Tag Archives: Pairs Trading

Survey says! Next chosen quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH

Survey says! Next chosen  quant trading strategy model forecasting types to be focused on will be Pairs Trading and GARCH

This according to my survey of http://quantlabs.net/surveys/2012/06/29/what-financial-forecasting-model-type-do-you-focus-on-within-r-or-other-statistical-tool/

We have played with a moving average indicator so now we focus on Pair Trading and GARCH!

My prediction will be that the pairs trading will most likely use a popular webinar technique of Mathwork’s MATLAB.

As for GARCH, there is a wide variety ways of doing it so I may visit Matlab’s techniques as explained in my Matlab courses

But I most likely integrate the R ones as they are more advanced. Oddly enough huh?

All the code will be implemented in my custom trading platform but the source code will be available to Elite members.

Check what I got on Youtube

For GARCH: http://www.youtube.com/user/quantlabs/search?query=garch

For Pairs Trading: http://www.youtube.com/user/quantlabs/search?query=pair

Did I mention you do get all SOURCE CODE in all of the above examples???

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Blueprint to GARCH, ARIMA pairs trading model forecasting with unit root testing thanks to Matlab with forex and equity examples

Blueprint to GARCH, ARIMA pairs trading model forecasting with unit root testing thanks to Matlab with forex and equity examples

This lays out a road map on how I plan to implement these model forecasting types into my open source trading platform,

Only my QuantLabs.net Premium Premium Members get a sneak peek at this.

Or join my FREE newsletter on how I plan to implement this in the near future

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Pairs trading strategy source code walkthrough in open source HFT

Pairs trading strategy source code walkthrough in open source HFT

Get access to this here.

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Wow! I built a Matlab Coder DLL with pairs trading for my Multicharts.net trading environment platform. Done with .NET and Visual Studio

Wow! I built a Matlab Coder DLL with pairs trading for my Multicharts.net trading environment platform. Done with .NET and Visual Studio

This is kind of exciting with Matlab Builder NE toolbox. I will follow up on this as attempt to integrate into my Multicharts. This was pretty quick to do!

I need to reverse engineer the understanding of the strategies, indicators, and signals for Multicharts.net

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Looking for Multicharts.net Moving Average and Pairs Trading strategy .NET and C# source code

Looking for Multicharts.net Moving Average and Pairs Trading strategy .NET and C# source code

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I am now Researching the best possible pairs trading with R source with video and webinar coming soon

I am now Researching  the best possible pairs trading with R source with video and webinar coming soon

These video source code video walkthroughs will be posted for Quantlabs.net Premium members so get access here.

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Note to thyself for quant anlytics TOP 3 strategies: ARIMA, Pairs Trading, Moving averare

As per this survey:

http://quantlabs.net/surveys/2012/06/29/what-financial-forecasting-model-type-do-you-focus-on-within-r-or-other-statistical-tool/

These are three I am going to initially focus on:

ARIMA-currently being worked on but still heavily until quant analysis through time series

Moving Average-pretty popular technical strategy that people get, looks easy to implement

Pairs Trading-same reasons as moving average

The other strategies listed are pretty advanced which are heavy math based and really use for quant analytics. This could take months to get to this point.

Learn more what I do with this all this at http://quantlabs.net/membership.htm

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Breakthrough: get a decisive edge with this complete pairs trading model

Hi there,

I just wanted to inform you that I’ve posted a new set of R scripts (with walkthrough video) that enables you to do complete pairs trading.

It’s no ordinary tutorial. This R source code is quite ingenious when compared to a QuantCode.com project sample I’ve seen. With this code, you can do pairs trading while testing for co-integration. That’s very powerful!

Especially when you can find trading pairs across all the S&P 500 stock symbols. It takes a while to generate (20 or 30 minutes), but it displays different concord integration trading pairs. This means you can profit off the spread.

This is much easier and much simpler to use than certain Quantcode.com examples. And as a special bonus I’ve included another way of doing pair trading without any R packages at all. You can can use direct calls to Yahoo Finance to find your combined training pair.

Now that’s another major trading edge over other market participants.

And there’s more to come — and it gets even better. Here’s all the new stuff that’s going live right now or within the next few weeks:

1.    A  new Q&A section for building community. Just press Q? or Q’s at the top of the Private section to get started. If you’re working on something and need an answer from another member (or me), we can all help each other out.

2.    Membership webinars are under way. I’ll send out a schedule once they’re set.

3.    More and more R/Matlab model coding walkthroughs have been posted. These include the most popular techniques you’ve asked for after I sifted through recent poll results.

4.    The best trading platform has been finally confirmed so look out for demos on integrating with R for the new models.

5.    Demos will be shown for our upcoming private network with an internal cluster for parallelizing heavy number crunching simulations within these models.

6.    After that, an exhausting comparison will be under way to focus on most profitable models.

7.    And finally, we’ll be embarking upon an aggressive paper trading campaign with the above technology and models once built.

Join today, and you’ll get it all for a ridiculously low $42.50 a month. That rate is guaranteed for as long as you remain a member. Even after the price rises dramatically due to the expanded features.

— > Get immediate access here. <–

Membership Benefits here.

Good trading,
Bryan
Quantlabs.net Editor
“Those that know, don’t tell. Until now.”

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Profit in any market with pairs trading

Hi there,

Bryan here again from QuantLabs.net. I’ve just posted something quite extraordinary and simple.

I’ve provided yet another R source code walk-through that demonstrates how to do market pairs trading.

Pairs trading is a market neutral trading strategy that works in virtually any market condition: uptrend, downtrend, or sideways movement. (It’s often categorized as a statistical arbitrage and convergence trading strategy.) When two historically correlated securities show a sudden weakness in that correlation, a pairs trader would short the outperforming stock and go long the underperforming one, betting that the “spread” between the two would eventually converge.

So how to do this in practise? The model I’ve provided will determine if the trend of a time series pair is mean reverting, as well as calculating the spread and the beta between two securities that could be part of a pair trade.

This demo covers everything:

* downloading the Yahoo Finance data
* doing a simple hypothesis test for stationary data, and even
* calculating probability values to help you decide if the time series is truly mean reverting (and therefore suitable to trade)

And remember, this tutorial is more than just ‘how to’ videos. It includes the full R source code which I’ve exhaustively tested for feasibility and functionality.

Get set up for pairs trading today:

— > Get immediate access here.<–

A Premium membership also includes loads of tutorials and software for HFT software platform building. Plus exclusive algorithm courses too!

–> Go here for additional benefits!<–

Good trading,
Bryan
Quantlabs.net Editor
“Those that know, don’t tell. Until now.”

P.S. Premium members have been asking me how to do this or that, so I’ve been posting quick and easy solutions to help them pick up these technologies/methodologies ASAP.

The feedback has been very positive. And so we’re beginning to establish a good community of members able to help each other profit down the line as we build better algorithms, strategies and technology infrastructures for automated systematic trading.

As result, I encourage you to become part of this membership and get involved now.

— > Get immediate access 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!

R trading – Pairs Trading – Means as an Algorithm

R trading – Pairs Trading – Means as an Algorithm

Here is a rendition of a presentation made to QuantLabs at North York Central library. The slide-deck, data, and code can be found @ alonhonig.com

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!