Tag Archives: mode

DotNET CSharp program to Automatically Monitor VIX volatility fear index to trigger day trading mode in this automated trading system

DotNET CSharp program to Automatically Monitor VIX volatility fear index to trigger day trading mode in this automated trading system

I have a video to demonstrate how I do this

Using the Yahoo Finance API for CSV

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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!

Survey says! Next chosen quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH

Survey says! Next chosen  quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH

This according to my survey of http://quantlabs.net/surveys/2012/06/29/what-financial-forecasting-model-type-do-you-focus-on-within-r-or-other-statistical-tool/

We have played with a moving average indicator so now we focus on Pair Trading and GARCH!

My prediction will be that the pairs trading will most likely use a popular webinar technique of Mathwork’s MATLAB.

As for GARCH, there is a wide variety ways of doing it so I may visit Matlab’s techniques as explained in my Matlab courses

But I most likely integrate the R ones as they are more advanced. Oddly enough huh?

All the code will be implemented in my custom trading platform but the source code will be available to Elite members.

Check what I got on Youtube

For GARCH: http://www.youtube.com/user/quantlabs/search?query=garch

For Pairs Trading: http://www.youtube.com/user/quantlabs/search?query=pair

Did I mention you do get all SOURCE CODE in all of the above examples???

Interested in some of this stuff? JOIN MY FREE NEWSLETTER

 

 

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!

SO why waste your time hand coding your strategy or model for your trading platform’s native programming language?

A word from our sponsorSee a link below the a huge discovery that could shave years off your trading strategy research or platform development. My QuantLabs.net Premium Membership funds me to discover these gems so you reap the benefits!!

Once again, I am learning how people are hand coding their strategies in their platforms native language like C++, Java or C#. Why would you do that? That is why I am trying to use ways to bridge code from either proven prototyping products or statistical tools. If you want to waste your time hand coding an unproven strategy, go for it. I won’t stop you but it could lead you down the wrong path. In some cases years, or other cases dozens of programmers who get fired due to some guys vision of his potentially unprofitable strategy. Believe me, I have seen it. It isn’t pretty especially when it involves a spouse!  Anyhoo…. I have got two options at my disposal to alleviate this dilemma with my new HFT platform. You have two choices to follow on this:

1. Search and search and search my blog or anywhere else online. Good luck! Or follow me via my email list or Linked In to get an idea.
2. OR...join my QuantLabs.net Premium membership now to save the time and maybe even your relationship.
Sacrifices may need to be made if you believe in what you believe.
If you need to know on how I am getting around this, I would watch this video as it could be the bedrock of my new system.
The choice is yours.
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!

LMAX Disruptor model gets less than 1 ms latency for quant development and HFT? Video using open source Java, JBOSS, PostgresSQL

LMAX Disruptor model gets less than 1 ms latency for quant development and HFT? Video using open source Java, JBOSS, PostgresSQL

LMAX – How to Do 100K TPS at Less than 1ms Latency

Summary
Martin Thompson and Michael Barker talk about building a HPC financial system handling over 100K tps at less than 1ms latency by having a new approach to infrastructure and software. Some of the tips include: understand the platform, model the domain, create a clear separation of concerns, choose data structures wisely, and run business logic on a single thread.

http://www.infoq.com/presentations/LMAXgen

Also, the one thing I like about this talk is how they pre-allocated their buffers to optimize and minimize garbage collection. They put everything in a ‘ring buffer’ to minimize GC and optimize their caching. This may eliminate those who doubt Java because of garbage collection.

This has been open sourced as well http://code.google.com/p/disruptor/

After researching, this may become a game change for my solutions?

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!

Octave can be nice FREE alernative tool to Matlab or R for quant algo model or strategy research Youtube video demo

Octave can be nice FREE alernative tool to Matlab or R for quant algo model or strategy research Youtube video demo

 

Learn more 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!

Details of todays Meetup: How to properly model time series data and to forecast

Details of todays Meetup: How to properly model time series data and to forecast

For today’s webinar at 5pm EST:
How to properly model time series data and to forecast
It will be in a Skype sessions so I need your Skype Id for access. Please send it to me at:
http://quantlabs.net/labs/about/contact-us

Once I get it, I will send out an invite from my Skype info which means you will have access once you get the invite.  Also, be on Skype just before 5 PM EST as I pull people in.

Do remember there is a severe limitation of 10 people to this session.
I do hope to get GotoMeeting for future sessions like this. It will allow more people in future sessions.
If you are ever interested in becoming a Premium member, get info here:

http://quantlabs.net/membership.htm

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!