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Example URL links of long term mean reverting strategy code with Ernie Chan

Notes Notes on Ernie Chan lomg term vs short term coding cointegration diverges between pairs over long term while co-relation comove in same direction cointegration is long term and about price correlation is short term and about returns basic mean reversion strategy bollinger bands -> enter into position only when price deviates by more than …

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Performance Attribution – getting under the hood with s&p dow jones indices links

  This is from the latest guest blog I posted yesterday. Here some highlights where you can read this entire article including s&p dow jones indices here: Understanding where returns really come from and what they mean Attribution analysis involves comparing a portfolio’s performance against a set benchmark and unpacking the excess return to examine …

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Helpful Markowitz Portfolio theory links

Helpful Markowitz Portfolio theory links I am very interested in getting this implemented ASAP for portfolio optimization https://blog.quantopian.com/markowitz-portfolio-optimization-2/ https://www.quantopian.com/posts/the-efficient-frontier-markowitz-portfolio-optimization-in-python-using-cvxopt Portfolio Optimization with Python Join my FREE newsletter to learn when I implement this for my automated trading   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

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Strategy Links for options & futures Meetup

Strategy Links for options &  futures Meetup This was from my webinar last nite: Hi Bryan, Great webinar yesterday. I’m just wondering if you can post to me all the links you posted in the comment section yesterday? Kind Regards, these are the links I pushed: http://www.cmegroup.com/trading/agricultural/self-study-guide-hedging-livestock-futures-options.html http://www.cmegroup.com/trading/agricultural/self-study-guide-to-hedging-with-grain-and-oilseed-futures-and-options.html A video has been posted for Quant …

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Are there workaround for weakness of Redis for cluster and sharding? Excellent NOSQL comparison PDF links as well

Are there workaround for weakness of Redis for cluster and sharding? Excellent NOSQL comparison PDF links as well Decent comparison of leading NOSQL databases: Click to access p1724_tilmannrabl_vldb2012.pdf Redis still show as a top contender but the limitation of sharding,failover, cluster, etc is a limitation. Here are some hopeful  workarounds More Redis cluster and sharding …

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Prepping open source Trade Manager link URLs for latest Java 8 JDK MySQL 5.6 Eclipse Luna on Ubuntu Linux

Prepping open source Trade Manager link URLs for latest Java 8 JDK MySQL 5.6 Eclipse Luna on Ubuntu Linux UPDATE: I decided to abandon the Linux version for to attempt installing a Windows version. I kept getting an exception when it tried to build the database during the build.sh (Application bug but I don’t know) …

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GET THE POPCORN! LINKS OF THE TITANS AS THEY duke it out!! This is between Paul Cottrell vs London Quant

Well, the last 24 hours has been interesting, I am putting a call out to you as I want to hear your opinion! I have created 2 postings so see at the bottom to comment: See the ‘titans’ duke it out!! This is between  Paul Cottrell vs London Quant  for machine learning As a result  …

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Latest links for best ranking MFE Programs and Universities rated by QuantNet.com

Latest links for best ranking MFE Programs and Universities rated by QuantNet.com If you cannot afford these schools or cannot be bothered, join my FREE newsletter to see how I plan to accomplish the equivalent This just came in  from the founder of QuantNet.com New York – QuantNet today released the third bi-annual edition of …

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Open source forex trading broker options with Links of bad Interactive Brokers bad reviews with options of MB Trading Lightspeed

Open source forex trading broker options with Links of bad Interactive Brokers bad reviews with options of MB Trading Lightspeed Tradelink Broker Options: http://code.google.com/p/tradelink/wiki/ProviderFeatureMatrix   Could Interactive Brokers be in a start of a death spiral? This is not good: http://online.wsj.com/article/BT-CO-20130416-712803.html   The horror story reviews with poor ratings: http://www.yelp.ca/biz/interactive-brokers-llc-greenwich http://www.forexpeacearmy.com/public/review/www.interactivebrokers.com http://www.elitetrader.com/br/?action=view&R_FirmID=43 MB Trading requirements …

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New trading technical analysis indicator course  for hot pairs

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