I am hoping to release a new (and easier) client program to received trading signals with automatic trading later today. Once done, I will be hammering on the Quant Analytics service to get you interested.
I had difficulty installing PyQt5 into my Python 3 with Ubuntu Linux. This link helped especially the answer from eyllanesc. This is in relations with Qt Designer and Python
I started looking at how Python can read Microsoft Excel worksheet. It seems to be pretty easy with this Python package. Here are these articles I speak of.
Click here if interested in this course for trading bots in PythonNOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
If you are an old school trader using a tool like Excel for analysis, you may be forced to use Python. Here are some topics that this career article will highlight:
Interested in this topic? Get some free books while you are it
If you are an old school trader using a tool like Excel for analysis, you may be forced to use Python.
“Python already replaced Excel,” said Matthew
Hampson, deputy chief digital officer at Nomura, speaking at last Friday’s
Quant Conference in London. “You can already walk across the trading floor
and see people writing Python code…it will become much more common in the
next three to four years.”…
As we reported previously, Hampson runs Nomura’s new and
growing e-trading strategy team, which was formed in May 2019. The team is
tasked with increasing Nomura’s fixed income trading revenues by 15% through
the integration of artificial intelligence into the bank’s systematic market
making platform…
Hampson’s comments come amid suggestions that Excel is in
danger of dying out as sheets can be imported into Python where the computation
is much quicker….
“I can run an Excel model with a several hundred
interlocking formulas and a data table that has 50,000 rows and 100 columns and
it takes 15 min to update,” said one contributor to Wall Street Oasis last
month. “Or, I can run a Python based model with thousands of interlocking
corelation points and an underlying data structure that has 10,000,000 rows and
1,000 data attributes. Not to mention I can write scripts to infer missing data
points. All of this can be done in about a second.”…
Future traders will have hybrid skills covering finance,
quantitative knowledge and the ability to automate processes and extract data,
said Hampson. Today’s top traders already have, “much more universal
skillsets – they understand data, they understand finance, they understand how
to code. That brings an agility that you didn’t see until about five years
ago.”…
PMorgan is arming members of Hans Buehler’s 180-strong
‘Analytics, Automation & Optimization’ team with trading licenses as the
quants break into trading. ..
Here are the links discussed tonite for the Python course http://beatthemarketmaker.com/ https://github.com/quantlabs/algo_trading_signal_with_email https://www.cftc.gov/PressRoom/PressReleases/pr7528-17 https://mrjbq7.github.io/ta-lib/doc_index.html
NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Notes on Ernie Chan lomg term vs short term coding
cointegration diverges between pairs over long term while co-relation comove in same direction
cointegration is long term and about price
correlation is short term and about returns
basic mean reversion strategy bollinger bands -> enter into position only when price deviates by more than a std deviation and exit when price reverts
consider commission fees to stay profitable
These are the only forex pairs that gives any data for the Python/REST API call of InstrumentsOrderBook. The good is these have liquidity/volume and low spread. My new Python script will give breakdown of total short vs longs at any time called.
Can get order book from
AUD_JPY
USD_CAD
EUR_CHF
GBP_USD
USD_CHF
AUD_USD
GBP_CHF
EUR_AUD
USD_JPY
EUR_USD
NZD_USD
EUR_JPY
GBP_JPY
EUR_GBP
Sort of like this https://marketplace.oanda.com/products/open-position-ratios
