Tag Archives: problem

Ugly Dukascopy Visual JForex Java code but decent problem for partial on close positions

Ugly Dukascopy Visual JForex Java code but decnt problem for partial on close positions

This brings more clarity to a simpler solution of being able to integrate Python and Redis NOSQL

https://www.dukascopy.com/wiki/en/development/strategy-api/orders-and-positions

https://www.dukascopy.com/vjforex/

https://www.dukascopy.com/client/javadoc/com/dukascopy/api/IOrder.html

 

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Bitcoin and cryptocurrency problem for IMF

Bitcoin and cryptocurrency problem for IMF

I got a another response from someone my newsletter list

This may be of interest

https://capitalistexploits.at/2017/05/world-whack-crypto-currencies-go-ballistic/

 

Just a heads up – crypto currencies are being taken seriously enough for Christine Legarde (of the IMF) to state that it is not a problem yet  but it could become problematic in the future.  J  

 

Our banks are taking it seriously enough and are developing their own block chain technology.

 

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Super Mario harder than NP problem

Super Mario harder than NP problem

No expert here but this guy solved something for Mario

www.supercomputingonline.com/latest/59221-super-mario-brothers-is-harder-than-np-hard

Best machine learning with evolutionary learning with Super Mario game

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Matlab source code with neural network machine language problem

Matlab source code with neural network machine language problem

I usually don’t accept these but this is a very topical question. If you can help out this student, let me know.

Questions here:

Thanks for taking an interest in my problem!

My task is simple, I have to use ANNs integrated with a library of technical indicators to forecast currency pairs.

However at present, I’m testing the robustness of the ANN integrated with the library of indicators rather than assessing the forecasts. I’ve to do this by tweeking certain parameters – which is the easy part.

My problem is combining the ANN code with the library of technical indicators.

The ANN code I’m using is attached in the file ‘codes and parameters’.

The library of technical indicators I’m using is available at; http://ta-lib.org/index.html
There are varios different formats of the library such as C++ etc, I’m assuming the relevant format is the MATLAB format on this page near the bottom; http://ta-lib.org/hdr_dev.htm
There are instructions for integrating the library (on the C++ format) which may be similar for the MATLAB format found on the following page; http://ta-lib.org/d_api/d_api.html

I really cannot answer these specifics but:
Is this more of a data translation issue you are experiencing? I would think the technical analysis toolboxes would help here:
http://www.mathworks.com/help/finance/introduction-4.html
http://www.mathworks.com/matlabcentral/fileexchange/10573-technical-analysis-tool
Maybe you don’t need TA-LIB? Just thinking there

I thought this was a data translation problem but another response

I’m not quite sure, I don’t even know what data translation is.

The problem with other technical indicator libraries is they do not contain enough technical indicators, I’m required to use at least 100 of them but preferably more. It would also be interesting to investigate Japanese Candlestick patters with the pattern recognition capability of an RBF ANN.

I’ve had another person try to integrate the library I mentioned with my supervisors ANN code but they had difficulty doing so and ended up not being able to do it. Seeing my supervisor on Wednesday regarding it.

I’ve managed to secure another library on student license from; http://www.modulusfe.com/products/trading-system-developer-components/technical-analysis-sdk/ who also provide ANN codes for various different network architectures. They also have technical support I can use.

I see you provide a service coaching people applying for jobs in investment banking. I’m at least looking for an internship during my PhD so I’ll probably use your services near the time?


That MLP I sent you is my supervisors code, I can use another MLP code however he would prefer I used that – I need to tweek parameters etc, running the model 100 times and selecting the best model. But if anyone has a better code I’m all ears

Who can help this guy? Code attached Codes & Parameters

Who can help him? I will post the solution here.

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Problem of Data Science Quant

Problem of Data Science Quant Research

Maybe this is not as a big deal according to this Quantopian blog post

Intel C++ compiler test for Matlab code generation to Linux

UPDATE BOO BOO: The Intel C compiler is not supported all Matlab code generation products including the Simulink Coder and Matlab Coder. Wah! (see below for potential solution)

Yes I am testing this as opposed to the wonky MINGW/CygWin GCC compiler test. I think this is a better approach with the Intel C compiler for cross platform uses. Matlab will support this compiler natively in Windows.

Bryan

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Problem of Data Science Quant Research

Problem of Data Science Quant Research

Maybe this is not as a big deal according to this Quantopian blog post

The Problem with Data Science

Thanks to the NYC Contact for sending sneing

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Problem with HFT book? What about the author?

Problem with HFT book? What about the author?

Boy this guy is very hell bent against an industry he seem to fail at. I call that ‘INTERESTING’!

http://www.amazon.com/gp/product/B00B1UDSS4?ie=UTF8&camp=213733&creative=393177&creativeASIN=B00B1UDSS4&linkCode=shr&tag=haimbodekcom-20&linkId=BA74WWQTH5YHROYI&qid=1422817244&sr=8-1&keywords=problem+of+hft

 

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Is regime change a big problems for those who want to use Bayesian analysis for quant trading and research?

 

Is regime change a big problems for those who want to use Bayesian analysis for quant trading and research?

Thanks to the NYC Contact for pointing this out.  He pointed me to this

http://en.wikipedia.org/wiki/Confounding

Any thoughts?

 

From Ernie Chan as well:

I have looked at Bayesian network trading models before – never got them to produce positive results. That doesn’t mean you won’t be able to make them work.

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Ghost Exchange movie reveals the real problem of HFT. Also, here is a list of the important industrial actor and vendors

Ghost Exchange movie reveals the real problem of HFT. Also, here is a list of the important industrial actor and vendors

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After watching this movie, here is a list of modern actors who play an important role in high speeding and

automated trading also known as high frequency trading:

 

 

Direct edge alt exchange
Liquid net dark pool
Autotrader platform in java?
Advanced trading magazine
Vanguard investments big players of dark pools
John netto of m3 capital
Cathy o’niel mathematician from harvard

 

Look them up if you need to understand what they do. Or watch the movie. It is good a it will tell you what

the real problem is of HFT. Don’t look at me as I am not going to reveal any spoliers?

 

 

 

 

 

 

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