Tag Archives: Linear Factor

Linear Factor Models with Estimation

Linear Factor Models: Estimation

A few days ago, I posted an article about linear modelling used for estimation. The author of this slide deck is very impressive with a great workshop done annually in New York City. One day I plan to attend.

 

Read this slide deck here to understand what I’m referring to

 

This author’s book series is really a standard in risk management. His Matlab source code easily lays down the foundation to have a solid risk management system.¬†As I’m still working on this high-speed trading system in C++, it will have the capabilities to integrate with Matlab trading scripts for maximum power.

 

How to compile the NOSQL MongoDB C driver for Ubuntu Linux

I even created a video to showcase how to integrate the graphical user interface with the popular MongoDB NoSQL database. Remember that these are all open source libraries which means they are free. The other surprising thing is that I’m using a potentially solid integrated development environment (IDE) called Codelite? Are all these libraries coming together just by accident?

 

Go here for my link on this

 

Anyhow, I posted the complete project of my source code for my Quant Elite members who can use this as a basis to build out their own unique trading system. This includes the C++ source code and IDE project files.

 

This is one of the many benefits I provide for all my Quant Elite members which of course includes my source code as I develop it.

 

Interested in joining?

 

Go here for all the pricing options

Here are those pricing options yet again:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

Thanks 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!

Linear Factor Models: Estimation

Linear Factor Models: Estimation

From Attilio Meucci

Join my FREE newsletter to learn more about using these techniques in your 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!

Linear Factor Modelling Theory

Linear Factor Models Theory

When I was younger, I was always excited to see the salaries of some of the best hedge fund managers. From what I learned a lot of it was due to heavy duty math and this thing called quantitative analysis. As the years of gone by and learning from multi million trading institutions, most strongly hinted to focus on simple trading strategies and math.

 

Here is one lesson that maybe too advanced for us mere math mortals

 

Because math is not my strength, many of the higher learning students have a huge advantage. From the high-end courses and people, I learn from, there is a common thread of keeping the math simple arithmetic and use fundamental techniques. I’m not saying these advanced math needs are useless, it is just too far down the path for me to learn at this point. To be honest I just want to get a simple but highly efficient trading system up and running ASAP. From there I’ll advance into the more math stuff later on in the year or beyond. This is all based on to challenge myself. Then of course we get into the world of machine learning which is still fairly new for trading. I’ve heard stories about how its consistent performance has not shown above average benchmark performance.

The final dance? High speed trading software architecture

As you know I’m coming down to the wire on the architecture of my software trading platform which I present on Monday. And so I want to be challenged by any advanced techies. I most likely will only be doing this once as I have decided finally on the technologies and frameworks that I want to use.

 

Here are the details of this free online webinar presentation

Don’t forget to join on of the Meetup groups highlighted in the above link.

 

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!