Tag Archives: limits

Understand the limits of deep learning

I am still waiting for the fulfilled trading promises

Much of the AI hubbub is generated by reporters who’ve never trained a neural network and by startups or those hoping to be acqui-hired for engineering talent despite not having solved any real business problems. No wonder there are so many misconceptions about what AI can and cannot do.

Understanding the limits of deep learning

Thanks to someone posting this on my Facebook programming group

 

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HFT is reaching its limits

HFT is reaching its limits

We new this was going to come over the years. This is no different than a product marketing cycle.

Overall, HFT firms’ revenues in the US have slumped from about 7.2 billion USD in 2009 to 1.3 billion USD in 2014 (see Figure 02). This drop may have been partly due to fierce competition which has pushed smaller contenders out of the market and led to trading opportunities disappearing more quickly…

the glory days of HFT seem to be over and HFT will probably offer reduced opportunities in developed markets in the future.

http://www.automatedtrader.net/articles/high-frequency-trading/156775/high-frequency-trading-reaching-the-limits

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Lesson in Pushing Redis to its limits

Lesson in Pushing  Redis to its limits

I really pushed it but this sounds reasonable

C Code below

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//github.com/redis/hiredis/blob/master/examples/example.c
//Note: loop 28233Connection error: Cannot assign requested address
//reasonable exception with github.com/redis/hiredis/issues/58

#include <stdio.h>
#include <stdlib.h>
#include <string.h>

#include “hiredis.h”

void redisTest(int argc, char **argv) {
unsigned int j;
redisContext *c;
redisReply *reply;
const char *hostname = (argc > 1) ? argv[1] : “127.0.0.1”;
int port = (argc > 2) ? atoi(argv[2]) : 6379;

struct timeval timeout = { 1, 500000 }; // 1.5 seconds
c = redisConnectWithTimeout(hostname, port, timeout);
if (c == NULL || c->err) {
if (c) {
printf(“Connection error: %s\n”, c->errstr);
redisFree(c);
} else {
printf(“Connection error: can’t allocate redis context\n”);
}
exit(1);
}

/* Create a list of numbers, from 0 to 9 */
reply = redisCommand(c,”DEL mylist”);
freeReplyObject(reply);
for (j = 0; j < 10; j++) {
char buf[64];

snprintf(buf,64,”%d”,j);
reply = redisCommand(c,”LPUSH mylist element-%s”, buf);
freeReplyObject(reply);
}

/* Let’s check what we have inside the list */
reply = redisCommand(c,”LRANGE mylist 0 -1″);
if (reply->type == REDIS_REPLY_ARRAY) {
for (j = 0; j < reply->elements; j++) {
printf(“%u) %s\n”, j, reply->element[j]->str);
}
}
freeReplyObject(reply);

/* Disconnects and frees the context */
redisFree(c);

}
void main(int argc, char **argv) {
int i = 0;

for(;;) {
printf(“\n loop %d”, i++);
redisTest(argc, argv);
}
}

 

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Limits of Karen Super Options trader?

Limits of Karen Super Options trader?

After emailing this out:

https://quantlabs.net/blog/2015/08/notes-on-karen-super-trader-options-strategy/

A response via email came in

I have extensive notes on her strategy as well. The only catch for me is that one needs a portfolio account ($125K minimum) to make the numbers work. Otherwise, she suggests a modified strategy.

–> I think there was a change in a cheaper instrument

I would love to try to automate what she does there at some level, and there is another guy highlighted named Erik who modified the strategy to sell at 33% profitability that you should check out as well.

–> Do you have a link URL for this Erik?

https://www.tastytrade.com/tt/shows/rising-stars/episodes/erik-turning-tastytrade-concepts-into-trading-success-05-12-2014?locale=en-US

It takes a while to really pick out the entire strategy from his interview but by filling in the blanks it’s possible.
Awesome suggestion. I need to hurry up and buy your course so I can start learning with you.

–> No pressure on the membership as the pricing will not change for quite the while

 

PS. I’m reading The Black Swan, which really makes me cringe at Karen’s approach, since it leaves you open to risks that are pretty hard to protect against unless you hedge a lot which makes her numbers less attractive.

–> I know she goes all in which is high risk from my POV. I am the opposite view to take low risk but I have some decent Matlab scripts to measure risk and portfolio optimization

 

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Limits with Mutlicharts trading compared to Matlab Simulink

Limits with Mutlicharts trading compared to Matlab Simulink

Q&A:

Question from new member:

I hope the videos and spice would give me the tools I need. Would you recommend sticking with MATLAB/ Simulink to code generation to visual studio using the devexpress controls, or still try to work in Multicharts .Net?

 

Answer:

I would be more comfortable with Devexpress as I find the Multichartshas virtually no documentation

 

Response:

Those were my thoughts, lack of support and locked to single platform

Watch this video below I did tonight on the power of Matlab with Simulink

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How to overcome limits of retail trading software to develop trading ideas fast for juicy profit

video

This was a question from one of you, my Newsletter Subcribers, who was part of the EXCLUSIVE LIVE webinars

Hi Bryan, thanks again for the webinar you held last night, it was very interesting. 

I wish I started to learn math for building Algo since the beginning of my journey. I would have saved much time.

During the chat…, I mentioned the need to build an approach. What I meant by approach was a basic sequence of logical steps in order to validate trading ideas.

I found very interesting one of the book published from Emilio Tomasini & Urban Jaeckle titled: “Trading Sytems / A new approach”

Since I started coding with Mt4 I thought that I could replicate the same process, but I was wrong:


– Memory limit for files over 4Gb (I cannot test more than 2-3 years data with tick data)

– Walk Forward Analysis tool missing

– Parameter space optimizer missing

– Monte Carlo Simulator missing

– Portfolio testing missing

 

For poor average John it becomes difficult to deal with all these issues without spending a fortune on proprietary platform. On the top of that you still do not know what you should with that software.

At this point I amwondering if the wiser choice I  can take would be to sign up to a university to study Finance and forget about trading for the coming years. 

I look forward to hearing from you.  See more 

I address all these in my video link here:  See more

If interested, you can always become an Elite quant by going here.

Got questions? Shoot away

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Quant Trader agree with Seeing the limits of Tradestation and Multicharts but freedom with DotNET and Cplusplus source code

Quant Trader agree with Seeing the limits of Tradestation and Multicharts but freedom with DotNET and Cplusplus source code

This just came in from a QUantabs.net Premium Member today so thank to them

173.10.44.154    Submitted on 2014/01/09 at 10:03 pm

Bryan! I agree with your view as well. That is, the flaws in TS and MC are serious barriers for me as well. In my comments I addressed some benefits, and ignored the flaws. If TS and MC did not have these flaws, I would probably be able to trade profitably without following your proprietary development path. TS and MC are helpful, particularly in the historical data graphics and some aspects of intra-bar price path analysis in back testing but these still have serious limitations, even worse in my own view than the ones you cited. HFT has never been practical on “retail” trading platforms to the best of my knowledge. Which is, BTW, a main reason why I am a member of your Quantlabs! If you give me the dot net or C++ source code functions to call for writing the indicators and strategies I will be happy, whether you write them yourself or draw help to write and test them using MC dot net. Keep up the good work, you are saving me years of hassles with the retail platform software with your researching and reviews. https://quantlabs.net/blog/2014/01/my-view-of-limited-retail-trading-platforms-multicharts-and-tradestation-vs-custom-dotnet-c-solutions-with-full-source-code/

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