Tag Archives: Markov Chain

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Method

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods Non complicated formulas to look at in this article
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NOTE that I have set to end this promotion this Friday (in 2 days)

I have this all explained in this video below

You can learn about:

  1. Python Algo Trading Infrastructure Building Blocks
  2. Interactive Blocks API Bootcamp Workshop
  3. Futures/Options Fundamentals with Source Code

 

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 Anyway my 18K in May 2017 is now 140K so I am not complaining…

Join here and More info: http://quantlabs.net/mkt/quant-elite-v2/
Further details:
https://quantlabs.net/blog/2017/12/final-offer-for-3-algo-trading-courses-under-1000/

You get this combo info right now for the next few days here 

 

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Note: The online marketing efforts will start next week targeting $500K> annual income active traders This means this pricing combo will go up to $2800 immediately after this sale. As more content gets added, you can expect it to further up to $4000 early next year in 2018!

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Query and reference:

I am a non profesional trader of futures (mini sp, …) and I use interactive brokers-TWS.

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Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods

Non complicated formulas to look at in this article

https://towardsdatascience.com/a-zero-math-introduction-to-markov-chain-monte-carlo-methods-dcba889e0c50

 

 

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MCMC Markov Chain Monte Carlo demos with Matlab

MCMC Markov Chain Monte Carlo demos with Matlab

Here is the toolbox framework link http://helios.fmi.fi/~lainema/mcmc/examples.html

Join my Quant Elite membership to access to the other Matlab script

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References for MCMC Markov Chain Monte Carlo Simulation for Matlab

Reference for MCMC Markov Chain Monte Carlo Simulation for Matlab

Hoestly, the help systems of Matlab does not specifially point to any resources so I decided to research some of these below

I am now looking at MCMC Markov Chain Monte Carlo Simulation for Matlab. This is a widely respected way of doing market analysis so here are some links:

Join my FREE newsletter to see which market forecasting models I use 

http://www2.math.su.se/matstat/und/bayes/pdf/Lab1eng.pdf <– some basic Maltab sample code as set up as tutorial

http://www.cs.ubc.ca/~murphyk/Teaching/CS340-Fall06/reading/mcmc.pdf <–somewhat advanced but has some decent code with function examples

https://www.msu.edu/~blackj/Scan_2003_02_12/Chapter_11_Markov_Chain_Monte_Carlo_Methods.pdf <–decent explanation with source code examples (no data source)

http://www.mathworks.com/products/statistics/code-examples.html;jsessionid=cb37a085985635731a702db4271d?file=/products/demos/shipping/stats/bayesdemo.html <–the slice sampler is an MCMC algorithm but will use Bayes in future demos

http://helios.fmi.fi/~lainema/mcmc/ <– best self contained framework with no external toolboxes needed

http://helios.fmi.fi/~lainema/mcmc/examples.html <–this contains the best real world example with http://helios.fmi.fi/~lainema/mcmc/ex/normalex.html

I confirmed it worked!

http://www.math.wsu.edu/faculty/genz/416/lect/l10-4.pdf <–scant explanation with code

http://matriisi.ee.tut.fi/courses/MAT-52500/part_II_lecture_6.pdf <– decent Powerpoint but not no example source code

Specific for finance:

http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf <- specific options/portfolio examples provided with source

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1964923 <- need to register at SSRN

http://stanfordphd.com/Markov_Chain_Monte_Carlo.html <– no specific code examples

http://homepages.inf.ed.ac.uk/imurray2/teaching/09mlss/slides.pdf <– easy to consumer Powerpoint slides with some code

https://www.google.ca/url?sa=t&rct=j&q=&esrc=s&source=web&cd=6&cad=rja&uact=8&ved=0CFsQFjAF&url=http%3A%2F%2Fwww.math.washington.edu%2F~morrow%2F336_11%2Fpapers%2Fjie.doc&ei=IdhGU9yXJebLsAS4j4DoDA&usg=AFQjCNG_VGVrMkXZmURRdBOLG6magpm1YA&sig2=VqEQ60VekMCsMaTYxRs6iQ&bvm=bv.64507335,d.b2I <– Word Doc download but scant

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Will these Markov Chain Monte Carlo Papers in Matlab be useful for quant trading

Will these Markov Chain  Monte Carlo Papers in Matlab be useful for quant trading

Learn more though our FREE newsletter how we will deploy these 

http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf  <– decent framework with code
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1964923
http://fmwww.bc.edu/ec-p/software/matlab/mbook.pdf  — 300 pages of Matlab Econometrics tutorial
http://stanfordphd.com/Markov_Chain_Monte_Carlo.html <– paid ??
http://homepages.inf.ed.ac.uk/imurray2/teaching/09mlss/slides.pdf <–start here but no code

https://www.uni-ulm.de/fileadmin/website_uni_ulm/mawi.inst.110/mitarbeiter/stenzel/MCMC/Schmidt_MCMC_2010.pdf <– 90 page complex with no source code
http://www.stat.duke.edu/~hw27/SSUR.html <–another detailed framework with source code
http://stanfordphd.com/Markov_Chain_Monte_Carlo.html

http://www.quantcode.com/modules/mylinks/viewcat.php?cid=3&orderby=titleD
http://www2.math.uu.se/fmb/courseinfo_statistics/Dat07-script8.pdf (research paper from QuantCode link above)
http://www.people.fas.harvard.edu/~plam/teaching/methods/mcmc/mcmc.pdf <– slide deck 200+ Pages (BEST end to end  intro with FULL walkthru for beginners) and R code)

http://www2.math.uu.se/fmb/courseinfo_statistics/Dat07-script8.pdf (90 pages with code and complex thoery based)
http://www.quantcode.com/modules/mylinks/viewcat.php?cid=3&orderby=titleD (Visit The Monte Carlo Framework, Examples from Finance and Generating Correlated Random Variables)

http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf (from quantcode.com link)

GBM=Geometric Brownian Motion

 

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Find unique ways to profitably forecast the market with raw GARCH and Markov Chain algorithms

Hey there,

I’ve finished my ‘GARCH in Finance Forecasting’ video series and there are some real gems inside for Premium members.

The series now features several hours of video, including a segment that details a raw algorithm — as opposed to R packages — to get the job done. Is that tougher to work with? Yes. But you can tweak it to generate profits in a proprietary way. This kind of flexibility is what makes quant billionaires.

(And remember, I’ve already included references such as complete R source code to make it easier and faster for you to pick up GARCH!)

In fact, I’ve found my own confidence with this popular forecasting method is now shooting through the roof.

And that’s not all. I’ve just posted another raw algorithm to calculate Markov Chains. Not many professional PhD modelers and researchers know about this method. But a select few are using these chains to profit hugely from the markets. Join them with my tutorial video which features a Markov Chain R code walkthrough.

Can you see that a Premium membership is going to save you weeks of time and endless frustration? You’ll avoid wasted effort by side-stepping the wrong financial model/strategy development paths. That’s why I created Quantlabs.net!

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Thanks for reading,
Bryan

P.S. I’m also making fantastic progress at determining the best magic bullets for profitable automated trading. Join me and learn more. I’m even launching private webinar sessions for members only within a few weeks!

Get immediate access to the Membership info  –> here <–

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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!