Tag Archives: mean reversion

What I learned from Matlab presentation on machine learning clustering and ernie chan mean reversion strategy

What I learned from Matlab presentation on machine learning clustering and ernie chan mean reversion strategy

This was easier for me to put in a video

Learn FREE how I plan to implement this into my new upcoming trading platform.

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R courseware for trading coming soon with arbitrage, volatility, mean reversion, pair trading, quant, and technical analysis

R courseware topic for trading coming soon with arbitrage, volatility, mean reversion, pair trading, quant, and technical analysis

R courses now getting posted! They include separate courses on R sample coding samples of:

Arbitrage and Volatility

Mean Reversion and Pair Trading

Technical Analysis

Quant related including GARCH

This is for my NEW QuantLabs.net section on various courseware topics. More details to come!

I am still trying to get the pricing point but you get help determine those prices here.

Get my FREE newsletter when I am ready to announce the launch of it!

 

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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!

Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model

Hi there
Interested in learning about one of those most popular methods in forecasting markets?
Here is a more detailed set of R scripts with source code walkthrough demo
1. Backtesting a set of strategies
2. Jeff Augen example of volatility-spikes
3. Mean Reversion with Volatility spikes
4. Euler- demo with  Ornstein Uhlenbeck process which is a low level mean reversion
If you are interested in seeing this, please join my membership to get immediate access.

–> Get access here <–

Got questions or comments,

Let me know
Bryan

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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!

Youtube video on my demo of mean reversion or mean reverting using r with backtesting example

Youtube video on my demo of mean reversion or mean reverting  using r with backtesting example

This is for my Premium Membership but get your access now to this by going 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!

R script: Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model

R script: Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model

Here is a more detailed set of R scripts with source code walkthrough demo

1. Backtesting a set of strategies
2. Jeff Augen example of volatility-spikes
3. Mean Reversion with Volatility spikes
4. Euler- demo with  Ornstein Uhlenbeck process which is a low level mean reversion

These will be posted fo Premium Mermbers so you can get your access now. Also, expect a webinar to come on this soon too.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Today is mean reversion trading model and and strategy developing day with new R source walkthrough

Today is mean reversion trading model and and strategy developing day with new R source walkthrough

I am recording these for my Premium Members with new webinars coming soon. I have many more of these types of videos and R source code walkthroughs. Want to join the party? Get access here.  

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Introducing our first R market forecasting model on ARIMA , Coming soon: Moving average, pair trading, mean reversion, etc

HI there
I am now entering a new phase of focusing on nothing but market trading model and strategy development. I have been knee deep in the weeds with many forecasting models including ARIMA, ARMA, and GARCH. In fact, I am hosting my own online event to introduce an ARIMA forecasting  model in R.
This will be an online event happening this Tues Oct 23 at 7pm!
Details include:
This is pretty well our first compete end to end R script strategy that includes real world market data capture, parallelizing processes with a complete model with plotting. As ARIMA is one of the most popular forecasting model types out there, I look at the various types of parameters used in auto-regression with p (AR)and q (moving average) parameters. I also show a custom function that can be used to auto fit this including parallelizing. It is important when to test for a stationary time series and when to differentiate it. I also show which R package to use to run an ARIMA processed simulation with proper prediction. End result plots are also generated.
This will be only for Premium Members so join now to get the instant access now to be registered and get the login details!
–> SIGN UP HERE <–
Got questions or feedback on this, let me know
Thanks Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo

This has been posted in the PremiumMembership section. This saves people tonnes of time which R script works and which ones don’t. Also, there will be a R source code walkthrough of each coming over the next few weeks.

Get instant access to this now!

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

How to customize Matlab with Mean Reversion Forecasting just the way you want it for juicy PROFITS

Hi, Brian here!

I’ve just finished a video posting for Quantlabs.net Premium members
you’ll want to know about.

It includes a full analysis of popular market forecasting technique
called Mean Reversion in Matlab source code.  It’s not a straightforward algorithm. In fact, my analysis includes mathematical  techniques such as ordinary least
squares, maximum likelihood, and simple linear regression with various
popular Greek parameters. For instance, using parameters Sigma,
Lambda, and the like helps you instantly calculate the exact
coefficients you need.

I also provide plots that show which estimation technique works best
for specific mean reversion processes. Now you can determine which
technique suits your personal needs the best. Get precisise estimation to!

So I invite you to become part of my Quantlabs.net Premium
membership to get this video walk-through and the others I’ve created
including GARCH, ARIMA, PCA, Markov Chains and Monte Carlo
simulations.
Not to mention open source software projects and other
algorithm courses too!

Join today to get exactly the resources you need to stay ahead of
the pack.

Get exact instant access:

here.

Sign up here:

http://quantlabs.net/quant-member-benefits/

Get more information on the resources available to Premium members
here:

[link]

See you “on the inside”!

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

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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!

Suggestions needed for Algorithmic Trading Project which aims to predict future stock price mean reversion following shocks to liquidity

Suggestions needed for Algorithmic Trading Project which aims to predict future stock price mean reversion following shocks to liquidity.

Hi,
I am final year Computer Science student. I am doing a project in my Machine Learning course. The project is related to Algorithmic Trading. The project is aimed to predict future stock price mean reversion following liquidity shocks.

I am looking for suggestions on Machine Learning Models to use, where to start and some materials to read. I request the experts here to kindly give me some advice.

 

This sounds like the Algorithmic Trading contest currently being held by Kaggle:

http://www.kaggle.com/c/AlgorithmicTradingChallenge/

Maybe try posting to their discussion forums. You might find people in the same boat as you.

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!