Tag Archives: Master

Master open range breakout in trading

Master open range breakout in trading

Another indicator to add to the mix even though it is technical analysis based

 

The Fine Art of Opening Range Breakout Trading and How to Master It

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Master Hypothesis Testing in Stats

Master Hypothesis Testing in Statistics

I posted a well-liked instructional posting about hypothesis testing within statistics. From my experimentations with a Matlab, you can use to test if a trading pair co-integrates or not.

You can read deeper on other uses going here.

Flink vs Spark just stream data with Redis

I just posted a 15 minute video on using Interactive Brokers TWS with Java in Ubuntu Linux. This is to prove that you can retrieve LIVE market data from a decent source like Interactive Brokers. As explained in this video, I feel I have to drop Microsoft Windows for the usual problems as you’ll see in this video. Damn…where is that Windows 10 Start button again? Although I like IQFeed a lot, it is not natively supported on Linux. After doing a load of research it seems to be a lost cause to even make an attempt to port it over. As a result, I have verified that you can retrieve LIVE data for forex, futures and equity data.

 

Go here to see that video

 

This week is my entry into learning options trading strategies. From what I see, this is the ultimate set of tools at your disposal to quick performing trading models and strategies to give you for your edge in trading. This is because I use C++ on Linux. I will be focusing in my LIVE webinars and source code examples I offer in coming weeks.

>> JOIN NOW FOR IMMEDIATE ACCESS <<

Lots of Membership benefits listed here.

Thanks for reading

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Master Hypothesis Testing in Statistics

Master Hypothesis Testing in Statistics

All this is highly useful in your trading analysis

http://www.analyticsvidhya.com/blog/2015/09/hypothesis-testing-explained/?utm_content=bufferca18a&utm_medium=social

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Redis slave master replication demo in Ubuntu Linux

Redis slave master replication demo in Ubuntu Linux

Simple and but I have a better understand on how this works to build a cluster

https://www.digitalocean.com/community/tutorials/how-to-configure-a-redis-cluster-on-ubuntu-14-04

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Quant master Ray Dalio talks risk

Quant master Ray Dalio talks risk

Spoken at Bill Ackman’s stock picking summit. Ray Dahlio is a math genius who knows a lot on risk

http://www.forbes.com/sites/antoinegara/2015/02/13/bill-ackman-ray-dalio-harbor/

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What software developer skills do you need as an HFT developer? How much do you need to master math for quant trading?

What software developer skills do you need as an HFT developer? How much do you need to master math for quant trading?
I keep getting questions like this
Hi Bryan.
I follow your job on your site.
I have one question for you. I would like to become a quant trader. I master mathematics, but I do not have so strong code skills. Could you suggest me what you would do if you were on my foot?
Another from Facebook
hello sir, I have one query. I am a newbie to programming. I know very basics of programming in c#. I want to be a HFT developer. Where to start. Which things I must concentrate (such as Technical analysis, quantitative analysis, etc). kindly guide me.. thank you
I just usually respond with a blank video response below

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Master Matlab with little-known shortcuts

Bryan here from Quantlabs.net.

To most people, Matlab is probably the most important software for quants.

You can do numeric computation, advanced 2-D and 3-D graphics, custom graphical user interfaces, and pretty much any quant-related task for iterative exploration, design, and problem solving.

That’s a lot of functionality, and many users get lost in the Matlab forest. But there aren’t many Matlab issues I haven’t seen before. There’s a great chance I’ve already encountered your problem and have a fix for it.

Would you like to know how and why I use Matlab to quickly learn models and algos? I have 3 years of intense Matlab experience and I’ve built dozens of trading systems and algorithms with it.

And even better: would you like to know what I’ve found that’s better than Matlab?

Check out this video for the details here.

Ready to cut years off your quant trading learning curve? Just sign up now …

–> Go here to sign up for immediate access! <—

Good trading,
Bryan
Quantlabs.net Editor
“Those that know, don’t tell. Until now.”

P.S.: A Premium membership offers a lot more than “just” time-saving Matlab video tutorials. It also includes 30+ daily trading models, open source code projects, database managers, and trade data … it’s all here!

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Master’s in High Frequency Finance

Master’s in High Frequency Finance http://jonathankinlay.com/?p=375

I have been discussing with some potential academic partners the concept for a new graduate program in High Frequency Finance. The idea is to take concept of the Computational Finance program developed in the 1990s and update it to meet the needs of students in the 2010s.

I would be interested in feedback and suggestions as to the proposed content of the program

I know a professor at NJIT who is focusing on HFT as well but mostly on tech side, quant side might be an interest to them. Please let me know if you like an intro.

Would that be an expensive class? It seems that elegant coding is only a part of the entire HFT/ULL process. 29West, Infiniband and 10GbE seem to be the latest technologies utilized for ULL systems, and they aren’t cheap

Sounds very interesting. Would you be involving FPGAs and hardware languages like VHDL? Thats what I am using for HFT at the moment?

If this is a taught Masters, I think there needs to be a module that provides a strong macro overview of how markets interact – unless those that are taking the course already have considerable market / trading experience

 

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How to use Matlab simple code for submitting a limit order on a contract. The master of Quant has spoken!

How to use Matlab simple code for submitting a limit order on a contract

There seems to be a new project on the horizon. Here is how the author explains his project:

This is IbMatlab version 0.0.4 (svn revision 327). This release adds very simple code for submitting a limit order on a contract. We have now broken up the demo code into three scripts in order to test the three elementary tools provided:
(1) Historical Data Requests
(2) Market Data Requests
(3) Entering Limit Orders

This looks quite interesting. One comment was posted stating:

ave been trying to build an IB interface class on my own and things were going well, EXCEPT for one thing: when I pass a class method as a callback handler to the activex component, the class can not be destructed afterwards. ‘clear classes’ gives a warning that the class still exists.

I am personally excited to this type of development with Matlab and C++. It makes me feel I am not the only one. This particular project may expand as more and more people are contributing to it. It also very recent meaning it is not like a year old project you find on something like Source Forge. I give this project an A+. Also, this is what Riggster said on his site:

Lately I have been working on writing some matlab functions to connect Matlab and Interactive Brokers via their ActiveX API. Recently I found someone had written some very nice code and posted it at leptokurtosis. You have to create a login to download the code, but that takes about 30 seconds. It is called IbMatlab, and the most recent version he has posted is 0.0.4. The guy that wrote it says that it is rough, but after looking at his code, I would say he is no novice. I just started using his functions a couple days ago, and would be interested to hear what other people think of them.

http://matlab-ib-trading.blogspot.com/2010_11_01_archive.html

Alos, find this project over at:
http://leptokurtosis.com/main/node/15

Once again, I must congrats to all involved in this one. Matlab is once again proving itself as the master in Quant.

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Why would you pursue $60K debt to pursue Master or PHD in finance where there will be no jobs?

Why would you pursue $60K debt to pursue Master or PHD in finance where there will be no jobs?

Seriously. Why would someone do this? Students of these programs are proving to be sheep going to slaughter. You rack up a sixty thousand dollar debt for some top Ivy school in a Western country for a masters degree. You then turn around and do the same for a PHD? Let’s figure this out.

You do it because you see a gold pot at the end of the school rainbow. You do it because you see the glory. There is a lot of work up front to get you there. But let’s also figure this out. The schools, universities, and even colleges are pretty smart as they toot their promotional efforts to suck you in to for these degrees. There is nothing wrong with that, it is the industry you want to work in.

Let’s figure this out. You have the large Tier 1 investment banks like Goldman Sachs, Morgan Stanley, and so on hiring earlier this year. It is no wonder people get excited when the stock markets respond to up trends. Next thing you know, we are back to uncertainty like we are now. Hiring freezes from these same companies, and even layoffs. It is predicted that over 80,000 will be lost over the next eighteen months on Wall Street alone. Not including the global plays like in the United Kingdom, China, India, or wherever else the local industries are booming.

Will there be jobs for you when you graduate? Even if there are, I don’t know if you heard but the hiring practises are brutal. You better be top grads at your school. And yes, the school matters too. Get over it. That is how this brutal world works. Check out some of the other posts on this site to get check out some of these brutal hiring practices at big hedge fund companies, and even the little wanna be big hedge fund prop shops.   Then you got those fickle big investment banks to.

So why bother risking your credit history, $60K of debt, to get a bunch of degrees for the kind of jobs that might not exist? Even if you get a chance, good luck in getting one.

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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!