Tag Archives: portfolio

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

Not only that you’re the highly affordable and generous pricing options:
MONTHLY: $97/MONTH:Click here

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

ONLY THESE OFFERS WILL BE AVAILABLE

Quant Analytics LITE Click here

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
Interative Brokers 4.5 hour Workshop Bootcamp
$49.00
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Jul 14 market report
Jul 14 market report
$1.00
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Python Algo Trading Course LIVE Workshop
Python Algo Trading Course LIVE Workshop
$30.00
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Analyze Financial Portfolio Data with Python

Financial Portfolio Data analysis with Python

Sometimes, there are really good Python books that cover automated trading. As it stands, there are a bunch I could recommend but right now I need to focus on financial portfolio data analysis. A few weeks ago I published a complete list of what is needed before I start live trading.

Here is one example of many factors you need to consider in this topic

I also wanted to talk to you about a new introductory entry level membership that I will be launching today. This is a light version of my Quant Analytics service that people have been asking for. What do I mean by that? Instead of overwhelming people, this entry level membership will provide basic data that will be important to keep a lookout for all your daily trading. I have made a detailed video here:

This is only execlusive through my new broadcast email which you can access here

Mobile friendly sign up (corrected)

Check out my the details payment URLs here 

This will be a limited time offer to get into a grandfatheredmembership if you want to start out watching my automated trading system. As you know, I will be adding many new daily postings which include my portfolio analysis, position handling, price action, asset watchlist which will be part of my full analytics service. 

If you are interested in this new introductory entry level membership, please get it here

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I am also testing out a newer payment merchant called Stripe
Buy Now via Stripe
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!

Portfolio and Risk Analytics in Python

Portfolio and Risk Analytics in Python

From the video description:

Pyfolio is a recent open source library developed by Quantopian to support common financial analyses and plots of portfolio allocations over time.

 

I am not sure if I would complicate my life with additional Python packages, but there is one I do like from R. Hmmm…..let me see how the next week goes

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!

Why is Bitcoin crypto currency not part of your portfolio? Hits new records

Why is Bitcoin crypto currency not part of your portfolio? Hits new records

From someone on my newsletter sent this. The questions is why Bitcoin is not part of your portfolio mix? it has been hitting new records all the time this year

One instrument that we should consider in our portfolio is cryptocurrency.  Most of the big exchanges have API’s, so the more brave and tech of us can automate as needed.

This article discusses the problems and profit potential of HFT, half of which is “front-running”.   There is a new distributed system, where there will be a level playing field, no fees, less ability to game the system with physical hardware at the exchange, which obviously cuts out almost everyone else.  This is a really interesting exchange.  Your “wallet” or account is kept in “cold storage”, i.e., on your computer.  So it is much safer than in someone else’s hands.  There is a matching system which matches buy/sell orders, and no broker scooping up fees in between.  There is an open order book.  This sounds almost too good to be true.  What got my attention is that it is founded by Dr. Olsen, who started a little currency exchange called OandA.  Anyway, here is the article…

https://medium.com/@pullnews/the-lykke-platform-9bc2b7785da2

About the founder…

Dr. Richard Olsen holds a Licentiate in Law from the University of Zurich (1979), a Masters in Economics from Oxford University (1980) and a Ph.D. from the University of Zurich (1981). He worked in banking as a researcher and foreign-exchange dealer before founding Olsen and Associates in 1985. This consulting company brought served clients in the microstructure of market exchanges, trader behavior, and high-frequency trading. His company, under the name of Olsen Data, continues to sell high-frequency data sets and advise clients. He is a visiting professor at the Centre for Computational Finance and Economic Agents at the University of Essex and a start-up mentor to Swiss start-ups.  In the early 2000s, Olsen and his partner founded OANDA, now one of the premier foreign-exchange platforms. This small start-up took FX trading from professional terminals to people’s browsers, giving them access to the high-frequency, low-spread world of FX trading previously unavailable to all but the largest firms. OANDA now has licenses in dozens of countries and employs almost 300 people. In these years, Olsen created many innovations for the FX industry.

On Sun, May 7, 2017 at 7:11 AM, quantlabsnet <feedback@quantlabs.net> wrote:

Daniel,

Trade Like a Casino for Consistent Profits 

Sure. The casino is the house that controls the output. Markets are random so it sort if makes sense. Does this philopsphy work as to what is presented in this video?

Watch it here

Lastly and finally as before Monday hit so I extended this until today as requested by a few people.

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!

Portfolio analysis for max return potential

Portfolio analysis for maximum return potential

Same person asked more from last week
I will be looking to take your Futures & Options course at some point late spring or summer (depending on how quickly I can get through the Python training),

but I have 1 simple question and question 2 is very loaded, so it might take you a while to think about it and how you break down your answer.

 

1. What are your thoughts regarding Binary Options?
2. How is your portfolio divided up as a percentage for asset type, trading style and strategies (for daily income) and how is it different for investment growth?

Here is a video answer

 

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!

Managing your portfolio like Ray Dalio

Managing a portfolio like Ray Dalio

This is yet another great very useful video to understand on how to balance your portfolio to minimize long term negative return. This is of course can be seen at the opposing end with maximum return as well. You should watch this to understand how the pros do it.

Here is that useful video

I am setting the end of my FLASH SALE for TODAY!. All the items are discounted below. This basically means that everything will go back to regular pricing within 24 hours!

It is marked down 50% to jumpstart your learning!

Here are the courses to help out your automated trading:

Algo Trading Components in Python (most popular)

High level components for algorithmic trading systems. Source code walk-through and videos included.

https://quantlabs.net/analytics/overview-futures-options-strategy/

Futures Options Strategy Overview

Fundamental analysis for all commodities, metal, financial, and currencies in futures and options asset classes.

https://quantlabs.net/analytics/overview-python-infrastructure-building-blocks/

Interactive Brokers API Workshop

Interactive Brokers API workshop with C++, Java, and Python demos. Source code included.

https://quantlabs.net/analytics/overview-ib-api-dukascopy/

Thanks for reading
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!

Testing of Python Markowitz Portfolio packages

 

Full testing of Python Markowitz Portfolio packages

In this video, I highlight some Trading Scripts you can use for analyzing a portfolio with Markowitz techniques. There are many other techniques but these seemed to work OK. In fact, one of the Demonstrations was to showcase zipline Python package  from Quantopian. It seems that I may have had compatibility issues since I’m using Python 2.7.13. As said previously, I’m trying to religiously stay with this particular version since I’ve had very few compatibility issues with other packages. That was up until this week where I need to upgrade to a more recent core version of Python. This  video is to demonstrate various compatibility issues you could have with packages and different versions of Python. Please keep that in mind when watching this video as you’ll see I fumble around a lot. This was recorded with newbies in mind really which is why I posted it.

Here is the length video

More meet up events have been scheduled:

Tips and tricks with Dukascopy JForex for forex trading

Tips and tricks with Dukascopy JForex for forex trading

I am digging this broker with their API features. I thought it would be cool to share some coding tips uing this impressive trading platform JForex.

Note #1: I am new with this broker and platform so please be gentle

Note #2: Dukascopy does not support American clients it seems. Sorry.

I just started creating a Youtube channel playlist for Dukascopy

Go here for the details

Also, I will be spinning off all my courses for my Quant Elite members in the next few days. I promised to hold off for a month when I first announced it so we’re now at the point. If you want to reap the benefits of these courses, join my Quant Elite membership right now!

The three individual courses will be priced at $497 each after this process takes place.

I’m also putting the membership into its last days of existence before I start rolling all current members into the new Quant Analytics service.

Some info on this new quant analytic service:

I have some video tutorials on this service here

I have also answer some queries about it here

Thanks Bryan
P.S. I am in the last few days where I will breaking out all my courses from my Elite membership: http://quantlabs.net/mkt/quant-elite/

Learn some of the courses here: http://quantlabs.net/academy/courses-2/

Get the course list here: http://quantlabs.net/mkt/quant-elite/

Note: Here is my social media you keep up to date with:

Facebook programming group: https://www.facebook.com/groups/quantlabsnet/

Instagram with dozens of daily trading charts: https://www.instagram.com/quantlabsnet/

Youtube channel with over 1400 videos: https://www.youtube.com/user/quantlabs

And of course Twitter: https://twitter.com/quantlabs

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!

Warrior trading 2016 performance with useful portfolio stats

Warrior trading 2016 performance with useful portfolio stats

This Tradervue sounds like to be very useful for your trading performance. Also, this video is golden for those wanting to learn about trading whatever your asset class you focus on

http://www.tradervue.com/plans

Join my FREE newsletter to learn more about trading performance and portfolio

 

https://www.youtube.com/user/DaytradeWarrior

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!