Tag Archives: Performance

Is forex worth it compared to lower risk better performance in crypto currency?

Man, forex could be a waste of time. I look at the usual fast movers that involve ZAR (South Africa) or TRY (Turkish Lira), the RSI spikes but you will see the various timeframe which quickly move against you. Also, the rate of change is very small as in < 0.5%. Is it worth the risk with these unpredictable or volatile behavior? For instance, if you want to get an up move of 1.5 (vs 0.5), you would need to add 3x leverage. With this in mind, it shows that the risk is very very high with low probability. As compared to crypto with gets you easily 1% up moves with no leverage, it makes more sense to get better performance with much lower risk. Even compared to commission fee of retail forex brokers, crypto currency exchanges are so marginal that it makes it more worth it to focus on crypto.  I may do this soon as forex is becoming a lost cause with all the reasons I am stating here.

Remember I am using Binance as the crypto exchange and Oanda with forex.

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!

Asian markets forecast: Hong Kong and Australia could continue after USA performance

With the addition of these new charts and expanded instruments on each, I can clearly see what is bubbling under as a potential mover. This can be said potentially with sugar and soy within the CFD world. This of course is assuming if the Asian markets turn negative tonight. If they do continue from today upswings in the USA, you can clearly see which ones the top potential performers which includes Australia and Hong Kong. We can only assume all this of course.

In terms of Forex, it seems to be quite mixed as USD HUF drove huge volumes for some reason. If I was to spend time to investigate I could easily see the reason why, Norway and Sweden continue to do not bad in a predictable way today. Also, as the Asian markets were opening up, it was quite evident Japan Yen was playing a influential part in the cautios optimistic sort of way.

Crypto is random

As for Crypto, there are some winner but they ain’t the large volume players like Bitcoin or Ethereum. For now, it is tough space to invest but let’s see what happens with whipsaw list as it should help in eliminating in bad potential trades.

There are lots of relationships being defined here but it would be wise to watch these a few times a day to see them. ALso remember Binance provides the Crypto while Oanda provides CFD and Forex.

Remember to see how Oanda seems to dominate as the global broker with this video here

All data can be seen in the Analyics service referenced here

Quant Analytics

 

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New volume and hourly performance charts for crypto and forex

New volume and hourly performance charts for crypto and forex

These look prettier than the ones before. You just download them among the reports you can request as shown in this vide. It is currently working for crypto currency but will expand into CFDs and forex as well.

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!

Linux Performance Tools: optimal timing of your strategy

If you need to measure the performance of your Linux kernel, this diagram will useful as it shows many tools at your disposal. This can help in optimal timing of your strategy. As you can tell, it is on Reddit where other will ad some valuable title and commentary to improve it. For those who wack the weeds for tweaking the performance of their operating system, this is something useful.

Who is this useful for

I  refer to those who do high frequency trading with c++ or c.

 

https://quantlabs.net/blog/2018/10/linux-performance-tools-a-full-version-draft/

 

 

Also, I have spent 2.5 hours on my explanation of this:

 

Webinar: Optimal timing of your strategy

This pertaining a video I have posted. As a result, I believe I have found the optimal strategy which I can talk about. Note there will noe video playback for this other than my memberships

 

Topic

Optimal timing of your strategy

Description

This pertaining a video I have posted. As a result, I believe I have found the optimal strategy which I can talk about. Note there will no video playback for this other than my memberships.

You can find this playback which is part of my Python v 3 Infrastructure Building Block course with Crypti. Details can be found here

https://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

 

 

 

 

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!

Linux Performance Tools: A full version draft

If you need to measure the performance of your Linux kernel, this diagram will useful as it shows many tools at your disposal. As you can tell, it is on Reddit where other will ad some valuable title and commentary to improve it. For those who wack the weeds for tweaking the performance of their operating system, this is something useful.

Who is this useful for

I  refer to those who do high frequency trading with c++ or c.

Linux Performance Tools: full version draft from linux

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!

Performance Attribution – getting under the hood

 

Quantlabs is pleased to be partnering with Savvy Investor, the world’s leading knowledge network for institutional investors. You may wish to consider joining their platform – it’s entirely free. 

Understanding where returns really come from and what they mean 

Attribution analysis involves comparing a portfolio’s performance against a set benchmark and unpacking the excess return to examine the impact of various investment decisions. We list below our selection of the best reports on the subject. 

In our first two papers, we focus specifically on risk-adjusted returns, recognising that Modern Portfolio Theory assumes that higher risk should be compensated by higher returns. Register today for free and immediate access to the papers below – and 20,000 others! 

SPIVA® Through a Risk-Adjusted Lens (S&P Dow Jones Indices, July 2018) 
Modern portfolio theory purports that greater risks should be compensated with higher returns. S&P Dow Jones Indices examines actively managed funds and evaluates their risk-adjusted performance. 

How Sharp is the Sharpe-Ratio? Risk-Adjusted Return Measures (StatPro, 2016) 
This StatPro paper compares the Sharpe Ratio with a number of competing and complementary rations for assessing risk-adjusted returns. 

Performance Attribution through a Factor Lens (Invesco Risk & Reward, July 2018) 
Turn to p42 of Invesco’s quarterly Risk & Reward magazine for a six-page discussion of how standard attribution analysis techniques can be adjusted to develop a factor attribution which reconciles realistically with the investment process. 

Total Portfolio Performance Attribution Methodology (Morningstar, 2015) 
Morningstar reviews methods for analysing and attributing portfolio performance, decomposing returns into decisions that stem from the plan sponsor versus those that stem from the investment manager. 

Global active bond fund returns: a factor decomposition (Vanguard, July 2018) 
Vanguard analyzes 15 types of global active bond funds to determine the sources of their returns. How much can be explained by risk factors (term, credit, currency, high yield) versus the manager’s bond selection and market timing? 

Performance Measurement: How to Do It If We Must (Research Affiliates, 2018) 
It is natural to assess a portfolio’s performance on a regular basis, but taking action over short-term time horizons can be dangerous when it is likely that noise in investment returns also exists. 

Rethinking Investment Performance Attribution (AIMCO, 2014) 
This 2014 article discusses the Alberta Investment Management Corporation’s journey to developing a performance attribution system as an investment management tool. 

Active Equity Returns: Putting Dunn’s Law to the Test (Morningstar, 2018) 
This study evaluates whether active managers’ index-relative performance is driven by the returns to their investment style. 

Investment Performance Reporting: GIPS Standards (CFA Institute) 
The Global Investment Performance Standards (GIPS®) is a set of standardized, industry-wide ethical principles that guide investment firms on how to calculate and present their investment results to prospective clients. 

CFA Principles for Investment Reporting (CFA Institute, 2014) 
The Principles for Investment Reporting have a specific focus on reporting to existing clients (the GIPS standards primarily consider presentation to prospective clients). 

Sharpe Ratio: Estimation, Confidence Intervals and Testing (Two Sigma, 2018) 
The authors look at Sharpe ratio estimation, complete with confidence intervals and hypothesis testing of single Sharpe ratio estimates and the difference between 2 Sharpe ratios. 

Understanding Active Risk and Tracking Error (Commonfund, 2016) 
In this paper, Jess Gasper, PhD and Head of Asset Allocation and Research at Commonfund, discusses tracking error and the concept of active risk, as well as each of their impacts upon the investment decision-making process. 

Performance Attribution Analysis Models – Under The Microscope (Deloitte, 2015) 
The authors of this paper provide a comprehensive review of attribution models for equity portfolios. They touch on the linking attribution effects issue, and show how attribution analysis can be used by investors and fund managers. 

Does Past Performance Matter? Persistence Scorecard (S&P Dow Jones, July 2018) 
It is said that “past performance is not an indicator of future outcomes.” The S&P Persistence Scorecard is released twice per year, and tracks the consistency of top performing mutual funds over yearly consecutive periods. 

The Folly of Hiring Winners and Firing Losers (Research Affiliates, 2017) 
Performance chasing can lead to underperformance, so investors need to look forward as well as at historical returns, considering factor exposures, manager skill, fees, and other statistics before making an informed manager selection.

 

About Savvy Investor

Savvy Investor is the world’s leading resource hub for the institutional investors. Since launch in March 2015, more than 25,000 members from across the globe have registered for the site, with 200 new members joining every week. Join today for free to access over 20,000 investment white papers and an extensive global investment conferences directory.

 

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!

True range forex trading market random performance video

Watch my 11 minute video below to let me know what you think via commenting

My exit forex trading struggles

This video presents 8 random forex trading (from Dukascopy Jforex 3) positions that my current automated trading system picks up. It seems that the Average True Range and Simple Moving Average fast/slow moving crosses are lagging. The only reliable exit indicator is the equivalent of ‘take profit’ but I choosing potentially Profit N Loss in US Dollar for any open position. Would it not make sense to statistcially calculate the best target with most likely peak average of any position.

What this video reveals

This shows how random these positions. It is so random that there is no pattern but still some positions exceed $.70 for 0.001  amount traded. This is from my Dukascopy API which can call Profit and Loss  in US Dollars for any open order.

What to do? 

Should you use a combo of the Average True Range and Simple Moving together. Should you allow the trader to stay open e.g. as in hours? It seems the ATR is useful for the downside risk to protect your bad trades. It just seems that there are too many (money losing) trades as you can see in this video.

What would you do?

It seems you could any which way you would go concerning these combination of indicators. Someone even recommend Hull This was recommended within my private Telegram group:

For an idea of an exit, something I’ve tried in the past is using the Hull indicator set to a period of 2. When there is a large excess beyond something like a bollinger then that’s the end of a movement.

Here are some internal links to help you from this blog

Deep dive using Dukascopy Jforex API with Simple moving average with market entry

Benefits with technical hints of average true range script for max forex trading alpha

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Awesome trading performance calls from my analytics

 

Incredible trading performance calls from my analytics

I have posted a video to showcase some of the incredible runs for certain trading assets yesterday. It walks you through on some best trading opportunities that have been observed for 2017. They include Bitcoin, Emerging Markets, and Agriculture. Can you imagine if you observed these with automation?

What more can I say within this video? I would take advantage of my deal for my Quant Analytics service
Get the Links Here
For those who have not seen this yet which was sent yesterday:

It is quite telling on my Analytics Service I launched a few months ago.

I also have listened to a number of you on how you don’t want a service that automatically renews each month. As a result, I am offering new subscription ‘levels’. If you did not take advantage of last weeks 3 month, well I have extended the term for 7 months for the price of 5. As you know, this will not be promoted forever.

Buy Now
(You will not find this deal anywhere on my site as you are the only ones who see it!)

Here are some benefits of this service here.

Thanks Bryan

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!

Incredible trading performance calls from my analysis

Incredible trading performance calls from my analysis

What more can I say within this video? I would take advantage of my deal for my Quant Analytics service

https://quantlabs.net/analytics/order-analytics/

Get in touch with me if you want this deal. I will give you the link that will not last forever with the current performance we have been seeing

http://quantlabs.net/analytics/analytics-support/

https://www.instagram.com/quantlabsnet/

https://www.facebook.com/groups/quantlabsnet/

Charts from today (Jul 6/2017)

USDCNY GBTC_^GSPC Rplots TOPIX EEM_^GSPC WEAT GBTC BTCUSD=X

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!