’s GotoMeeting ID

History and Introduction to Futures/Options Algorithms tonite’s GotoMeeting ID

This is an introduction to this course for tonite. All are welcome.

You can get more details on this course which is part of my Quant Elite membership:

Python algo course series for your Indie Automated Trading Business

For tonite:

1.  Please join my meeting, Aug 22, 2016 at 8:00 PM EDT.
https://global.gotomeeting.com/join/224677669

2.  Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.

Dial +1 (647) 497-9372
Access Code: 224-677-669
Audio PIN: Shown after joining the meeting

Meeting ID: 224-677-669

GoToMeeting®
Online Meetings Made Easy®

Not at your computer? Click the link to join this meeting from your iPhone®, iPad®, Android® or Windows Phone® device via the GoToMeeting app.

 

Details:

I resume my ‘Phase 2’ of my Algo Trading Course Series I started in March. After completing the “Infrastructure Building Blocks” and “Equity Arbitrage/Pair Trading”, it is time to focus on learning both futures and options trading. Get more details here:

https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/

This new Phase that will be taught is a 24-week section which covers many fundamental aspects of these asset classes. We will focus on examples as we mirror my favorite UC Davis course that focuses on fundamental analysis. I also provide both C++ and Python coding samples throughout this course. The main idea of these presentations is to learn further on these topics outside of the course material.

Our topic for this day is:

History and Introduction to Futures/Options Algorithms

Meetup groups:

History and Introduction to Futures/Options Algorithms

Monday, Aug 22, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

13 Researching Traders Went

I resume my ‘Phase 2’ of my Algo Trading Course Series I started in March. After completing the “Infrastructure Building Blocks” and “Equity Arbitrage/Pair Trading”, it is time to focus on learning both futures and options trading. Get more details here:https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/…

Check out this Meetup →

History and Introduction to Futures/Options Algorithms

Monday, Aug 22, 2016, 8:00 PM

13 Members Went

Check out this Meetup →

 

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!

Data mining history: Support vector machines

Data mining history: Support vector machines

Some say this works, some say it does not work

http://www.kdnuggets.com/2016/07/guyon-data-mining-history-svm-support-vector-machines.html

Join my FREE newsletter to learn more about using machine learning for automated trading

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!

History and Introduction to Futures/Options Algos

History and Introduction to Futures/Options Algos

I introduce my resources on these algos. I also will talk about the importance of this data for ALL your trading with impact on your portfolio performance.

Get details on my course series here

Join my FREE newsletter to learn more about my algos on these courses

http://www.amazon.com/Futures-Options-Markets-Introduction-Edition/dp/0615703151

http://www.barchart.com/commodityfutures/leaders?type=ma

Course description

The course referred to was this online one

 

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!

Discussion on the history of the Bank of Japan Meetup tonite

bry

Discussion on the history of the Bank of Japan

Details for the event TONITE from Dr Paul Cottrell online is listed below.

Note for all Los Angeles California members!

I will be down in the area between Feb 25-Mar 6. Let me know if anyone is interested in a general Meetup or just meeting. Let me know ASAP via email to get something arranged.

1.  Please join my meeting, February 8, 2016 at 8:00 PM Eastern Standard Time.

https://global.gotomeeting.com/join/666838853

 

2.  Use your microphone and speakers (VoIP) – a headset is recommended.  Or, call in using your telephone.

 

Dial +1 (647) 497-9379

Access Code: 666-838-853

Audio PIN: Shown after joining the meeting

 

Meeting ID: 666-838-853

 

GoToMeeting®

Online Meetings Made Easy®

 

Not at your computer? Click the link to join this meeting from your iPhone®, iPad®, Android® or Windows Phone® device via the GoToMeeting app.

http://www.meetup.com/R-Matlab-Users/events/228517989/

http://www.meetup.com/quant-finance/events/228517984/

 

Trendline technical analysis automated trading system

A query from a highly experienced trading educator

Hope is all well. I wanted to ask you if you have come across any chart based trading platform where you can autotrade based on trendlines or technical levels and assign certain rule based orders. Let me know. Thx.

See my answer here

Thanks for reading

Bryan

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!

Discussion on the history of the Bank of Japan Meetup

Discussion on the history of the Bank of Japan Meetup

Dr. Paul Cottrell is a researcher in chaos theory and has interests in modeling financial markets.  Some have considered him a polymath of sorts.  Born in Detroit, Michigan he has extensive professional experience in engineering and design.  He currently is a proprietary trader specializing in currency and energy markets.  He also dedicates his time at a large non-profit in New York City.
In addition to modeling financial markets, his research interests are in developmental economics, behavioral finance, complexity science, energy industry, risk management, and artificial intelligence.  He holds a Ph.D. specializing in finance from Walden University.  He has also earned a M.B.A and B.Sc. from Wayne State University.  He lives in New York, NY.

 

 

Discussion on the history of the Bank of Japan.

Monday, Feb 8, 2016, 8:00 PM

16 Members Went

Check out this Meetup →

Discussion on the history of the Bank of Japan.

Monday, Feb 8, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

20 Researching Traders Went

Discussion on the history of the Bank of Japan.Dr. Paul Cottrell is a researcher in chaos theory and has interests in modeling financial markets. Some have considered him a polymath of sorts. Born in Detroit, Michigan he has extensive professional experience in engineering and design. He currently is a proprietary trader specializing in currency a…

Check out this Meetup →

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!