Tag Archives: POV

Data scientist POV of Microsoft R Open

Data scientist POV of Microsoft R Open

2 articles here from Microsoft affiliates

http://blog.revolutionanalytics.com/2016/04/data-scientist-perspective.html

Example effective charting?

http://blog.revolutionanalytics.com/2016/05/e-book-effective-graphs.html

Join my FREE newsletter to see if MRO is worth pursuing for automated trading

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 POV for trading strategy

Quant POV for trading strategy

Some of this I don’t agree with but they are more experience than me

join my FREE newsletter to learn more about how I apply this to my automated trading

 

https://www.quandl.com/blog/interview-with-a-quant-part-three#question3

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!

My POV of blood bath trading

My POV of blood bath trading

This conversation while watching Mohammad El-Erian on Bloomberg TV

[3:18:00 PM] MR X:: @OIL = 42.2

[3:18:15 PM] Bryan Downing: but it hit lows of $38

[3:18:21 PM] MR X:: CRUDE

[3:18:24 PM] MR X:: BRENT

[3:19:16 PM] Bryan Downing: uh oh

[3:20:06 PM] MR X:: tomorrow black Tuesday

[3:20:08 PM] MR X:: guaranteed

[3:20:10 PM] Bryan Downing: LIVE

Selloff Accelerates in Final Hour of Trading

[3:20:16 PM] MR X:: PULL OUT NOW

[3:20:46 PM] Bryan Downing: el-erians says it will take a credible policy from china to stabilize this

[3:20:50 PM] Bryan Downing: good luck with that

[3:21:04 PM] Bryan Downing: oil could go much lower

[3:21:09 PM] Bryan Downing: $20 calls

[3:21:33 PM] Bryan Downing: it looks like china will crash hard

[3:21:38 PM] Bryan Downing: technically driven market

[3:22:38 PM] Bryan Downing: repricing towards fundamentals

[3:22:46 PM] Bryan Downing: watch the options data

[3:22:56 PM] MR X:: yes that’s the key

[3:23:00 PM] Bryan Downing: that will show the equilibirium in the market

[3:23:09 PM] MR X:: and stock futures

[3:23:20 PM] Bryan Downing: need forward looking industry

[3:23:59 PM] Bryan Downing: elerian does not think china will solve overnight

[3:24:24 PM] Bryan Downing: high yield investment credit and EM credit repricing

[3:24:32 PM] Bryan Downing: more focus on dividend stock

[3:24:33 PM] MR X:: dog chasing his tail

[3:24:57 PM] Bryan Downing: careful bending on curve

[3:25:03 PM] Bryan Downing: focus on more liquid markets

[3:25:22 PM] Bryan Downing: asset classes will overshoot

[3:25:51 PM] Bryan Downing: attracted by yields, they leave fast once the yields go bad

[3:26:29 PM] Bryan Downing: euro will have revise growth down

[3:27:06 PM] Bryan Downing: if west revises, it will knock back on EM

[3:27:19 PM] Bryan Downing: he does not think it is 1998 or 2008

[3:27:28 PM] Bryan Downing: it based on repricing expectation

[3:27:36 PM] MR X:: ah small correction

[3:27:40 PM] Bryan Downing: what i have been studying the future/options course

[3:27:49 PM] Bryan Downing: the last year in china was a huge overshoot

[3:28:19 PM] Bryan Downing: so the shanghai market is being repriced but since china manipulates, everything should get rebalanced

[3:29:04 PM] Bryan Downing: if china was a true a free market, this would already be corrected but the Chinese govt panics and does not let the market resettle in a free way like true capatilism

[3:29:44 PM] Bryan Downing: it will be the Chinese govt who will determine the future results of global markets since the world markets are intertwined

[3:29:47 PM] Bryan Downing: it aint good

[3:30:05 PM] Bryan Downing: the usa exports have little dependence on china but china depends a lot on usa markets

Join my FREE newsletter to learn about my trading

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!

My POV of ProRealTime and other cloud or web trading services

My POV of ProRealTime and other cloud or web trading services

Someone via my contact form sent this:

Hello, i would like to know what you think about pro real time for a beginner? Much greetings …
To be honest, I don’t have an opinion on this. Why? You most likely will outgrow this pretty fast. You will hit many walls so I have not really explored these options including the cloud based ones. Why? I want to focus on my way of rapidly developing algo/trading strategies/etc via the powerful and very flexible Matlab ecosystem. I am not here to blab about that as you can read my blog many times over for my views. We have various demos of other platforms but after speaking to dozens of users, traders, developers etc, I came to the conclusion…

https://quantlabs.net/blog/2015/05/my-pov-of-prorealtime-and-other-cloud-or-web-trading-services-2/

Join my FREE newsletter to learn more about other world famous trading views 

 

 

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!

My POV of ProRealTime and other cloud or web trading services

My POV of ProRealTime and other cloud or web trading services

Someone via my contact form sent this:

Hello, i would like to know what you think about pro real time for a beginner? Much greetings …

To be honest, I don’t have an opinion on this. Why? You most likely will outgrow this pretty fast. You will hit many walls so I have not really explored these options including the cloud based ones. Why? I want to focus on my way of rapidly developing algo/trading strategies/etc via the powerful and very flexible Matlab ecosystem. I am not here to blab about that as you can read my blog many times over for my views. We have various demos of other platforms but after speaking to dozens of users, traders, developers etc, I came to the conclusion:

1. Most developers will always hit walls with limitations of scalability and limitation of their frameworks. I have spent properly wasted years looking at various languages and platforms. They are nice to start with but when you get serious…(I don’t want to mention names here anymore as I don’t want to make any further enemies I probably made over the years)

2. All the open sources with open frameworks are really either slow or open source crummy workflow development when you have outdated packages or buggy ones which really are not well supported. So why waste your time?

https://www.prorealtime.com/en/

As for ProRealTime, I don’t know it but I went see that if flashes this Technical Analysis, I run. If you are using this trading analysis exclusive, you are no different than chasing stock opportunities from the past. Amateurs and sheeple do that which leads to that 90% of unprofitable day/retail traders. Again search this blog for the many reasons I post.

In summary, I am hoping to finish the ‘loop’ to finally get something deployed via my Matlab Simulink to C++ to live trading with a complete end to end system with full risk management, money management, risk, blah blah. This will all get posted for ELITE members only so you have been forwarned. It will take a while to accomplish but I do think this is the best methodology that I know despite all those lost years mentioned above.
Wish me luck and good luck with your choices.

Join my FREE newsletter to learn more about these trading systems I speak of

 

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!

My DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development

My DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development

OK. I am looking at filling the gap between .NET and Matlab. I have think F# could be the solution.

After this R presentation, I figure I lost all faith in the future of R. If it takes them too long to fix core issues like this, I wonder if using the language for prototyping will not give me the faith of using it. It seems its only academics use this language anyhow.

https://quantlabs.net/blog/2014/06/meetup-video-on-use-of-r-core-scripting-to-eliminate-na-and-other-common-issue/

Sorry all you die hard fans.

That brings me to Python compared to F#. I am new to both languages but looking at this, I came away with a few thoughts for myself.

http://vschart.com/compare/fsharp/vs/python-programming-language

1. F# seemed to perform better

2. Real time and compiler process is part of F#

3. Python does offer machine code generation would could be an interesting option

4. F# leveraeges .NET framework which I kind of like for easy and rapid development

5. F# offers these advantages out of box: Multi-paradigm programming language, Concurrent programming, ,Agent programming <– this looks very very cool

As you can tell, I am not really an open source or Linux guy due to many issues I had with both:

https://www.youtube.com/user/quantlabs/search?query=linux

If you believe I have not given it a chance, check the above search results on my Youtube Channel.

I really hate building the dependencies, out of synch libraries, and just the command line really slows me down. Screw that FREE concept as there other costs. What you do is your business but many seem to agree with my experience?

I think the commercial options are really bringing things down to affordability with Matlab Home Edition and .NET.

It sounds there are some nice advantages of F# so I am going to bypass Python in the near future

And no Microsoft does not pay my mortgage

Join my FREE newsletter to see how I proceed with F# in the near term

 

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!

Another quant user POV of what HFT should be about

Another quant user POV of what HFT should be about

 

These are the comments from a newsletter subscriber:

 

Bleak job market for HFT jobs with no Windows but Linux C++ Java and some Python

 

Hi Bryan, gave me some cheer, thanks.  By the way, a lot of this boils down to old guard profiteers getting the wind knocked out of them;  imho, to forestall any kind of nonsense about HFT should be followed up on by public automation benefits:  that is where the ripening of the movement has the chance to contribute back and knock some legs from underneath “corporate raider-profiteers” (Read Keating alums etc.) that dominated the “old market”.  It is not a guarantee of any kind but just a respite from the charge–HFT will have to go a lot further than just numbers on the screen before they can pull the lever on the market gallows, there has been simply too much loss of institutional memory and corrupt lobbying to do so otherwise (again imho).

 

===

BTW, if anything — HFT ought to be toasted for having achieved (in a short time) the proofs of civil renegotiations of necessities by their adaption of Moore curves:  it is to be hoped that cooler heads will prevail in a prolonged discussion before a Dodd-Frank-Oxley-Sarbanes style solution is arrived at, the public deserves a considerate discussion of the markets frontrunning of technologies that will eventually affect other areas of endeavor even as the technologies themselves go untouched by (incorrectly assessed unscathing criticism) those afraid to kill the goose that lays the golden eggs (or at least to give it free range water to swim upon instead of forcing the fat down its throat in preparation for foie gras).  Yeah, I agree — I hope those changes accompany public comment, I think here is where the termites get smoked out of the woodwork and we see if this is really a democracy or an oligarchy with a thinly disguised veneer of public manipulations.  Either way, interesting observations will be made on who tries to put their thumbs on the scales.

—-

PS – Here’s what I think has to happen before automation benefits are flexible enough to counteract societal ills:  a) HFT feed loops to scrutinize industrial processing, b) semantic processing as industry contexts with sentiment metrics and regulation feed procurements checking on the balances of automation usage to their healthier ecosystems, c) gradual proofs of profitable competitiveness in fair contexts linking internet ecarts through purchase reaggregation with big data pipes running transparent (or, less opaque, perhaps) systems with an ability to look up and contribute intellectual property to develop caveat emptor ecosystems analytics from an ethics (cynical) standpoint that can be abated or remediated, minimized or reduced by active discussion and contributions to diffusions and opportunities analysis by upticks and uptakes in ecart feed distributions and receivables handling.  This is not your easily standardized run-of-the-mill fare, and getting the semantic cascade between competencies as vertical levers in managing journalism platforms among people whose expertise interconnects and is respected won’t be easy either;  if the above can be done, it would result in a new paradigm for logistics and search/feed and events (which will require its own risk controls and fraud against risk manipulation), so I don’t think the chances are too good …  but I think they are better than they have ever been before.

 

What you think?

Join my FREE newsletter to understand what truly HFT should be about

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!