I thought I would do my first LIVE stream on Youtube. I am hoping to build a Python infrastructure using the instruction of Python book from QuantStart. Let’s see what happens,
NEW Summary analysis report for 13 long short crypto currency for June 8
I have included 2 samples of my latest crypto currency from Binance. This has scanned 315 pairs which generates 7 shorts and 6 longs. Most of these signal are false but this is part of the dilemma you will have if you do not combine the right indicators before taking the trade.
Video benefits attached
This 34 minute showcases all the issues and concerns you can have regardless of what of asset class you focus on. Crypto is very volatile so It looks like I have put on emphasis on volatility of the individual crypto pair versus a group volatility of the crypto that generate a buy or sell signal. I am still gauging volume as well if it is worth taking a trade or not.
Hi Bryan, thank you for your amazing blog! I have also taken the PTM course. However, there’s a flaw I noticed that I would like to ask you about. Let’s say long X is $100 and short Y is $100. This gives us a 100/100 = Ratio 1.0, and let’s say a 30% Stop-Loss (SL) would be at 0.7. BUT!!! If long goes down to 70 and our short remains at the same price at 100, the ratio would be 70/100 = 0.7 so our SL would be triggered and everything is fine. Now to the flaw: if our long stays at the same price but our short goes against us to 130, it would be 100/130 = 0.77 which means our SL would NOT be triggered!!! So we could lose more money in our spread than intended if our short goes against us. If our long goes against us we would lose at most 30% but if our short goes against us we could lose even more at most 43% (100/143 = 0.7)… Do you see this flaw when setting SL on spreads?
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NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Forex currency pair volatility long and short term views
I have 2 views of the FX markets with 11 months of recent of 1 min bar data. I have made videos in the past which is under my IQFeed playlist on Youtube. All of the video segments shows a consistent view of the markets for my short (intraday) view vs the long view. I still need to plug in the portfolio optimization peice in future videos You can join my Quant Analytics section here
From 4700 USA deep scanned stocks to 15 long short pairs for arbitrage pair trading
From what i see, this does have potential for intraday analysis and live trading. Long term position holds are not worthy of the risk esp in this upward moving market. Lots of testing is still needed to determine potential of this strategy.