Tag Archives: reference

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Method

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods Non complicated formulas to look at in this article
This is the ABSOLUTE LAST CHANCE to get my 3 course combo. A few more will be on the way including topics on algo crypto algo trading and machine learning in the early months of 2018!

NOTE that I have set to end this promotion this Friday (in 2 days)

I have this all explained in this video below

You can learn about:

  1. Python Algo Trading Infrastructure Building Blocks
  2. Interactive Blocks API Bootcamp Workshop
  3. Futures/Options Fundamentals with Source Code

 

FINAL offer for all my quant algo trading courses for under 1K
 Anyway my 18K in May 2017 is now 140K so I am not complaining…

Join here and More info: http://quantlabs.net/mkt/quant-elite-v2/
Further details:
https://quantlabs.net/blog/2017/12/final-offer-for-3-algo-trading-courses-under-1000/

You get this combo info right now for the next few days here 

 

–> GET IT IMMEDIATELY BY CLICKING HERE 

Note: The online marketing efforts will start next week targeting $500K> annual income active traders This means this pricing combo will go up to $2800 immediately after this sale. As more content gets added, you can expect it to further up to $4000 early next year in 2018!

As a result, this is the ABSOLUTE last chance you will get this deal under $1000. It is now or never!

 

Query and reference:

I am a non profesional trader of futures (mini sp, …) and I use interactive brokers-TWS.

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Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods

Non complicated formulas to look at in this article

https://towardsdatascience.com/a-zero-math-introduction-to-markov-chain-monte-carlo-methods-dcba889e0c50

 

 

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Open HFT architecture for reference

 

Open HFT architecture examples for reference

You have read multiple stories on this open source HFT library called Open HFT. This time, I have spent a couple of days with the example code. I find this library a monster but the easiest way to consume it, you may want to just focus on the 3 trading software examples found in Chronicle Queue, Map, and Engine. I have a video where I describe all this. Just remember this code is very basic so don’t expect to be trading tomorrow.

Check out my video here

Note that I have identified Chronic Engine, Map, and Queue as the projects most likely worked on.

I will be eventually  be pulling my Python Infrastructure Building Blocks course as well. This focuses on introducing you to how to build a primitive algo  trading system. I am not sure on the hard date yet I will be removing this as well. As for now, it is part of my Quant Elite service which will also get closed down permanently as I move everything into the new Analytics service for 2017.

Thanks Bryan

P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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Open HFT architecture examples for reference

Open HFT architecture examples for reference

UPDATE: I dug and dug. I tested and tested. I found many exceptions which could not be explained. I also went through this forum but found functionality gets removed which eventually gets moved into the commercial product. Not sure if I can keep working with this under these type of conditions. As a result, I may abandon this for now.

These testing examples can be used when loaded into your IDE

Chronicle Engine->test->net…..engine.eg

Note WireRemoteStatelessQueueClientTest.java example
Chronicle-queue-test

net.openhft.chronicle.queue.micros

Under Chronicle Map test example, look for

http://chronicle.software/

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References for MCMC Markov Chain Monte Carlo Simulation for Matlab

Reference for MCMC Markov Chain Monte Carlo Simulation for Matlab

Hoestly, the help systems of Matlab does not specifially point to any resources so I decided to research some of these below

I am now looking at MCMC Markov Chain Monte Carlo Simulation for Matlab. This is a widely respected way of doing market analysis so here are some links:

Join my FREE newsletter to see which market forecasting models I use 

http://www2.math.su.se/matstat/und/bayes/pdf/Lab1eng.pdf <– some basic Maltab sample code as set up as tutorial

http://www.cs.ubc.ca/~murphyk/Teaching/CS340-Fall06/reading/mcmc.pdf <–somewhat advanced but has some decent code with function examples

https://www.msu.edu/~blackj/Scan_2003_02_12/Chapter_11_Markov_Chain_Monte_Carlo_Methods.pdf <–decent explanation with source code examples (no data source)

http://www.mathworks.com/products/statistics/code-examples.html;jsessionid=cb37a085985635731a702db4271d?file=/products/demos/shipping/stats/bayesdemo.html <–the slice sampler is an MCMC algorithm but will use Bayes in future demos

http://helios.fmi.fi/~lainema/mcmc/ <– best self contained framework with no external toolboxes needed

http://helios.fmi.fi/~lainema/mcmc/examples.html <–this contains the best real world example with http://helios.fmi.fi/~lainema/mcmc/ex/normalex.html

I confirmed it worked!

http://www.math.wsu.edu/faculty/genz/416/lect/l10-4.pdf <–scant explanation with code

http://matriisi.ee.tut.fi/courses/MAT-52500/part_II_lecture_6.pdf <– decent Powerpoint but not no example source code

Specific for finance:

http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf <- specific options/portfolio examples provided with source

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1964923 <- need to register at SSRN

http://stanfordphd.com/Markov_Chain_Monte_Carlo.html <– no specific code examples

http://homepages.inf.ed.ac.uk/imurray2/teaching/09mlss/slides.pdf <– easy to consumer Powerpoint slides with some code

https://www.google.ca/url?sa=t&rct=j&q=&esrc=s&source=web&cd=6&cad=rja&uact=8&ved=0CFsQFjAF&url=http%3A%2F%2Fwww.math.washington.edu%2F~morrow%2F336_11%2Fpapers%2Fjie.doc&ei=IdhGU9yXJebLsAS4j4DoDA&usg=AFQjCNG_VGVrMkXZmURRdBOLG6magpm1YA&sig2=VqEQ60VekMCsMaTYxRs6iQ&bvm=bv.64507335,d.b2I <– Word Doc download but scant

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Essential Matlabs documents reference 30 min Youtube video and Meetup scheduled for Simulinmk conversion to live trading

Hi there

I have posted Monday’s webinar with Q&A that was for my QuantLabs.net Premium Membes
I have posted various links yesterday to help you in two important ways:
1. Essential 30 minute Youtube video on Complete walkthrough of Matlab User Documents for building a trading model or strategy development
2. Youtube video on Quant finance meetup on Mar 12 in Toronto for HFT, Matlab Simulink, Microsoft .net development
This happens at our local Microsoft Store in Toronto. but there will be a stream of this courtesy of my GotoMeeting account.
3. Youtube video on being from Canada sucks for HFT traders, only Interactive Brokers but those Sterling Trader brokers
The point? Don’t trade out of Canada unless you use IB
Remember, I am planning to do more exclusive live webinars with Q&A for my QuantLabs.net Premium membership. This includes  simple moving average, pairs trading, and other advanced math forecasting techniques. This is what the professional institutional professionals.
Here are some other membership benefits.
Thanks Bryan

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This could be a hopeful reference source to reverse engineer a bunch of Econometric Excel, Strata, or SAS functions and files

This could be a hopeful reference source to reverse engineer a bunch of Econometric Excel, Strata, or SAS functions and files

Here is an ebook to understand it:

http://economia.unipr.it/DOCENTI/GOZZI/docs/files/using_excel_for_principles_of_econometrics3e.pdf

Files

http://principlesofeconometrics.com/poe4/poe4.htm

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Whoa. Architecture Reference manual to world’s best market data handling database: kdb +

Whoa. Architecture Reference manual to world’s best market data handling database: kdb + Download this as it is very useful: http://kx.com/q/d/FD_kdb+_reference_manual_3.0.doc I hope you got roughly 250K to implement this. This is why I am using Redis and a free open source alternative. Let’s see what happens with it. Check out my free newsletter I send out frequently as I send out my progress in this development on High Frequency Trading

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Big Data, Low Latency Reference Architecture

Big Data, Low Latency Reference Architecture

Is this emerging field mature enough to have a reference architecture? Or perhaps multiple given specific goals and/or domains? Several posters here have claimed that the start-ups in this space have nothing over the longer term incumbents. If that’s true, there must be something like a reference architecture.

Anyone got one they’d care to share?

—–

Perhaps you woud be interested in the work done at Event Processing Technical Society http://ep-ts.com Reference Architecture Workgroup

—–

I looked at the site and didn’t see anything. Perhaps it’s behind closed doors? Can you share something here?

 

I am afraid I cannot. I think the right way of doing it is by following the EPTS procedure for gaining access to the member’s wiki. Although you can just google EPTS Reference Architecture to get an idea of what goes on there. For example, you can take a look at this tutorialhttp://www.slideshare.net/isvana/epts-debs2011-event-processing-reference-architecture-and-patterns-tutorial-v1-2

As you can see, the Reference Architecture is very high level abstraction, too high to my taste, but there is more to it “behind the the closed doors”. If you are so inclined, you might want to join the group and contribute to the effort or learn from the participants.

In the interests of the full disclosure, I need to say that I am a member of the EPTS board.

 

I’m actually one of the founding members of EPTS (really). I don’t like to point people to other areas requiring membership to view material.

Thank you for attaching the link.

Anyone else have anything close to a reference architecture for Low Latency Big Data that attempts to show how data is processed in flight while being persisted for research and either creation or refinement of signal generation models? I have some slides that I could post on my blog to get us started – but I was hoping that some others would contribute here.

 

 

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C++ interview questions on reference, reference vs pointer, pass by reference

C++ interview questions on reference, reference vs pointer, pass by reference
Reference:

What’s the difference between pointer and reference
Reference is to one object can not be changed to another object
Reference should be initialized always.
Any other Differences??
POINTER

1) Its not necessary to initialize the pointer at the time of declaration. Like

int a = 10;

int *P = &a; //It is not necessary

Another way is :

int a = 10;

int *P;
P = &a;

2) You can create the array of Pointer.

3) You can assign NULL to the pointer like

int *P = NULL; //Valid

4) You can use pointer to pointer.

REFERENCE

1) Its necessary to initialize the Reference at the time of declaration. Like

int &a = 10;

int &a; //Error here but not in case of Pointer.

2) You can not create the Array of reference.

3) You can not assign NULL to the reference like

int &a = NULL; //Error

4) You can not use reference to reference.
Is reference a pointer?

* Reference is an implicit pointer
* Must tell it which variable it will become an alias for
* References do not require dereferencing
* No acquisition of memory address required
* References are often implemented by the compiler writers as pointers.
* References are “safer”

Is there any adv of references over pointers?

* References do not require dereferencing
* No acquisition of memory address required
* References are “safer”

Is there any adv of pointers over references? (yes, both this and the last qn is valid)

* Pointer can be left uninitialized.
* Pointer can be stored in Container classes, References cannot, as they are uninitialized.
* Most programs has “NULL” values, Pointers are recommended in these cases.
* Pointer can easily visualize side-effect is local or not.

Where do you initialize a non-static class member that is a reference?
Choice 1

Member initialization list only
Choice 2

Body of constructor only
Choice 3

Point of declaration only
Choice 4

Member initialization list and body of constructor
Choice 5

Point of declaration and member initialization list
5
Member initialization list only
I think its only at the point of declaration, a reference is initialized…
body of constructor only
100% Member initialization list only
Member initialization list.

What is the main reason for using pass by reference over pass by pointer
It’s safer, since we cannot pass by reference with null value

void foo(int &x){
//cout<

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