Tag Archives: portfolio

New portfolio optimization techniques I was told to look at

new portfolio optimization techniques I was told to look at

Michaud Optimization

https://www.newfrontieradvisors.com/research/new-frontier-innovations/michaud-optimization/

 

Better portfolio building: How system returns correlate under edgeless environments

Better portfolio building: How system returns correlate under edgeless environments

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Working on portfolio optimization to enhance profit of crypto currency trading

 

I talk about the latest private development for your portfolio and videos I have created for my ELITE members. Join here if interested

Here are the topics I covered for the last few days:

Why to enhance potential return with optimized weighting

Working theoritical portfolio sizing forumula for winning crypto bot

Demo to use portfolio optimization and position sizing

Build an equity curve with Python with these links

https://quantlabs.net/academy/introduction-quant-elite-membership/

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unrealized pnl auto stop: Van Tharp R vs other lucrative portfolio techniques

 

This was an email on my opinion on trying to code this

This is pertaining to scenarios like this:

Correct it’s Van Tharp strategy. It’s an evaluation for risk to reward when taking a trade based on a return along with position sizing. Do you think this is something you can code in the system for Working with Interactive Brokers API? It’s basically getting interactive brokers to trail an unrealized PNL. So no matter how many positions I decide to buy it would mass sell on market if I lose -$150 but also trail the unrealized PNL by “R” increments to help for 
example:
1. Positions gain +$150 unrealized PNL auto stop  $0.00 for breakeven all trades closed on a market order then lock account for the day.
2. Positions gain +$300 unrealized PNL auto stop +$150 all trades closed on a market order then lock account for the day. 
3. Positions gain $450 unrealized PNL auto stop +$300 all trades closed on a market order the lock account for the day. 
So example 2 would be a 1R and example 3 would be a 2R. The reason for locking the account is to stop over trading and keep tighter restraints on picking the best entry. 
https://youtu.be/KbPt-7sNx2w

R is explained here:

https://www.stocktrader.com/2013/09/14/van-tharp-risk-r-multiples-successful-investing/

This is reference to this book:

https://www.amazon.com/gp/product/007147871X/ref=as_li_ss_tl?ie=UTF8&camp=1789&creative=390957&creativeASIN=007147871X&linkCode=as2&tag=falkininvesti-20

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Let maximise our crypto currency asset class trading positions with portfolio optimization

This 15 (approx) minute video showcases my portfolio optimizer which I have shown before. Do realize this can be applied to any asset class. You can always search on my Youtube channel for ‘portfolio’ as hinted in this video. The idea here is to showcase you could triple your expected return by using the appropriate strategy type with proper optimally weighted positions. This is all shown in the video. I would say this is one of the biggest reasons to automate your strategy and trading. No human can do this if you were to allocate a higher number of positions across multiple asset classes for the day. You could even run this script every few hours if I wanted to allocate positions every X hours. I would have to feel pretty lucky to do that.

Look back matters among other parameters to consider

Do understand your analysis look back also matters depending on your overall asset class performance. As of now, crypto currency has taken a major beating so it might be wise lower the loopback to let’s say 7 days vs 30 as shown in the earlier part of the video.

Note that this can be used on any asset class based on the historical performance of standard open, high, low, and close market data. I use Binance exchange which only allows long only but could also include portfolio strategy methodology of Markovian Long/Short, Markovian market neutral, and Markovian Market Neutral.

Let me know what you think of this.

As usual, this will be part of the Quant Analytics service to enhance your profits so see below if interested

Quant Analytics

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Results of backtest for forex trading portfolio optimization

Results of backtest for forex trading portfolio optimization

I will be posting a walkthrough video of this script for about 48 hours for my members

Become a Quant Analytics member

Order Analytics

 

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EXPIRE TONIGHT! Source code walkthrough of portfolio optimization for optimal profit potential

EXPIRE TONIGHT! Source code walkthrough of portfolio optimization for optimal profit potential

This expires TONIGHT!!

 

The details are here:

 

Source code walkthrough of portfolio optimization for optimal profit potential

DEADLINE HAS BEEN SET TO TONITE END OF TUES OCT 17

Get access as described in my video

I will be testing these theories hopefully by the end of the week. If they all check out, i would expect this rate to go up in coming weeks.

JOIN HERE

–>  GET IMMEDIATE ACCESS HERE <–

I will also give you my Telegram chart group invite link as well for PERMANENT access

Details here for walkthough here:

Watch my video and see my third party verification of my highly paid traffic visitors here

 

I will holding an online event next Monday Oct 23 at 7PM EDT for a live Q&A on this portfolio optimization source code.

You can always join here to get on my email list for online events outside of my Meetup groups which only hold the face to face events in Toronto, Canada.

 

http://quantlabs.net/mkt/trade-like-a-boss-download-report/

 

About a year ago, I launched this book. After thousands have downloaded it, you may want to get your free copy, plrease respond to this email.

 

A new book I wrote is coming out soon. I also attached the tentative cover as well.

Major headline sections:

THE STATS
YOUR CHOICE OF LANGUAGE
THEN THERE IS MATLAB…
WHICH DATABASE?
BROKERS
MARKET DATA
PYTHON PACKAGES
DESKTOP OR MOBILE (APPLE VS ANDROID)

Just email me for the download link if you don’t get the link from here:

 

http://quantlabs.net/mkt/trade-like-a-boss-download-report/

 

Thanks Bryan

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Portfolio optimization secret sauce walkthru staying online until end of Tues Oct 17

Portfolio optimization secret sauce walkthru staying online until end of Tues Oct 17

Here is all the secret sauce walkthrough staying online until end of Tues Oct 17 (Eastern Standard Time)

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Forecasting most volatile forex pair with optimal portfolio for max return

Forecasting most volatile forex pair with optimal portfolio for max return

Continuing from my past posting at

Most volatile currency pairs for effect forex automated trading

I would be interested in hearing from the experts if I am onto something

These are the results from my scripts I modified. These DOC and forex ranking.csv files are attached

ranking

5_forex

ZARJPY_NZDCHF

ZARJPY_NZDJPY

 

 

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Deep testing of Python Markowitz Portfolio packages

Full testing of Python Markowitz Portfolio packages

I am digging deep into this portfolio optimizations. One question came up was using Markowitz versus stats.

Check here to see my latest analysis with a 1 hour video.

This video below serves 2 purposes which includes a quick & dirty way to test the code if it works in my Python 2.7.13. I am pretty well not budging from this version for a while so I expect incompatibility problems with Python. This is why this video was made to showcase the trials and tribulation any newbie Python coder could go through including me. The second purpose of this video is attempt to find running Markowitz portfolio source code that will run which I did partially accomplish as demonstrated in the video. ition and set other styles.
Here is a recent conversation with Sholom B of Analytic Kinetics on this topic:

 

Me: Very valid comments, can you not run both markowitz framework and general stats in parallel? as you say, use the stats you generate under extreme conditions since the markowitz is not valid as you say
Sh: Extreme condition modeling and markowitz are not compatible.

 

Me: You switch berween based on market condition.

 

Sh: Market conditions change fast. You may not get advance warning anytime. Think flash crash.

What is your opinion? Send me an email response on this!

Do pay special attention to my warning on future pricing.

This is one of many many benefits of my list for my Quant Elite members including the Algo Trading Course series where you can get the details here

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3 month subscription

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.

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If you have seen my Shopify store, I will use this to leverage a bunch of new videos I will doing live over the next few weeks. Each new video will be used as a form of bonus which will be exclusively for download with limited access.

WARNING!

I have over the last few weeks been promoting everything at a very affordable price. Over the next few weeks, I will be testing new target marketing efforts of households  over $1 million annual income. What does this mean? If successful, I see no reason to keep these rates low as they are. If that is the case, I have received marketing experts say I could charge as much as $400/month. Who knows if this will happen but you may want to take advantage of the current price. They may not last! Here they are:

 

Quant Analytics Click here

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Let me know if you are interested in the 3 month or 7 month subscriptions

Note I may be removing these current product from my Shopify store as well in coming weeks.

Interative Brokers 4.5 hour Workshop Bootcamp
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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!