Tag Archives: Pair Trading

Let’t talk pair trading and arbitrage video playback

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

 

https://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM

 

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

  • Trendline on the spread between closing to long/short
  • SMA

 

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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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!

Last call for Equity pair trading/arbitrage: Kelly Criterion Tuesday nite

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.

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!

Permanent Arbitrage Pair Trading Source Code Demo Removal

Permanent Arbitrage Pair Trading Source Code Demo Removal

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.

Details of my algo trading in Python series here (remember that the Phase 1 Arbitrage will be removed permanantly after Jul 12)

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!

 

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!

Arbitrage Pair Trading Python source code and video demos to be removed by Jul 12

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.

Details of my algo trading in Python series here (remember that the Phase 1 Arbitrage will be removed permanantly after Jul 12)

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!

Join my FREE newsletter to learn more about our trading strategies

 

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 options automated trading now

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:

  1. Learn equity trading with pair trading and arbitrage. Python source, walkthrough videos, and LIVE lessons included. We start tonite!
  2. Credible 41+% of community earn $150+K according to verified QuantCast.com
  3. MOST IMPORTANT: This content will only be available for a few months which means all of this will be permanently removed

 

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

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

Learn more about my trading courses through 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!

New arbitrage pair trading strategy in equity available

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

Join my FREE newsletter to learn more about the trading strategies that I use in my automated trading

 

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!

Pair trading arbitrage content getting posted today

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

  1. Europe government data
  2. American government data
  3. Hot market scanning
  4. Pick long and short
  5. Screening the watchlist
  6. Technical analysis
  7. Statistics
  8. Position management
  9. Risk with beta and implied volatility
  10. Kelly Criterion

More to be added in a future date. This is part of my video below

Join my FREE newsletter to learn more about this trading course series for my algos that I use

 

 

 

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!

Can I find good pair trading code for R?

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/

Join my FREE newsletter to see what other tools I use for neat algos 

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!