Tag Archives: Monte Carlo

Monte Carlo Primer video now posted, social and new data feed Meetups soon #meetup

Monte Carlo Primer video now posted, social and new data feed Meetups soon

Hey all
Lots of stuff to promote:
Reminder for next week’s Meetup:
TAQTIQA; Intro and overview of high frequent market data infostructure
Mon Nov 12 7:00 PMThis is online via GotoMeetingCompany URL: www.taqtiqa.com Presentation Outline: The presentation will start with anoutline how Taqtiqa came about. Next will be an overview of the product…

http://www.meetup.com/quant-finance/events/89461842/

http://www.meetup.com/R-Matlab-Users/events/89461662/
Also: Nov Meetup Social in North York-R and C++ HFT platform blabbing

session?http://www.meetup.com/quant-finance/events/89463692/

http://www.meetup.com/R-Matlab-Users/events/89463962/
Also, the video from last nite presentation is posted:
Monte Carlo Methods – A Primer
http://www.youtube.com/watch?v=E4lv6a49E1Y
Please join the activities!
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 onA Primer on Monte Carlo Simulation and Methods for Model Research and Trading

Youtube video onA Primer on Monte Carlo Simulation and Methods for Model Research and Trading

http://quantlabs.net/membership.htm

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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!

HFT secrets for hedge funds backed by IBM, AMD, CIsco! FREE Monte Carlo Primer Meetup online MONDAY NITE!

Hi there
Some of the latest posting on my march to completing a C++ high frequency trading platform:
a.
b.
c.
Things are getting huge now around here at QuantLabs.net HQ as I will be adding more resources for this C++ development.
Login details via Goto Meeting for tomorrow on Monte Carlo – A Primer at 7pm EST.
1. Please join my meeting, Monday, November 05, 2012 at 7:00 PM Eastern Standard Time.
https://global.gotomeeting.com/j…
2. Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.
Dial  +1 (647) 497-9372
Access Code: 345-829-293
Audio PIN: Shown after joining the meeting
Meeting ID: 345-829-293
GoToMeeting®
Online Meetings Made Easy®

All this presented by my company Quantlabs.Net so join that membership as we will start posting highly secretive c++ source code to the membership!

I hope to see you online somewhere soon
Let me know if you got quiestions or comments
Thanks

 

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!

Meetups of Ernie Chan’s Pitfall of Backtesting, Monte Carlo primer, Beta analysis, PCA, Bayesian, and MCMC research models coming

Hi there

I have added two online Meetups for later this year.

1. Monte Carlo primer on Nov 5 at 7pm EST. Details here.

2. I made a video on this speaker of Dr. Ernie Chan’s Pitfalls of Backtesting. Go here. This Meetup happens on Dec 11 at 6:30 EST.

Also, I am preparing so many more strategy development and models with R script code walkthrough videos on Markov Chain Monte Carlo (MCMC),  PCA, and Bayesian. These are what the big boys use in their quant trading analysis and research for forecasting.

For my Premium Membership, I also added 4 new Beta and Fixed Income vs Asian Currency analysis R script models with videos each:

1. 4 myths on beta

2. Calculate beta with CAPM

3, Sophisticated beta analysis with advanced management and portfolio tools

4. Asian currency return analysis against the US Treasury 10 year bond

This increases the value for my Premium Membership as I add more live webinar demos on all these. Interested in joining my membership? Join –> here <– to get immediate access to so much. Benefits listed here.

Got questions or comment, 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!

Online Meetup event on Monte Carlo Methods – A Primer

Monte Carlo Methods – A Primer
Presenter: Alon Honig
Mote Carlo methods are best known for their applicability in finance
where they play a pivotal role in risk management.
Less acknowledged applications of these methods include electronic
circuits, biological drugs, and computer animations. This presentation
will cover what Monte Carlo Methods are, the sorts of problems they
are best at solving, and how you can create your own Monte Carlo
methods. The presentation will focus on the application of Monte Carlo
methods and is suitable to those with less quantitative experience.
Preparing questions about this subject before the presentation
is encouraged.

Alon is currently an Associate for AonHewitt working within the
Analytics Group of the Health and Benefits practice. In addition to
his corporate role he provides statistical consulting services to
small business with a focus on the Financial Services sector. He is
also an active member of the Toronto Association of Business and
Economics.

Before joining AonHewitt he had held positions in the Government,
Non-Profit and Healthcare sectors. Born in California, Alon holds a
Masters degree in economics from the University of Toronto where he
focused on Financial Econometrics. He also holds a Bachelors in
Financial Economics from the University of Western Ontario where he
specialized in International Finance.
Note that this is an online presentation through GotoMeeting

http://www.meetup.com/quant-finance/events/88301202/

http://www.meetup.com/R-Matlab-Users/events/88300882/

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!

Online Meetup for Quant Fnnance Members: Monte Carlo Methods – A Primer

Online Meetup for Quant Fnnance Members: Monte Carlo Methods – A Primer
Presenter: Alon Honig
Mote Carlo methods are best known for their applicability in finance
where they play a pivotal role in risk management.
Less acknowledged applications of these methods include electronic
circuits, biological drugs, and computer animations. This presentation
will cover what Monte Carlo Methods are, the sorts of problems they
are best at solving, and how you can create your own Monte Carlo
methods. The presentation will focus on the application of Monte Carlo
methods and is suitable to those with less quantitative experience.
Preparing questions about this subject before the presentation
is encouraged.

Alon is currently an Associate for AonHewitt working within the
Analytics Group of the Health and Benefits practice. In addition to
his corporate role he provides statistical consulting services to
small business with a focus on the Financial Services sector. He is
also an active member of the Toronto Association of Business and
Economics.

Before joining AonHewitt he had held positions in the Government,
Non-Profit and Healthcare sectors. Born in California, Alon holds a
Masters degree in economics from the University of Toronto where he
focused on Financial Econometrics. He also holds a Bachelors in
Financial Economics from the University of Western Ontario where he
specialized in International Finance.

 

Note that this is an online presentation through GotoMeeting

http://www.meetup.com/R-Matlab-Users/

http://www.meetup.com/R-Matlab-Users/events/88300882/

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!

2 hour webinar posted on why free open source NOSQL Redis is crucial for expedite your model Monte Carlo simulations with R demos

2 hour webinar posted on why free open source NOSQL Redis is crucial for expedite your model Monte Carlo simulations with R demos

I did a 1 on 1 webinar with a Premium Member which was originally supposed to be about my presentation on the importance using NOSQL for as a data repository and parallelization/cluster backend. I did demo some the benefits of it as a free open source option. This whole webinar revolved around the future of model and strategy development, high frequency trading, and which programming language to use as a trading platform. It is quite an interesting conversation and presentation as it was recorded for over 2 hours. This will be posted for my Premium members if they want to this solution and some other enlightening moments  on what I am working on.

You should watch it or get access now to 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!

The secret shortcut to valuation when regular analysis fails: Using Monte Carlo and a ARIMA models with MA AR(1) or AR(2) simulation

The secret shortcut to valuation when regular analysis fails: Using Monte Carlo and a ARIMA models with MA AR(1) or AR(2) simulation

Hi there,

Are you interested in accurately valuing complex options and other derivatives … as well as fixed income instruments?

And doing it faster than your competition?

It’s not very straightforward to get an accurate valuation, you know. That’s because you’ll never have enough data to get a perfect picture of a given instrument or portfolio. You have to “approximate” the data or your computations will never finish!

Unless you know how to use the Monte Carlo method, of course. It’s an ingenious shortcut not many traders understand. Here’s how it works:

1. First you define a domain of possible inputs. Then …
2. Generate inputs randomly from a probability distribution over the domain. And …
3. Perform a deterministic computation on the inputs.
4. Finally, you aggregate the results.

Done correctly, this method is surprisingly accurate. Not just for individual instruments, but entire portfolios. You can even simulate an entire stock market to practice trading stocks without risk!

In fact, for situations with more than 3 or 4 degrees of freedom, formulae such as Black Scholes (i.e. analytic solutions) don’t even exist, while other numerical methods such as the Binomial options pricing model and finite difference methods face several difficulties and are impractical.

In these cases, Monte Carlo methods converge to the solution more quickly, require less memory and are easier to program.

The programming gets even easier with my latest offering to Premium members. You see, I’m just finishing up a walkthrough video that explains what you need to know about using Monte Carlo simulations.

It’s absolutely essential if you want to minimize your learning curve for this very powerful tool. Especially when I’m including all the relevant source code in R for you. It doesn’t get any easier than this!

Get get access to this tutorial now:

–>http://quantlabs.net/dlg/sell.php?prodData=m%2C3<–

Other videos will cover Stochastic Volatility … Markov Chain … Autoregressive (AR(1)) and GARCH forecasting … Bootstrapping … Dynamic Linear Modeling … and more!

Learn about the rest of Premium benefits including our HFT and Algo Development courses, software tool kits, and more!

–>http://quantlabs.net/quant-member-benefits/ <–

Good trading,

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 Source Code Walkthru videos with Survey for Future Member WebinarsL Monte Carlo and ARIMA model forecasting with AR(1) AR(2)

R Source Code Walkthru videos with Survey for Future Member WebinarsL Monte Carlo and ARIMA model forecasting with AR(1) AR(2)

Hey there

As some members asked for webinars and more community, I have posted a quick survey to see what schedule works best for people. Please help out by answering:

http://quantlabs.net/surveys/2012/06/19/what-time-works-best-for-quantlabs-net-webinars-for-members-and-public-visitors/

 

See the video listed below by joining: http://quantlabs.net/membership.htm

I have posted the first of a series of my walkthough intro videos:

Introductory to the video walkthroughs:
xx
Monte Carlo R Videos:
xx

Introductory Walkthrough of Time Series with ARIMA models including AR(1), AR(2), MA

 

xx

Let me know what you think.

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!