Tag Archives: Parameters

New combined parameters to use for optimal real time crypto currency pairs

Lots of parameters I am using to combine proper trading decisions for optimal profit return. I am showcasing the combination of this for highest returns when position are entered. This is important to watch to understand you cannot depend on one or two indicators. You may wonder why folks are losing money left and right. There are so many false positives out there for bad positions to go bad. Do understand these parameters can be used universally for all major asset classes. This includes crypto currency with Binance Exchange for my needs. Also, I am using Python to create these but I am starting to hit limitations with it.

NOTES

Remember this is to kept simple. This includes technical analysis since it seems to work ok versus other analytics techniques I tried.

 

Chart Director trading 38 min video added to Python 3 quant elite course

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I just posted a 2 hour Meetup replay of Risk parameters and money management in a self adapting automated trading

Yeah baby…I learned in this Meetup webinar event

Now posted! Almost  2 hour Meetup replay of Risk parameters and money management in a self adapting automated trading

Honestly, this covered a lot of new territory I never mentioned before – See more

I just posted this so hurry up and learn the importance of using beta

Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme

This calculation can be used to figure out your beta of returns of closing price. Do this in order:

1. Download the closing price of your stock and index( i.e. S&P 500) to calculate returns

2. Use both returns to run a regression. Use Excel Data Analysis option plugin pack.

3. Calculate your output range with a plot. You should see a regression summary once calculated

4. To interpret the graph, you will see the returns with an observed regression line. This is caclulated by ordinary least squares. If the index is your x axis while the Y axis is the stock, it measures the response against the index. THe line is the gradient of the slope which measures if < 1, the beta amount could be calculated the stock is defensive.

5. The beta value is displayed in the summary. The R^2 is tha variation in returns of the stock. Beta x amount can mean the returns of the stock can be explained by the stock market from a statistical POV.

6. P-values of the X variable which is beta. If < 0.05, it is considered statistically insignificant. The P-value lets you know the probability that the beta could be 0.

Hope this helps somewhat – See more 

Bryan

Don’t forget! Time will fly past you before you know it  Next week is definitely my first mysterious price increase of my Quant Elite? Will it be $50 or $500? Who knows? Get it while it is at the lowest point right now.

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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!

Meetup for Monday night Nov 3 on Risk parameters and money management in a self adapting automated trading world

Reminder about Meetup for Monday night Nov 3.

Risk parameters and money management in a self adapting automated trading world
http://www.meetup.com/quant-finance/events/214210452/

http://www.meetup.com/R-Matlab-Users/events/214210672/

As I come up on my last stage of developing this automated trading system, I am coming to the crucial part of how my system will allocate capital to each trade. Sure I could use Kelly Criterion, but this a whole world that is never really talked about. For instance, how do measure risk exposure to your market or sector risk? How do you hedge out risk? How do you measure risk parameters for self imposed trading limits? How does your system measure real time risk in the markets to switch from portfolio management mode to day trading? On and on it goes. How do you implement into your system? Let’s talk about it as this is sort of really important. You see how crucial these topics are for long term trading surival.

1.  Please join my meeting, November 3, 2014 at 7:00 PM Eastern Standard Time.
https://global.gotomeeting.com/join/764228733

2.  Use your microphone and speakers (VoIP) – a headset is recommended.  Or, call in using your telephone.

Dial +1 (571) 317-3112
Access Code: 764-228-733
Audio PIN: Shown after joining the meeting

Meeting ID: 764-228-733

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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!

Meetup Pow Wow: Risk parameters and money management in a self adapting automated trading world

Meetup Pow Wow: Risk parameters and money management in a self adapting automated trading world

Monday, November 3, 2014

7:00 PM

As I come up on my last stage of developing this automated trading system, I am coming to the crucial part of how my system will allocate capital to each trade. Sure I could use Kelly Criterion, but this a whole world that is never really talked about. For instance, how do measure risk exposure to your market or sector risk? How do you hedge out risk? How do you measure risk parameters for self imposed trading limits? How does your system measure real time risk in the markets to switch from portfolio management mode to day trading? On and on it goes. How do you implement into your system? Let’s talk about it as this is sort of really important. You see how crucial these topics are for long term trading surival.

http://www.meetup.com/quant-finance/events/214210452/

http://www.meetup.com/R-Matlab-Users/events/214210672/

Join my FREE newsletter for upcoming Meetups

Join my FREE newsletter to learn more about my upcoming Meetups – See more at: https://quantlabs.net/blog/2014/10/meetup-pow-wow-can-you-use-government-source-data-to-predict-the-markets-for-profit/#sthash.GotStaIK.dpufJoin my
Join my FREE newsletter to learn more about my upcoming Meetups – See more at: https://quantlabs.net/blog/2014/10/meetup-pow-wow-can-you-use-government-source-data-to-predict-the-markets-for-profit/#sthash.GotStaIK.dpuf

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!

Quant analytics: Youtube video demo of how to find Best Fit parameters of ARMA or AR autoregressive for your ARIMA model forecast in R

Quant analytics: Youtube video demo of how to find Best Fit parameters of ARMA or AR autoregressive for your ARIMA model forecast in R

Now you don’t need to manually figure your ARMA set of parameters like AR(1,0) or AR(1,1) or AR(2,2). This can automatically done on the fly by this intelligent R script I found and modified. I also include a private video code walkthrough on how this is done

Get instant access to this now by going here or get the benefits 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!

Quant development: Parameters for automated trading strategies

Quant development: Parameters for automated trading strategies

I am learning about automated trading strategies. As per my understanding the parameters used to build strategies are limited. Please let me know the exhaustive list of parameters used to build automated trading strategy for

a) Fx
b) Equity
c) Option

—-

There’s no such thing as an exhaustive list of parameters when it comes to developing automated trading strategies.

You use your own creative ideas, followed by your own parameters.

—–
If I may ask, how have you reached the conclusion that there is a certain limitation on the amount of automated trading strategies ‘used’ ?

The combinations available are virtually infinite. There is an endless pool of data that can be used as determinants in a decision making model, without even mentioning the infinite amount of available options when multiple parameters are combined.

 

 

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!