Tag Archives: Machine Learning

An Absolute Guide to Take Off in Machine Learning

Absolute Guide to Take Off in Machine Learning

I am winding down the LIMITED number of slots I will allow to get the current rate of my Python Algo Infrastructure Trading.

It is currently listed at $247 but may double going into EARLY next week.
Some have asked me about the content I will be adding to this:

Crypto currency additions learned lately including funding wallets and exchanges

Confirming your automated market or limit order

Confirming your Oanda connection for both Forex and CFD
trading (will work USA residents!)

 

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Absolute Guide to Take Off in Machine Learning

Here is another article I read along live on Facebook. Check it out here:

https://blog.goodaudience.com/an-absolute-guide-to-take-off-in-machine-learning-27ed3c330397

I find it quite interesting how there all these different terminologies and definitions of maybe the same thing in other areas like Math. This article clearly explains how Python is the dominant language if you want to use Machine Learning especially if you want to learn the libraries commonly used. I plant to use both Tensorflow as well as the usual ones you see me tinker around with.

Machine learning which does lead into deep nets as well as artificial intelligence which gets even more complicated. I will need to beef up my math skills from the many source I used including Khan Academy.Let me know what you think about articles like this. Do you find they are helpful your journey into the new definition of what quant is becoming. I also do know many high frequency trading shops have gotten well underway with machine learning. What do you know?

Read Now
I just detailed how the Automated Watchlist and Positions Manager will be working which will become the nerve center of this entire Algo Trading System. It will work for both crypto currency and forex. The way I see, there is a lot more to make from Crypto at this point!!
Watch this video
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!

Absolute Guide to Take Off in Machine Learning

Absolute Guide to Take Off in Machine Learning

Here is another article I read along live on Facebook. Check it out here:

https://blog.goodaudience.com/an-absolute-guide-to-take-off-in-machine-learning-27ed3c330397

I find it quite interesting how there all these different terminologies and definitions of maybe the same thing in other areas like Math. This article clearly explains how Python is the dominant language if you want to use Machine Learning especially if you want to learn the libraries commonly used. I plant to use both Tensorflow as well as the usual ones you see me tinker around with.

Machine learning which does lead into deep nets as well as artificial intelligence which gets even more complicated. I will need to beef up my math skills from the many source I used including Khan Academy.

Let me know what you think about articles like this. Do you find they are helpful your journey into the new definition of what quant is becoming. I also do know many high frequency trading shops have gotten well underway with machine learning. What do you know?

If you want to jumpstart your Python with algo trading, try this

New course!! Building Python algo trading system with Bitcoin an crypto currency focus

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!

Machine Learning framework for Algo trading on Energy markets

I went through an article which focuses on a framework for an algo trading system based on machine learning. This also focuses on the energy market. You may find this article overwhelming but it does cover all the steps involved for a compete machine learning system. I already found some applications which will be helpful for my ranking of crypto currency pairs for each trading session. Note below my webinar for Tues on ‘How I funded bitcoin and automated trades’

Note I am experimenting using both Facebook and Instagram for video delivery. I must I am happier than with the results I am seeing.

Please visit here to view

https://quantlabs.net/blog/2018/07/autograph-converts-python-tensorflow-graphs-ml-model-add-view-article-within-video/

If you want to follow my video on my Facebook page, just become a follower by going to

https://www.facebook.com/pg/quantlabsnet

We got already over 1200. I will be doing more improptu Facebook LIVE where you will be notified of when this happens.

Also, I have scheduled an online event for this Tuesday

Webinar: How I funded Bitcoin and automated trades with Binance

 

 

How I funded Bitcoin and automated trades with Binance. I explain the entire steps involved and different options available

 

 

Description

I will go through these steps as explained at

How I deposited cash into Bitcoin into Binance with an ATM and cash

https://quantlabs.net/blog/2018/07/how-i-deposited-cash-into-bitcoin-into-binance-with-an-atm-and-cash/

Send order to Binance exchange with Python CCXT package

https://quantlabs.net/blog/2018/07/unknown-error-send-order-to-binance-exchange-with-python-ccxt-package/

 

Time

Jul 24, 2018 7:00 PM Eastern Time (US and Canada)

 

Login details

 

Hi there,

You are invited to a Zoom webinar.
When: Jul 24, 2018 7:00 PM Eastern Time (US and Canada)
Topic: How I funded Bitcoin and automated trades with Binance

Please click the link below to join the webinar:
https://zoom.us/j/824670655

Or iPhone one-tap :
US: +16699006833,,824670655# or +16465588656,,824670655#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 669 900 6833 or +1 646 558 8656
Webinar ID: 824 670 655
International numbers available: https://zoom.us/u/PVmSqBuI

You bet that this new automated trading with Binance will be part of Analytics service.

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!

Machine Learning framework for Algorithmic trading on Energy markets

Machine Learning framework for Algorithmic trading on Energy markets

I add my view of this article within this video

 

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!

AutoGraph converts Python into TensorFlow graphs for ML Model

AutoGraph converts Python into TensorFlow graphs for ML Model

I add my view of this article within this video

View story at Medium.com

 

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!

Machine Learning Made Easy For Quant Analytics

Despite what I reported yesterday, I always find an article that can contradict what is said. This particular article highlights machine learning/deep learning/artificial intelligent concepts I am of course not reporting about your little brother’s level of artificial intelligence. This for quant analytics.  Anyhow, forget that bad humor.

This article explains the difference while giving realistic examples of each of these concepts:

Three ways we teach machines are SupervisedUnsupervised, and Reinforcement Learning. T

These are well explained so you may want to read this article with focus if you do not know what machine learning is.

https://thenewstack.io/machine-learning-made-easy/

In case you missed this from yesterdays email with the latest updates in which I am working on:

No Webinar This Monday

As for the latest software developments, I was hoping to showcase some of the advancements I am making on the ‘watchlist.’ I have decided to separate this nerve center script in to two separate functions of market entries with market exits. We all know about the report, I am adding some more reliable indicators before trading entries can happen. As for the exit, Average True Range will always remain as the only indicator needed working no different than a trailing stop. Because I was not able to finish up the coding for a live demo, I am holding off until later in the week for one. It will be a last minute impromptu live session on my Youtube.com/quantlabs channel.

There would be a number of charts and spreadsheets that this new watchlist will generate. As usual, these files will become part of the Quant Analytics service.

>>>>> JOIN ANALYTICS NOW <<<<

I would also like to mention that you can expect some extra demo videos of how to use the crypto currency scripts coming. I will add these to the Python 3 Infrastructure Blocks with Crypto course. If needed, I will add extra months for the new content.

NOTE: Before I add this new content, I will keep the current price low but expect a significant price increase. Do remember this course is the backbone for the all current scripts I am running on the strategy I have been showcasing over the last number of months.

>>> BUY THIS PYTHON COURSE NOW <<<

Thanks Bryan

Buy This Python Course Now
Join the QUANT ANALYTICS for Traders
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!

Is this Python code of linear regression really machine learning

Is this Python code of linear regression really machine learning? Seriously, why do less knowledgable people just rely on the result of some popular machine learning framework like TensorFlow. Don’t you think it is wise to understand the underlying math? I have used this stuff with MATLAB well before the terms big data and machine learning  became popular. I am no expert here but I would like to have some experts add their opinion on it.

Looking for input

Comment away in my video where I am wrong. I like to learn what you think. All I ask is be respectful about it

Robert Pardo book for forward walking

https://onlinelibrary.wiley.com/doi/book/10.1002/9781119196969

https://en.wikipedia.org/wiki/Linear_function

TensorFlow and Nutonian machine learning for algo trading tips

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!

Bayesian Linear Regression in Python: Using Machine Learning. Is R code walkthrough better?

If you are into machine learning, this is one popular technique used for forecasting. Actually, using Bayesian appears to be standard. Many people have like this posting which is an entire tutorial on how to accomplish this task. Here is the article for you:

https://towardsdatascience.com/bayesian-linear-regression-in-python-using-machine-learning-to-predict-student-grades-part-2-b72059a8ac7e

Is R better

This particular totorial is completed in Python but R could be somewhat useful in other instances.

Lastly, I am quite surprised on how well my old legacy R course was quite popular. In case you missed it, here are the details:

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

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!

tensorflow machine learning standard option for algo trading but there is simpler options

tensorflow machine learning standard option for algo trading but there is simpler options

 

Various links below show simple ways to use linear regression with R Squared. It then evolves into using SciKitLean Python Package which is relatively simple but could be effective if you are just after R Square to measure strength of the trend.

towardsdatascience.com/simple-and-multiple-linear-regression-in-python-c928425168f9

blastchart.com/Community/IndicatorGuide/Indicators/LinearRegressionRSquared.aspx

premium.working-money.com/wm/display.asp?art=340

This next link offers a look the complicated TensorFlow Model Library from Google. This is the definite standard defacto in the financial industry. I know this when I saw samples used by high end HFT shops with their workshops for the Newsweek AI conference in NYC last Nov.

Set stock data target with https://medium.com/mlreview/a-simple-deep-learning-model-for-stock-price-prediction-using-tensorflow-30505541d877 <– TensorFlow complex but offers many options

I will also say that TensorFlow offer the most choice. See below a tip below from someone in my private Telegram group. This could save you loads of time instead of wasting time by going down rabbit holes.

For crypto use, https://dashee87.github.io/deep%20learning/python/predicting-cryptocurrency-prices-with-deep-learning/

Note that this uses Keras which obviously simpler than TensorFlow. I would probably move towards TF as I get deeper into this.

Here is that useful tip:

My quick-fire tips: in general I’ve had more success constantly-retraining the ML models (every day in your case) as opposed to the usual train/test/validate method. Either that, or use ML models that are specifically designed to capture the time-varying properties of time series (these models can usually be updated in an online fashion). Never used raw prices as inputs—there is so much autocorrelation in the features that the predicted price will just end up being the last close. Instead use returns (I prefer logarithmic returns over simple returns, but it doesn’t make much difference).

Try to use a target that is directly related to the outcome of a potential trade. If that is too complicated, try having separate targets for direction and volatility. I prefer regression algos to classifiers. If possible, require that your model predicts opposite scenarios for both a long and short trade; e.g. it predicts a long trade will make money *AND* a short trade will lose money, and vice-versa. Avoid neural networks when you’re just starting out – there are too many hyperparameters to tune. Ensemble methods are fantastic, and can be very profitable

Here is my conclusion:

If you are like me just trying to figure out general trend through LSR and R-square, I tend to use these for now. As a result, I may use the SciKitLearn example for simplicity but stop there. I really don’t want to go down the various rabbit holes to experiment with more complex ML libraries. I see no reason compared to the recent sub minute study/reseach/playing around experiment at the sub minute level I started back in Dec which became a time waster with no results.

 

For those keeping track, if you don’t want to use Python with TensorFlow there is a simpler C++ option

https://tebesu.github.io/posts/Training-a-TensorFlow-graph-in-C++-API

 

This is the simplest so far but which started this whole level of research

https://stackoverflow.com/questions/893657/how-do-i-calculate-r-squared-using-python-and-numpy

You can see how simple stuff turns complex

 

Williams % and Stochastics most reliable Matlab technical indicator

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!

TensorFlow and Nutonian machine learning for algo trading tips

TensorFlow and Nutonian machine learning for algo trading tips

Here they are for curve fitting or pattern recognition

Pro Deep Learning with TensorFlow – pdf – Free IT eBooks Download

http://www.allitebooks.com/pro-deep-learning-with-tensorflow/

 

Learning TensorFlow – pdf – Free IT eBooks Download

http://www.allitebooks.com/learning-tensorflow/

https://www.nutonian.com/ <- #1 tool for trading used by pros

http://chaoshunter.com/ <– would you trust this ??

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!