Tag Archives: R trading

Can the VIX really be a good fear gauge to measure the market for trading profit opportunity?

Can the VIX really be a good fear gauge to measure the market for trading profit opportunity?

Sholom sent this to me

http://www.cnbc.com/id/101967541

It seems only the amateurs follow this vs what I learnt in a course

Join my FREE newsletter to see what the proper way is 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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 new R scipt that does ARIMA model forecasting with best ARMA fit for US equity and 32 major trading currency pairs in forex

My new R scipt that does ARIMA model forecasting with best ARMA fit for US equity and 32 major trading currency pairs in forex

I am working on an R script that will do:

1. Calculate best performing US equity is current real time snapshot.

2. Captures market data (forex or equity) instantly i.e. less than 10 seconds for 5+ years tick data

3. AUTOMATICALLY Calculate ARMA best fit parameters

4 Simulate and process ARIMA calculation

5. Predict a certain based on ARIMA data with plots

6. Eventual implementation into Interactive Brokers API using Trade Workstation application for order management system.

NOTE: I will be also building a Redis implementation to handle instant repository needs and clustering capabilities with failover

This is will be a very exciting and could prove to be highly accurate

I will be doing a series of private webinars for my Premium Membership for this but you need to get access to this to be part of those live demo events. .

All events are listed here

Or join my email list for these announcements!

My new R scipt that does ARIMA model forecasting with best ARMA fit for US equity and 32 major trading currency pairs in forex

I am working on an R script that will do:

1. Calculate best performing US equity is current real time snapshot.

2. Captures market data (forex or equity) instantly i.e. less than 10 seconds for 5+ years tick data

3. AUTOMATICALLY Calculate ARMA best fit parameters

4 Simulate and process ARIMA calculation

5. Predict a certain based on ARIMA data with plots

6. Eventual implementation into Interactive Brokers API using Trade Workstation application for order management system.

NOTE: I will be also building a Redis implementation to handle instant repository needs and clustering capabilities with failover

This is will be a very exciting and could prove to be highly accurate

I will be doing a series of private webinars for my Premium Membership for this but you need to get access to this to be part of those live demo events. .

All events are listed here

Or join my email list for these announcements! Fill in the form below

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

R trading – Pairs Trading – Means as an Algorithm

R trading – Pairs Trading – Means as an Algorithm

Here is a rendition of a presentation made to QuantLabs at North York Central library. The slide-deck, data, and code can be found @ alonhonig.com

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Webinar with R trading with complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,trade signal stats

Webinar with R  trading including complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics

This demo coming soon will contain the following steps:

  1. create the porfolio and account
  2. Plot something like simple moving average
  3. Create your Buy-Sell rules from creating potential short/long positions to exit position
  4. Calculate P&L and resulting equity
  5. Plot the performance
  6. Initialize your set of orders
  7. Crate a new strategy
  8. Add a potential indicator to the strategy
  9. Add a rule to the strategy
  10. Add a signal to the strategy
  11. Execute the strategy
  12. Update the P&L
  13. Plot the portfolio summary time series
  14. Compute return and trade statistics

 

 

Be on the lookout by signing up here for this strategy as we will announce the demo date to the public. It will be very limited as it will only be demonstrated once. After that, it will only be available to our Premium Members.

 

UPDATE: There will be 3 separate webinars for each part to be demoed.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!