Tag Archives: QuantStart

2017 QuantStart upcoming content survey

No surprise on most popular being machine learning but there are some interested surprises so you should read this to know what the trends for what people want

https://www.quantstart.com/articles/quantstart-upcoming-content-survey-2017

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Python deep learning with Theano by QuantStart

Python deep learning with Theano by QuantStart

I just got this from a C++ expert who is a Brit based in Texas:

I hope you’ve had an enjoyable week.
Deep Learning has become an extremely important, if not overly hyped, area of machine learning research in the last 10 years.
Techniques from within the field are often the “state of the art” for certain classification and reinforcement learning tasks.
Many quant hedge funds have begun to hire specialists with Deep Learning expertise and are experimenting with applying such techniques to both pricing data as well as alternative data sources.
However, it’s not an easy field to break into.
While it is simple to run “off the shelf” examples with libraries such as Caffe, Theano and TensorFlow, it is much harder to achieve more sophisticated results.
Hence I have decided to write a series of articles on many of the current Deep Learning architectures that exist today.
I’ll be describing both the theory and the practice, making use of the modern Theano library to demonstrate many examples.
In the first article we learn how to install Theano and apply it to a simple, well-known machine learning classification case, that of Logistic Regression.
We will make direct use of the code in this article when we come to build Multilayer Perceptron Networks and Convolution Neural Networks in subsequent posts.
The first part of the article series can be found here:
  • Deep Learning with Theano, Part 1: Logistic Regression – https://www.quantstart.com/articles/Deep-Learning-with-Theano-Part-1-Logistic-Regression
If you’ve played around with Deep Learning libraries yourself I’d love to hear your story. I’m always interested, as is the rest of the QuantStart community, on interesting uses for machine learning techniques, both in quant finance and in data science.

If you would like to share your story reply to this email and in the future I will discuss some of the most interesting projects.

Cheers,
-Mike
Maybe I should join this email service? Nah, I will let my users tell me about these interesting projects. I must it is sites like these help nudge me into Python.

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Latest news from Quantcon QuantStart Quantopian

Latest news from QuantStart QuantCon Quantopian

Quite a few people sent this email to me after the most recent Quantcon in New York City a few weeks ago. It sounds like the top developers in Quant that got together to put on a fabulous conference on the topics of Quant and Python.

 

Here were the latest details highlights

 

Now I’ve only been working with Python for four months so I would not call myself an expert. A few of my members have complained about Python packages that are not working including IBPY for their live trading account. I kind of knew of these restrictions going into learning Python so I’ve diversified my knowledge of C, C++, and Java over the decades. If you go to any of the online programming indices, you’ll find that these languages are the most popular. Anything else is really noise at this point. If you decide to work on any upcoming language that really has not proven itself including languages like Haskell Google Go, Julia, etc. etc. you’ll quickly realize you may hit a wall after spending many months trying to develop an automated trading system. From my perspective, you’re better off to stick with the mainstream proven enterprise-level languages.

 

Even though my most recent “Independent Algo Trading Business Course Series in Python” is important to know, it is really meant for newbies trying to get into this daunting world of automated trading. When done right, you could quickly realize the full benefits of the efforts. This course was typically designed for 75% of the newbies that come into my community but are still driven to learn about how these topics can radically change their life permanently.

 

The other problem I’m finding are the strategies that are chosen by many retail traders who get blown out within 90 days. I even asked a seasoned trader about the 90/90/90 rule which says 90% of traders will lose 90% of their money within 90 days. This seasoned trader never even heard of it. Most learn off the Internet’s free subpar resources that lead them into this popular 90/90/90 club. What they don’t realize is that if you follow the philosophies of what hedge funds, investment bank prop shops and pension funds are doing, you’ll be blown out fairly quickly. Thankfully I’m quickly learning that these institutions use fundamental drivers for their massive revenue that you never hear about. These fundamental news items are peppered throughout major news outlets but are widely ignored by the mediocre performing retail traders. Some of them actually even have PhD’s.

What is the point of all this?

 

If you follow what I’m doing I’m pretty confident that I will be reporting some good trading results later in the year. The other big benefit is I’ll be using my own software solutions I develop myself that will lead me onto this path.

 

 

This is why I built my highly affordable Quant Elite Membership  

 

Thanks for reading

 

Bryan

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Latest news from QuantStart QuantCon Quantopian

Latest news from QuantStart QuantCon Quantopian

People kept send me this so it is for sure noteworthy:
This is a quick update to let you know what has been happening in the last few months, as it has been an exciting time behind the scenes of the site.
Firstly, I spoke at the Quantopian QuantCon conference in New York last week. The conference was absolutely fantastic, with a brilliant speaker line-up and many fascinating talks. It was great to finally meet many of the QuantStart community in person and I believe everybody had a fun time.
I want to thank John “Fawce” Fawcett, Kelly Elstrom and Thomas Wiecki in particular, as well as the rest of the Quantopian team and the volunteers that helped make the event really special. Emmanuel Derman and Manoj Narang put on exceptional keynote talks, and I also thoroughly enjoyed Andreas Clenow’s primate-themed discussion!
Secondly, I wanted to update you about the current state of the new Advanced Algorithmic Trading book. Originally my goal with the book was to emphasise a good number of trading strategies using simpler, vectorised or “for-loop” style backtests in Python and R. However, I soon realised that the transaction costs associated with many of them would dramatically change the profitability of the strategies.
Hence I decided in order to allow a much more “real world” assessment of the strategies/portfolios described in the book, that I would work hard to get QSTrader, the open-source backtesting and live trading framework that I’ve started, to a point that the strategies in the book could be tested to a much higher degree of realism.
While it has meant that the book has taken a little longer to write, it does mean that the results associated with the strategies will be far closer to what will be experienced in live trading, which is ultimately what we all care about!
I’m going to be making a partial update to the book within the next week (and I’ll email again when I do), which will contain some new content as well as discussion on the new backtesting system. In time, you will be able to use QSTrader and the strategies within the book to construct some realistic backtesting and live trading implementations.
I’d also like to mention that I’m beginning to see some great contributions to QSTrader, through Github, and if you want to contribute, then feel free to jump over to the QSTrader Github issues list and start suggesting improvements and/or submit pull requests.

 

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New direction for QuantStart automated trading

New direction for QuantStart automated trading

Interesting what this author is doing moving into 2016 but I am closer to his moves than ever before. Thanks to the NYC Contact for sending

https://www.quantstart.com/articles/Announcing-the-QuantStart-Advanced-Trading-Infrastructure-Article-Series

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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!

SmartQuant code snippets

SmartQuant code snippets

I just learned about these from my online Meetup. Also, I am not a fan of SmartQuant the platform

 

http://smartquant.com/purchase.html
http://www.oneunified.net/blog/

http://www.oneunified.net/blog/Trading/SmartQuant/qdarticles.article

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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!

Successful algo trading book review in Python from Quantstart

Success algo trading book review in

Python from Quantstart

I believe I have formulated some decent opinions on the trilogy
of prototyping programming languages for trading idea research.
After reading the excellent book called “Successful Algo Trading”
in Python from Quantstart.com. I made a 20 minute video explaining
my thoughts of this book with a way to implement into my training
workflow done in Matlab. Bonus: many people don’t know but Matlab
can call Python scripts. Booyah!

Click here to see my 20 minute video on this book review

Learn Python as Suggested by

QuantStart.com

As suggested by the author of Quantstart.com here is a good resource
to learn how to program generally in Python.

Click here for the place to learn Python 

Knowing what I know, I’m very excited to be introducing my live
Q&A workflow coming this Tuesday.

Click here for details

I will be implementing some very exciting algorithms with Matlab’s Simulink
trading system models for all my Quant Elite members hopefully this week.

Bryan

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Success algo trading book review in Python from Quantstart

Success algo trading book review in Python from Quantstart

I took the plunge dive with source code. Excellent resource as described in my 20 min video

https://www.quantstart.com/successful-algorithmic-trading-ebook

http://www.mathworks.com/help/matlab/getting-started_buik_wp-3.html

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Anyone got an opinion selling trading strategies to Collective2? Learning experience from Quantopian or QuantStart?

Anyone got an opinion selling trading strategies to Collective2? Learning experience from Quantopian or QuantStart?

This came in as a comment:

This post may be older but I would like to update on it as I have been using Collective2 for years for my own trading and now rent my automated investing strategy on their platform for others to use.

Collective2 is not a perfect platform, but no one will ever be, especially with how fast technology and the financial markets regulations are changing. With that said, if you research the competition which there are only really three others when it comes to futures trading, and one if you want to trades stocks… Collective2 is the best for system vendors hands down in the long run.

I use their Private label so I have full control of the look and billing for my system and dont have to pay the 30% commissions they take for making the sales.

Hope this helps? email me or post here if you want to know more…

Edit – See more at: https://quantlabs.net/blog/2011/06/how-is-your-experience-with-renting-trading-strategies-on-sites-like-collective2/#sthash.wucHze2R.dpuf

Is this service still valid to sell automated trading strategies? How about Quantopian? Or QuantStaart?

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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!

Video interview with Quant Start Michael Halls-Moore on quant development vs retail trading

Video interview with Quant Start Michael Halls-Moore on quant development vs retail trading

Learn how we do it through our FREE newsletter

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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!