Tag Archives: model development

High Frequency Trading, Ernie Chan Model Development, and Trading Strategies Webinars and social Meetups for Dec!

Hi there

Christmas is coming!! Wohoo. Who don’t like Santa Claus? Here is our schedule for this month in December.

1. My update for my High Frequency Trading platform with setting trading goals for QuantLabs.net Premium Members

–> Get access here <–

Meetup details here

2. Dr Ernie Chan’s presentation on why does not like Backtesting.

https://quantlabs.net/blog/2012/12/ernie-chans-pitfalls-of-backtesting-meetup-dec-11/

3. Social Meetup in North York/Toronto

https://quantlabs.net/blog/2012/11/toronto-xmas-quant-social-meetup-scheduled-for-dec-17-meetup/

So do I see you online?

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!

High Frequency Trading, Ernie Chan Model Development, and Trading Strategies Webinars and social Meetups for Dec!

Hi there

Christmas is coming!! Wohoo. Who don’t like Santa Claus? Here is our schedule for this month in December.

1. My update for my High Frequency Trading platform with setting trading goals forQuantLabs.net Premium Members

–> Get access here <–

Meetup details here

2. Dr Ernie Chan’s presentation on why does not like Backtesting.

https://quantlabs.net/blog/2012/12/ernie-chans-pitfalls-of-backtesting-meetup-dec-11/

3. Social Meetup in North York/Toronto

https://quantlabs.net/blog/2012/11/toronto-xmas-quant-social-meetup-scheduled-for-dec-17-meetup/

So do I see you online?

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!

Matlab Builder NE q&a and why R blows the doors off it for quant and model development or strategy building

Matlab Builder NE q&a and why R blows the doors off it for quant and model development or strategy building

A Youtube video user asked:

Matlab builder NE

Hi quantlabs,

I like your videos about Matlab and how it can be integrated with .NET.
I’m not that much of a programmer but here’s what I’d like to do:
1. Use “deploytool” to create a .NET-Assembly
2. Integrate it in a .NET application to do calculations on an array containing a financial time-series.
Unfortunately I get a bit confused when and how to use MWArray, MWNumericArray (etc..) when declaring the variables and arrays I need for the calculation.

Below there’s the code for the “magic square” example. I’m wondering how I need to change this “prototype code” for my purposes – taking an array of financial prices, passing it to the matlab function and returning the result. Can you help me?

Thanks you very much…
andrew8w

Dim obj As MLTestClass = Nothing
Dim input As MWNumericArray = Nothing
Dim output As MWNumericArray = Nothing
Dim result As MWArray() = Nothing

Try
obj = New MLTestClass()

input = 4
result = obj.magic(1, input)

output = DirectCast(result(0), MWNumericArray)
Console.WriteLine(output)
Catch generatedExceptionName As Exception

Throw
End Try

My answer is:
Use R. There are many better ways to integrate into an external language including .NET languages like C# or Visual C++ or even Java. I find R is easier with cetain R packages like RCaller. ALso, it is free so this is why I switched.

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!

Why you will never see discounts to our quant membership on learning trading technology, algo, strategy, and model development?

Why you will never see discounts to our quant membership on learning trading technology, algo, strategy, and model development?

successful indie traders!! I get comments or queries like this below all time:
Hi,

Can I get access to your site for the first month for $25 (4 kids!)?
I’m pretty new to the quant-level work … think your stuff might be temporarily way over my head. Not sure what value it’s going to bring me or if it will just be complete overload, but I would like to start into it with earnest.
If I can get into it, I think the $75 monthly fee or whatever it was would be very much worth it and I could justify it.
Let me know? Thanks,This is pretty easy to explain. View this video at Youtube to see how our dirt cheap rate for our grand tour of the membership:

First of all, we never put a gun to your head to join. Neither do we do hard sells for people to join. Our membership is growing at a nice pace. Once we get past our model R code walkthroughs, the membership will start learning about our selected and potential open source trading platform in Linux and C++. We will also demo the clustering and parallelization capabilities using open source. Also, we will include a a complete evaluation on what model forecasting techniques will show the most profitable potential. If all these items are still not enough to join for the highly affordable rate, well maybe you should either get out of trading or just walk into a casino. You will never make money in trading if you are not willing to make a little investment. Pretty simple I would think. We are in the midst of getting our public and private membership webinars going as well in order to build a community.  As you can tell, we don’t discount but will be increasing the rates exponentially as we will start focusing on the higher end market that are willing to pay $100 per month for our service. Don’t believe me this exists? Please visit this survey to see the results. http://quantlabs.net/surveys/

So consider the member ship already discounted quite heavily as It moves forward, the rate will be going up. Once you join, you will continue paying that rate forever as long as you remain a member. Plus, our payment administrator platform does not allow us to discount anyhow. We can only offer coupons but there may be a rare promotional offer during our public webinars so you will need to be an active participant to know about those. Find info like that by jolning our Meetup group. http://www.meetup.com/quant-finance/

Hope this helps

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!

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant or HFT
This has been posted in the new online course for our members. Get access to it by going here:
http://quantlabs.net/membership.htm

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!

Periodic or simple rate of return described in our algo, model development, strategy development online course for a quant or HFT

Periodic or simple rate of return described in our algo, model development, strategy development online course for a quant or HFT

This has been posted in the new online course for our members. Get access to it by going here:

http://quantlabs.net/membership.htm

 

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!

Right on! Java development done so now I can focus on model development and research again with Matllab

Right on! Java development done so now I can focus on model development and research again with Matllab

I just joined an R Meetup group so I will find out what this thing is about in the next month. Also, I very happy to get back to this process with Matlab. It is very critical for my premium membership service to expand it.

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!

Big Data Sets & Hadoop – BackTesting and/or Model Development

Big Data Sets & Hadoop – BackTesting and/or Model Development

Any out there use or using Hadoop as part of their backtesting repository? Any good lessons or experiences in using Hadoop?

—–

That is what we are going to use. We have done some researches in that field, including consultations with search engine developers that are using hadoop, and found out that it will fully suit us for storage and cluster calculations. The project is in development stage at the moment, so I can’t tell right now how hadoop performs) but it was designed for hard calculations

18 hours ago

—-

Did you look at any in-memory databases like VoltDB? or did Hadoop have more in the way of calculations?

—–

Hadoop should only be used if you need to spread the calculations between multiple nodes. This is where the speed is. You can easily connect as much nodes as you need. And that can be virtual machines, dedicated servers, work stations) and it can store significant amount of data with real time back up.

 

 

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!

Need help in quant development, trading development, model development, strategy development, or consulting?

Need help in quant development, trading development, model development, strategy development, or consulting?
Get details here.
Get in touch 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!