Tag Archives: learned

Insider pro lessons learned video for Crypto algo trading on Sep 17

I cannot type what I talk about here but there are quite a number of gems I have never publicized before. This is an important 30+ minute video. I especially highlight you do not need to trade 24/7. If you set a certain target of daily percent moves against your overall portfolio, you can easily reduce risk by overtrading. This takes place in both up and down markets for the crypto currency asset class.

There are lessons in this 30 minute video

Please watch this video with all the others I have highlighted on Youtube channel at youtube.com/quantlabs.

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!

My secrets learned from analyzing trading logs

I just posted this video topic showing parameters from the current strategy. Here is a description of the video posted in my ELITE section.

This is super sensitive since I talk about my parameters from the log for the first time. I don’t plan to keep this posting around for long

The title of the video in the membership was

Secrets learned from analyzing trading logs

I will keep this up for a limited time. Note that when you want to join to choose ANNUAL not the Trial for access to this video.

Introduction to Quant Elite Membership

 

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!

Lessons learned about CCXT Python package for 3 largest crypto exchanges Bitmex binance OKex

Lessons learned about CCXT Python package for 3 largest crypto exchanges Bitmex Binance OKex

Please be advised

Using CCXT with a recent script I sourced to download generically from various exchanges is powerful. I have thought come across some severe limitations in the process.

  1. Binance appears to be the most reliable since you have the widest selection of timeframes you can use. Also, you can download up to 1000 rows into a comma separated value file as well.
  2. Both Bitmex and OKEx offer some form downloading limit of 500 which really messes up my analytical Python script. When downloading, you can only seem to have a limit of 400 to just under 500. This seems to work only work for lower time frames like 1 or 5 minutes. As the timeframe selection is very limited compared to Binance.

I am unsure of other crypto currency exchanges what limitations offer but I will stick with Binance for now as the only exchange of interest. It seems that the others offer much lower daily volume which means slower fills due to lower liquidity.  Also the other exchanges have weird download exceptions which also means the charting will not work as well.

 

Further note about Bitfinix

I just execute 5 request no different than Binance, Bitfinex starts thinking it is being attacked where it responds:

ccxt.base.errors.DDoSProtection: bitfinex {“error”:”ERR_RATE_LIMIT”}

Pretty pathetic architecture if you ask me.

In summary, it just seems that Binance works out of box for both downloading and charting.

 

Update: Which Bitcoin crypto currency bot project? Gekko vs ccxt vs Tribeca vs Blackbird

 

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!

What I’ve learned after coding HFT Low Latency Systems

As you know, I have been studying high-frequency trading for a very long time. I even read one article where one person invested $10,000 into thousand five and got a return of over $1 billion in the last year. This is all due to HFT. I will not lie to you that this is complicated programming but is very beneficial for anyone interested. Just always think of Renaissance Technology as the lead influence. I posted a variety of CppCon videos that are beneficial for those interested within my Facebook programming group.

 

There is one article found on LinkedIn

 

There’s another article with those helpful videos

 

As I reported earlier, I found ways to get the most volatile currency pairs for Algo/Automated trading. Could you imagine if you were able to weight all the potential positions for optimal return? Would it not be great if you could measure expected average return or even expected trading ratios? This would be great to set up your next trading session. With the magic of quant, I found a Python script that enables you to do this on a very frequent intraday level. If you ask me, you could set up all your trading positions with weighting and potential sizing all trading sessions in an automated way.

 

Let me show you the benefits of this through this video

 

Imagine if I was to able to walk you through the source code, it would be a huge benefit as part of your automated trading tools. Very few retail traders ever think of these important steps which keep you not only in the game but also optimizes your trading potential.

 

As another benefit for all my Quant Analytics members, I will be providing this exclusive ‘sneak peek’ of the source code in Python. It will only be up for 24 hours in the next few days. Keep your eyes peeled for that as this will be the only time I’ll ever show this. Again, this will be part of my secret sauce tools that I plan to use when I launch my live automated trading. Once again, I will never ever show this ever again to nobody.

 

If you’re serious about your automated trading, you will not want to miss out on this exclusive video preview.

 

I will be also offering a one time live ‘question and answer’ session live this Monday Oct 23 at 7pm. This will not be recorded either and again will only be available for all my Quant Analytics members. As a result, there will be no playback for this as it is purely for questions you may have after this video shows up early in the week.

 

These are two private events that I plan to hold for my members who take their trading very seriously. If this all works out, I would even say could change your life as it could with mine.

 

How many more times do I have to tell you you may want to join this exclusive Quant Analytic membership.

 

Here are all the benefits

 

Join now for immediate benefit

 

From my Quant Analytic Lite members, here is the latest news that I posted.

 

You can also register here for my daily analysis for free

 

Thanks for reading

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!

What I’ve learned after coding HFT and Low Latency Systems

What I’ve learned after coding HFT and Low Latency Systems

This is an older article I posted but I find it critical for success in this area

https://www.linkedin.com/pulse/what-ive-learned-after-coding-hft-low-latency-systems-ariel/

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!

Goldman Sachs Quant Unit Learned in 2007 Meltdown

Goldman Sachs Quant Unit Learned in 2007 Meltdown

here are the article highlights :

  • Quants use less leverage, more factors aiming for consistency
  • Assets climb to $110 billion in smart-beta, big-data offerings

https://www.bloomberg.com/news/articles/2017-08-03/goldman-s-quant-unit-rebuilt-on-lessons-learned-in-2007-meltdown

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!

What I’ve learned coding for HFT and Low Latency

What I’ve learned after coding for HFT and Low Latency

I glossed over this important LinkedIn article posted by a professional who does high-frequency trading development for their career. They have been kind enough to share all the lessons learned in developing low latency trading systems.

Go here for the article

As for me, I can completely agree with every single word in this article so it is quite imperative you read it if you plan to go into this career. Also, I am planning to implement all the latest learnings in trading strategy development for foreign exchange, futures, options, and equity. This will all be built around using:

  1. Combined back and NoSQL database with Redis and MongoDB
  2. Capability of Python scripts to download free market data which is pushed into my database clusters
  3. Use WordPress plug-ins to customize front end interfaces with free plug-ins as well as commercial charting plug-ins.

This will lay down the foundation to implement and analyze global macro views with major asset classes in web deployable interfaces. All short-term indicators will be based on fundamental with limited technical analysis confirmation techniques. I’m also planning to include automatic order management system using Interactive Brokers as my preferred broker of choice.

Remember this Tuesday, I will be revealing how to use US Fed data to your advantage when you want to implement your own arbitrage or pair trading system. Yes source code is made available as well!

 

We are now moving into our second week of our arbitrage/pair trading strategy with our second live lesson starting next Tuesday May 17 at 8 PM Eastern standard time.

 

This is part of my “Algo Trading Course Series in Python.”

 

See details here

 

If you are interested in joining, here are all the pricing options:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

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!

What I’ve learned after coding for HFT and Low Latency

What I’ve learned after coding for HFT and Low Latency

An excellent article I have been taught from the best as well. I am completely aligned here with this

https://www.linkedin.com/pulse/what-ive-learned-after-coding-hft-low-latency-systems-ariel

Thanks to this author

Join my FREE newsletter to learn more about how I plan to implement these into my algo trading systems

 

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!

What I learned from Morningstar today

What I learned from Morningstar today

The following is really important info I extracted from the Morningstar today. This is why I read it.

https://itunes.apple.com/ca/app/morningstar-stock-fund-investing./id310716163?mt=8

Join my FREE newsletter to learn more about these tips for my automated trading 

 

Most-Expensive and -Inexpensive CEFs
The next exhibit lists the 10 most-inexpensive CEFs based on three-year z-statistics as of Nov. 30. The z-statistic measures how many standard deviations a fund’s discount/premium is from its three-year average discount/premium. For instance, a fund with a z-score of negative 2 would be two standard deviations below its three-year average discount/premium. Funds with the lowest z-scores are classified as Relatively Inexpensive, while those with the highest z-scores (not shown in the exhibit) are Relatively Expensive. We consider funds with a z-score of negative 2 or lower to be “statistically undervalued” and those with a z-score of 2 or higher to be “statistically overvalued.”

Unhedged: Around one fourth of active and passive world-bond funds leave their overseas currency exposures completely unhedged and, as a result, carry the most currency risk among the three subgroups examined here. From a regional standpoint, half the group focuses on non-U.S. debt while the rest have a global purview. More than half of these offerings focus mostly, if not solely, on government debt. A smaller subset focuses on global or non-U.S. corporates, and just a few are dedicated to global inflation-linked bonds. Therefore, funds in this cohort sport varying levels of interest-rate and credit risk. Given the variety of approaches used in this group, many different benchmarks are employed beyond the broad-based Barclays Global Aggregate and the Barclays Global Aggregate ex-U.S. indexes.

Hedged: The smallest subset (17% of world-bond offerings) comprises funds that fully hedge currency exposures back to the U.S. dollar. These funds, which are mostly global, focus on Treasuries or a mix of Treasuries and corporates, and there are no dedicated high-yield or inflation-protection strategies in the group. Here, investors forgo currency risk, with hedged versions of the Barclays Global Aggregate and the Barclays Global Aggregate ex-U.S. serving as common benchmarks.

Currency Hedging
One possible way of making foreign stocks easier to own is to hedge the currency risk with a currency-hedged fund, such as  Deutsche X-trackers MSCI EAFE Hedged Equity DBEF (0.35%). This fund invests in large- and mid-cap stocks in developed markets overseas and uses currency forwards to hedge its currency exposure. Currency hedging has put DBEF’s volatility on par with U.S. stock funds, like VTI, and improves performance when the U.S. dollar strengthens.

It is important to note that currency hedging does not protect investors from expected changes in currency values. If interest rates are higher in the foreign market than in the domestic market, the forward price should be lower than the spot price such that the effective risk-free return should be the same in both markets. This is a condition known as covered interest-rate parity. While interest-rate parity doesn’t always hold in the spot market, arbitrage enforces this condition in the forward market.

For example, if the risk-free interest rates in Australia and the United States are 4% and 1%, respectively, and the current spot price of the Australian dollar is 1.0 AUD/USD, the one-year forward price should be 0.971 [1.0*((1+.01)/(1+.04))]. If the forward rate were higher than this (say 0.99), investors could borrow in the U.S. at 1%, convert U.S. dollars into Aussie dollars at the spot rate, invest at the Australian risk-free rate (4%), and sell forwards to hedge out the exposure. At the end of the year, the investor would convert AUD 1.04 to USD at 0.99 (USD 1.03), return USD 1.01 to the lender, leaving a USD 0.02 risk-free profit, with no upfront cash outlay. While the market is not perfectly efficient, it generally doesn’t present this type of free lunch.

As a result of covered interest-rate parity, higher foreign interest rates generally increase the cost of hedging. Over the trailing 10 years through November 2015, the effective cost of hedging the MSCI EAFE Index (before taking fees and taxes into account) was actually a negative 61 basis points annually. This is measured as the difference in the return on stocks in the MSCI EAFE Index in their local currencies and the return on a hedged version of the index. In contrast, it cost 166 basis points annually to hedge the MSCI Emerging Markets Index. Because interest rates are currently higher on average in emerging markets than in developed markets, it is generally more expensive to hedge currency exposure there.

Hedging can increase costs in other ways, too. In addition to the higher fees that currency-hedged funds charge, currency hedging tends to reduce tax efficiency. That’s because hedged funds must regularly roll their contracts forward to maintain the hedge, which can trigger taxable capital gains. For example, Deutsche X-trackers MSC

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!

Lesson learned from most lucrative bank trader

 

Lesson learned from most profitable bank trader

 

I was sent another “lessons learned” article by a leading successful trader in a top level bank. As you keep reading, they kind of make you feel like a schmuck. After a tough year for most professional traders, you may want to read how this trader pulled it off.

 

Read the article here

 

Now don’t get me wrong. Not everyone is successful, but the number of resources found online does increase your chances substantially. To be honest, there are many shoddy gurus out there where you may walk away disappointed after spending thousands. I did on two of these ‘courses’ this year.

 

First, there is Tim Sykes where you learn how to trade penny stocks but the principle of his strategy is nothing revolutionary. Also, when you put on the short, the squeeze may actually cost you big. So why take the risk? Also, over 75% of the content is repetitive where he just goes through charting analysis. This is sort of a useless proposition of lost money costing thousands. What a waste?

There is another highly popular guru I could mention but I don’t need the negative attention. This guy is sort of highly arrogant who is very trigger happy with lawyers is so I will not mention his name. Although the content is quite good, you need to understand you will add another 10-20 hours per week of extra work outside of trading hours. That would be have been nice to learn about before shelling out that $10k. Whoopsie?

 

Both options sort of suck if you shell out this kind of money. Man, I wish people knew about what I offer. Most of it entails so much which includes:

 

1.     Dozens of dozens of walkthrough videos of source code and math analysis to jumpstart your automated trading or even trading system.

2.     All the major languages are covered including .NET, C++, C#, R, Matlab, etc.

3.     Many video walkthroughs of various trading related topics in trading strategies and analysis, technology options, and professional trading insiders.

I could go and one about this.   

 

The question for you is this:

 

Do you really want to spend that I kind of cash I mention above? I mean we are talking upward into the range $10k.

 

As you know, I got my annual membership at 50% off if you went monthly. Not only that, I will add another 6 months at no extra cost. This is the “Boxing Day” week sale I mentioned in previous emails earlier this week.

 

Can you imagine what kind of steal that is?  I am pretty well taking the risk wanting you to be extra satisfied with what is being offered.

 

As I surge ahead into 2016, I am finding I am putting out way more content than ever. I am already approaching 1200+ videos on my YouTube channel alone. It seems that what I am building is going to be the most exciting in my 6 years of existence. I have chosen to rewrite everything in C++ which can be run on all major operating systems including Windows, Linux, and Mac. This is a huge deal as I am trying to help those who are looking for an entire open source trading system. Just check out some of my recent Youtube videos to know what I mean.

 

Just remember I cannot extend this deal beyond this weekend due to I will be realigning QuantLabs.net next month. This means more educational webinars which will be one offs so this means I will not be having any annual ‘deals’ like this ever again.

>>> GET YOUR IMMEDIATE ACCESS TO MY LAST DEAL OF THE YEAR  

 

Let me know what you or if you have any questions

Thanks 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!