Tag Archives: recommend

Can anyone recommend high speed charting for quant finance in Python to handle 1 million plus data points?

Can anyone recommend high speed charting for quant finance in Python to handle 1 million plus data points?

I know of Matplotlib and Chaco

http://code.enthought.com/support/

I know of QuantMod for R but something equivelant in Python?

http://www.quantmod.com/gallery/

Please comment and thanks

Acutually this could work for beingin C++ for QT:

http://www.advsofteng.com/download.html (only $100)

From:

http://qt-project.org/forums/viewthread/41739

More suggestions:

http://stackoverflow.com/questions/3537251/chart-library-for-qt

http://www.qcustomplot.com/index.php/download  <– most appropriate for QT In C++

Other options at:

Is ChartDirector a cheap C or C++ Qt charting library decent for 100 USD

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I do not recommend this: Free Software on statistically sound machine learning for algorithmic trading

I do not recommend this: Free Software on statistically sound machine learning for algorithmic trading

statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf
statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf

statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf

We looked at this which we do not recommend. It is so complicated since it is free. Need support? Pay for the documentation and support  A bad model to work from.

AronsonPresident of Hood River Research, kindly provided this excerpt from his book, ‘Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB.’

Download the excerpt here.

This book explores key topics like:

  • How to estimate future performance with rigorous algorithms
  • How to evaluate the influence of good luck in backtests
  • How to detect overfitting before deploying your system
  • How to estimate performance bias due to model fitting and selection of seemingly superior systems
  • How to use state-of-the-art ensembles of models to form consensus trade decisions
  • How to build optimal portfolios of trading systems and rigorously test their expected performance
  • How to search thousands of markets to find subsets that are especially predictable
  • How to create trading systems that specialize in specific market regimes such as trending/flat or high/low volatility

In this excerpt, David introduces TSSB (Trading System Synthesis & Boosting), and lays out two approaches to automated trading.

http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpbs

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Can people recommend further resources such as web pages and other Linkedin groups which offer valuable learning resources?

This is an excellent group, which has excellent value to its members. Can people recommend further resources such as web pages and other Linkedin groups which offer valuable learning resources?

I would like to thank the owners and members of this group. – There are many excellent articles and discussions which have helped me to improve my learning. – Unfortunately I have not found too many others groups or web pages which offer the same value to a someone always keen to learn and develop, and have recently had to remove myself from many groups which I found over-promised and under-delivered. – I would be keen to know of any other groups people can recommend which are helpful and inciteful like this group, or of any web pages which also offer similar value.

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You are spot-on- this is one of the best Trading related group son linked.

Two other really good groups I find are – ‘Automated Trading Strategies’. and ‘Trader,Trading & Risk Psychology’.

I also like the group ‘Behavioral Finance: Theory & Practice’.

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Automated trading strategies and Algorithmic trading are my recommendations.

Any group where there is some good debates and discussions, and useful articles and information, and not overloaded with people marketing themselves and their products. – Some groups ahve have overload on that – I really like this group and ‘technical and fundamental traders’ group. – Agree with above choices – particularly ‘Trader,Trading & Risk Psychology’ which I used to be involved with and I know Steve always tries to keep marketing-free and other spam-free. – Behavioural Finance theory and practice is a group I find useful..

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I judge the quality of the group by what I can learn from it, and what aspects of me may help me in my business. – I have joined many groups and then left them, because the groups failed to deliver anything along the lines I have just mentioned other than mostly being choc full of spam. One can see from this group that there is many discussions which have real longevity to them, and some very valid contributions.

I belong to many of the groups mentioned above, I would rank the groups I visit most regularly as:

– Technical Analysts/Traders
– FX Week – The global business of foreign exchange
– ‘Trader,Trading & Risk Psychology’
– Automated trading stregies.
– Equity Traders Professionals.

I would be keen to know of any more groups who offer value along the lines of the criteria I have set above.

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We screen the S&P & other indexes for several values, among them companies with historically high Returns on Assets. We then apply our system to determine buys & sells. Here’s a recent report:
http://www.quacera.com/portals/22792/flash/sproa.swf
and an explanation of how to use it:
http://www.quacera.com/qpm-radar-explanation/
These reports are for information purposes only and not a solicitation to buy or sell any security.

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We offer training on Bull call spreads, bull put spreads, bear call spreads and bear put spreads with
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I do not think trading is served that well by websites. There is a profusion of them, but I do not think there are many that yet provide a thorough and decent service to traders in terms of education, forums for debate, dissemination of news. – The trouble is it is such a huge community and activity I am not sure any one website can catch everything that participants need. – Of course in banks it is different, – Bloomberg is the king. – Of other websites, I quite like FX street as a free service and investopedia as a learning tool, and www.ritholtz.com ‘Big Picture’ blog.

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I am not sure that you can learn trading from websites and blogs and groups, but you can certainly get snippets from them to add knowledge.

I like to read certain blogs regularly which add value and depth to my knowledge. Learning by absorbtion. 3 I like in particular are :
Rizholzs Big Picture as mentioned is one.
Traders Narrative
A dash of insight

Books are the best way to learn, less so from ‘how to Books’ as books from the trenches such as, and books on psychology of trading.
Market Wizards.
Reminiscences of a Stock Operator/
Pit Bull etc.
The Disciplined Trader

Finally there some good candidates for good groups for learning and I echo many of the groups mentioned above, since I am quoting in 3s, my top 3 are.
Technical Analysts/Traders.
Trader,Trading & Risk Psychology’
Trader Education

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As far as websites are concerned, I`ve found ForexLive to be the most straightforward with excellent market commentary by seasoned professionals together with good information and a nice sense of humour thrown in there. Some well known analysts drop in to take a look and make contributions. A site that is fast expanding it`s readership. Well worth a visit for anyone who wants live, blow by blow commentary with bid/offer levels thrown in.

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Thank you, that looks excellent, simple and straight forward.

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There is so much noise in every page, I think you do have to search and find pages that suit you. – But do not overdo it – too many causes overkill.

As for linked in groups. Most of them are full of spammers, it tends to kill most groups.
There are some exceptions, I agree with the recommendations above.

HIgh Frequency Trading,
Technical Analysts/Traders.
Trader,Trading & Risk Psychology’

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QuantLabs.net recommend the following high performing stock picks from global exchanges

QuantLabs.net recommend the following high performing stock picks from global exchanges
I have activated the sitemap on our Premium Membership here. You can watch what our system picks daily from all major exchanges. Do note you need to register here to get access!

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Can anyone recommend a simple automated trading strategy or EA that would help new traders just starting out in Forex

Can anyone recommend a simple automated trading strategy or EA that would help new traders just starting out in Forex

If you are just starting out, then you may lack the knowledge and skill to evaluate whether an EA is good or not. However, a great EA, in my opinion is one that is based on basic forex trading principles, i.e, harmonics & wave reversals/trend trading or non directional trading.If it is a trend trading EA, it must have a little bit of harmonics/waves to know when the trend ends/reverses (or else it will lose very fast all the profit it made when the market was trending). If it is a non-directional EA then it must have very smart money management/hedging built into it. At the end of the day, you may want to just trade systematically for a while and then code your rules…cheers
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I created an open source EA called SnowRoller that is based on the principle of increasing position size into winning trades and minimizing losses. It’s not an exciting Martingale type strategy that will build up until it hits the death trade and half (or more) of the account is gone. This strategy slowly bleeds balance – taking small losses waiting for a larger trend when the accumulated profitable position pops the equity and it starts over. You can download and use this EA here:https://sites.google.com/site/marketformula/snowroller
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Hello, I have some experience with EA. My first one was FAP turbo and I didnt have good result (it was a scalper) and the second one its a martingale EA call forex transporter, not a good result ither. With time I learned to do a better research for the EA, What i do now is this: First I visit forexrobottests to see what is going on, then I look for comments of people who bought the EA, I like to use forexpeacearmy for that.
Hope to help.
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EAs are all worthless…
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Thanks for that I look forward to testing that out.
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I agree with SFT.com in that all commercially available EAs (that I am aware of) are indeed a waste of money, but I can assure you that the concept of Expert Advisors for FX and automated trading in other markets certainly is a worthwhile pursuit. Traders that have successful strategies do not sell their ideas or their EAs but they do indeed exist. Simply start off by reading up on the fundamentals and technical analysis of the currency market, get a demo account with a broker, try applying what you learn and take your time on the demo account – I mean take at least 6 months of trading every trading day on demo. You will come across your own trading style and strategies and only then should you consider risking real money. After you are consistent and profitable in a live account you could consider the automation route. Don’t get sucked into the hype and marketing tactics on any web site related to trading. Good luck

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