Tag Archives: modelling

Website presents a series of lectures on quantitative economic modelling

Website presents a series of lectures on quantitative economic modelling

This includes Python and Julia

From someone on Facebook so thanks to them

http://lectures.quantecon.org/index.html

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Algor Trading Strategies Paradigms and Modelling Ideas

Algo Trading Strategies Paradigms and Modelling Ideas

From QuantInsti

Algorithmic Trading Strategies, Paradigms and Modelling Ideas

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Complete Tutorial on Modelling Time Series in R

 

Complete Tutorial on Time Series Modeling in R

 

In another social media site, I found this popular article about learning time series modelling with R the programming language. From the recent inside trading professionals that I’ve talked to, they still swear by this language. If you’re all new to this, you may want to check this out.

Go here for that

Buy all of our R courses


A lot of people don’t know, but I have spent about six months studying the varied uses of R. I particularly scoured the Internet for any articles related around trading. As a result, I have compiled a list of interesting projects that may be useful that use this language.

Check this out to see what I mean

Remember that this is one of the many benefits of my Quant Elite membership.

Join here if you’re one to take Algo Trading to the next level

Or go here if you just want to learn R for automated trading

Thanks Bryan

PS. Get immediate access to my Quant ELITE choose one of the following options:

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Linear Factor Modelling Theory

Linear Factor Models Theory

When I was younger, I was always excited to see the salaries of some of the best hedge fund managers. From what I learned a lot of it was due to heavy duty math and this thing called quantitative analysis. As the years of gone by and learning from multi million trading institutions, most strongly hinted to focus on simple trading strategies and math.

 

Here is one lesson that maybe too advanced for us mere math mortals

 

Because math is not my strength, many of the higher learning students have a huge advantage. From the high-end courses and people, I learn from, there is a common thread of keeping the math simple arithmetic and use fundamental techniques. I’m not saying these advanced math needs are useless, it is just too far down the path for me to learn at this point. To be honest I just want to get a simple but highly efficient trading system up and running ASAP. From there I’ll advance into the more math stuff later on in the year or beyond. This is all based on to challenge myself. Then of course we get into the world of machine learning which is still fairly new for trading. I’ve heard stories about how its consistent performance has not shown above average benchmark performance.

The final dance? High speed trading software architecture

As you know I’m coming down to the wire on the architecture of my software trading platform which I present on Monday. And so I want to be challenged by any advanced techies. I most likely will only be doing this once as I have decided finally on the technologies and frameworks that I want to use.

 

Here are the details of this free online webinar presentation

Don’t forget to join on of the Meetup groups highlighted in the above link.

 

Thanks for reading Bryan

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Option for modelling: Gurobi Python Anaconda

Option for modelling: Gurobi Python Anaconda

From tonight’s webinar:

option for modelling have a look at Gurobi – (Anaconda) new stuff

http://www.gurobi.com/downloads/get-anaconda?mkt_tok=3RkMMJWWfF9wsRokuqnNZKXonjHpfsX57%2BQpXqK%2BlMI%2F0ER3fOvrPUfGjI4DTcBiI%2BSLDwEYGJlv6SgFS7jEMbp5ybgNWxQ%3D

This video is available for my Quant Elite members

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New research papers for quant financial modelling added

New research papers for quant financial modelling added

Dozens have been added among lots of software trading samples including source code

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How does Paul Cottrell define agent based modelling for quant trading ideas and research?

How does Paul Cottrell define agent based modelling for quant trading ideas and research?

Read it here

http://the-studio-reykjavik.com/blog/2014/8/13/agent-based-modeling-by-paul-cottrell

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POLL: Which quant modelling and HFT potential courseware topics is of most interest to you?

POLL: Which quant modelling and HFT potential courseware topics is of most interest to you?

Answer here:

http://quantlabs.net/surveys/2013/05/16/q-which-quant-modelling-and-hft-potential-courseware-is-of-most-interest-to-you/

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Is this the best Microsoft C# DOTNET and C based API for numeric bases time series analysis modelling with charting?

Is this the best Microsoft C# DOTNET and C based API for numeric bases time series analysis modelling with charting?

This was sent from my London based quant friend:

http://www.roguewave.com/DesktopModules/Bring2mind/DMX/Download.aspx?entryid=530&command=core_download&PortalId=0&TabId=607

http://www.roguewave.com/products/imsl-numerical-libraries/.net-library.aspx

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Other options from my Youtube subscriber so thanks to him:

The main 3 math libraries are NAG (nag is the most popular), IMSL and GSL.

Here is the nag toolbox for .net:
http://www.nag.com/numeric/DT/DTdescription.asp

NAG also has a toolbox for matlab.

http://www.nag.com/numeric/MB/start.asp

GSL is open-source and doesn’t have native c# support, although someone developed a c# wrapper for it:

https://code.google.com/p/gsldotnet/

Supposedly, you can also use pinvoke to call the DLLs.

GNU MP big number library, which is used for large number computations is not a joke. Mathematica, Maple and Matlab all incorporate the code (it is LGPL licensed) into their programs.

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Another quant visitor asks about starting out in HFT and quant modelling for financial trading

Another quant visitor asks about starting out in HFT and quant modelling for financial trading

From Facebook another reader I get so many of these so let’s hope he figure out where to go?

Hello sir.
i was search many articals and webs about to know hft.almost on every articles and webs there is only introduction and description about hft but there is nothing to know and learn that how can hft model /e.a is created how can it will utilize.please guide me.i’am beginner in automated trading.
i’am very thankful to you for your guide lines and suggestions about hft

  • google is your friend

 

  • · i know sir but i’am tired thats why i need your kind help

 

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