I just tuned on pair #trading#bot for #forex so I test paper trade
https://www.instagram.com/p/B0E0TyggZ9K/
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Let’t talk pair trading and arbitrage video playback
Links from the groups discussion
http://www.financial-spread-betting.com/wp-content/uploads/2011/04/pairs-trading.gif
Standard deviation 2
we use a time-based exit
the spread is an Ornstein-Uhlenbeck process
so you can compute the first passage time
once that time has elapsed, you know the trade has broken down
yeah we exit when the spread goes near the mean
usually 0.5 standard deviations away
Roughly
yeah, we use GPUs to findd the parameters and pairs to trade
opencl
http://www.surinotes.com/
the power of GPUs 🙂
we have tick data
it’s all historical patterns
we’re a pure quant fund – no fundamentals
well, we use 1M for testing
but we use bid and ask from tick
Do you use convolution methods to search for patterns?
yeah we use mid for entries
no we don’t, we literally just test every parameter combination
You can use stuff like shift invarient dictionary learning, basis search, any sort of multiscale wavelet will also give you a pattern dictionary.
post it on your blog if you remember 🙂
ATR EPS Market Cap
EXIT/Close-> Beta / SMA trendline TA/stats distribution/IV
you can use bollinger bands to do the same as what I’m doing
Sorry, Volume weighted price average for entry/exit
Jurik’s JMA is pretty good
https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM
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Last call for Equity pair trading/arbitrage: Kelly Criterion Tuesday nite
Last call! If you are interested in this Equity Arbitrage/Pair Trading strategy with video demos and source code, this is it. We are at last call! I just posted the login info for our last LIVE webinar on this topic for all my Quant Elite members which you need to be to attend. I will not repeat this anywhere any more as I transition into a data analytics service in coming months. If interested, get details on this course here:
https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/
MONTHLY: $97/MONTH: Click here
(I’m dropping this option VERY soon so this will be one of your very last chances to get the monthly membership)
ANNUAL + 6 BONUS MONTHS ($600 savings): Click here
BIGGEST SAVINGS with 24 BONUS months ($2400 savings): Click here
Huge savings are available right now on both long term memberships. But I’ll be reducing the number of bonus months available when I cut the monthly option.
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I am putting a hard set date together of July 12 for removing all source code demos and references to my Phase 1 equity trading/arbitrage strategy. I am currently teaching this up until July 5. As said, this is a one-time deal only and will be only available to my current and new Quant Elite members.
Here are the pricing options:
If you are interested in joining, here are all the pricing options:
MONTHLY: $97/MONTH: Click here
6 BONUS MONTH FREE Annual: Click here
BIGGEST SAVINGS with 24 BONUS months: Click here
As said, it now comes down to NOW or NEVER!
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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!
Arbitrage Pair Trading Python source code and video demos to be removed by Jul 12
This is a crucial alert!!
CRUCIAL PS. I am putting a hard set date together of July 12 for removing all source code demos and references to my Phase 1 equity trading/arbitrage. I am currently teaching this up until July 5. For Tuesday night, I will be hosting my technical analysis step. As said, this is a one-time deal only and will be only available to my current and new Quant Elite members.
Here are the pricing options:
If you are interested in joining, here are all the pricing options:
MONTHLY: $97/MONTH: Click here
6 BONUS MONTH FREE Annual: Click here
BIGGEST SAVINGS with 24 BONUS months: Click here
As said, it now comes down to NOW or NEVER!
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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!
Learn pair trading arbitrage futures options automated trading now
HI there
I start my LIVE teaching on the first strategy TONITE in a couple of hours. This starts exactly 8PM Eastern Standard time.
I made a video on this topic and the future of my QuantLabs.net you can see here
Highlights include:
If you are interested in seeing more detail on this course series, go here:
Python algo course series for your Indie Automated Trading Business
Further options are:
Get immediate access here:
MONTHLY: $97/MONTH: Click here
6 BONUS MONTH FREE Annual: Click here
BIGGEST SAVINGS with 24 BONUS months: Click here
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!
Learn pair trading arbitrage futures and options automated trading now
This starts up LIVE in a couple of hours with a limited window of opportunity as explained in the video
Credible audience profile
https://www.quantcast.com/quantlabs.net?qcLocale=en_US#trafficCard
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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!
New arbitrage pair trading strategy in equity available
Phase 1 of the Algo Trading Business Course series is posted for my Quant Elite members. This will be scheduled with live LESSON demos starting second week of May. This will take 10 weeks to present.
Details of my Algo Trading course series here
Results of the first three steps of this strategy posted 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!
Pair trading arbitrage content getting posted today
Phase 1 of my ‘Algo Trading Business with Python’ is being compiled for all my Quant Elite members. This focuses on Pair Trading or Arbitrage in the world of equity including stock, ETF, indices, mutual funds, etc.
Entire course details here:
Python algo course series for your Indie Automated Trading Business
Content with LIVE Weekly presentations starting Tuesday May 10
More to be added in a future date. This is part of my video below
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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!
Can I find good pair trading code for R?
i got this through my contact form but guess where I sent him!
http://quantlabs.net/academy/buy-all-of-our-r-courses/
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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!
