Tag Archives: rules

Youtube video on Demo of my C++ calling R and PerformanceAnalytics with returning signals for trading rules #rstats

Youtube video on Demo of my C++ calling R and PerformanceAnalytics with returning signals for trading rules

Get the source here

Get more info here

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Here is a decent definition of Bollinger Bands for those who do techincal analysis trading with a set of rules

Here is a decent definition of Bollinger Bands for those who do techincal analysis trading with a set of rules

Bollinger Bands Explained

What are they? Bollinger Bands are a pair of trading bands representing an upper and lower trading range for a particular market price. A market price or currency pair is expected to trade within this upper and lower limit as each band or line represents the predictable range on either side of the moving average. The lines are plotted at standard deviation levels above and below the moving average. This trading band technique was introduced by John Bollinger in the 1980s.

Why use them? Bollinger Bands can be very useful trading tools, particularly in determining when to enter and exit a market position. For example: entering a market position when the price is midway between the bands with no apparent trend, is not a good idea. Generally when a price touches one band, it switches direction and moves the whole way across to the price level on the opposing band. If a price breaks out of the trading bands, then generally the directional trend prevails and the bands will widen accordingly.

http://www.forexpros.com/education/technical-analysis/bollinger-bands-explained-2630

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The 3 rules of success with an algorithmic trading platform

Hi there,

Which algorithmic trading platform do you want to use?

Do you use Ninja Trader? Metatrader? Tradestation? Or some other retail investment and trading brokerage trading platform?

If so, that’s bad news. Did you know …

* Most of these platforms don’t really give you an advantage over anyone else?

* Your broker is nothing more than a glorified maket maker?

* Your broker probably sends out orders to trade against your order?

* Your trading broker probably wants you to be unprofitable because they’re taking the other side of your trades?

That’s why you’re probably not doing as well as you’d hoped in the markets. Most traders lose money over time. So why are you using what most traders use?

So I’ll lay it out as clearly as I can: any of these trading platforms and trading brokers are nothing but a racket to make you think that you’re profiting but most likely they’re holding you back from your real true profits. You really are trading against the wind.

In order to really profit

1. You need to be unique with your approach and strategies

2. Your trading algos need to run through an alternative trading platform (preferably an open transparent non-blackbox trading platform)

3. You have to ensure your models are proprietary and secret

That’s what gives you your edge. And Quantlabs.net is the only site that can give it to you.
We don’t sell any trading platforms. We have no vested interest in any stock brokerage. We only provide a community of private members who are very good at what they do — most actually work in the banking industry!

It’s our own secret society. You can share information and soak up lessons like a sponge, and yet no one else knows exactly how you’re trading.

Sign up now for immediate access:

–> Go here to sign up for immediate access! <—

Here’s a list of the entire membership benefits as well.

Good trading,
Bryan
Quantlabs.net Editor
“Those that know, don’t tell. Until now.”

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R trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

R  trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

R  trading including complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

This contains the following steps:

create the porfolio and account
Plot something like simple moving average
Create your Buy-Sell rules from creating potential short/long positions to exit position
Calculate P&L and resulting equity
Plot the performance
Initialize your set of orders
Crate a new strategy
Add a potential indicator to the strategy
Add a rule to the strategy
Add a signal to the strategy
Execute the strategy
Update the P&L
Plot the portfolio summary time series
Compute return and trade statistics

Get access to this R source code by being a member

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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!

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.

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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!

Free Finance eBook [ 8 Rules for Investing in a New Accounting System ] PDF Version

Free Finance eBook [ 8 Rules for Investing in a New Accounting System ] PDF Version

I’m reading Finance Guide Book [ 8 Rules for Investing in a New Accounting System ] which worth to share with all of you.

Evaluating new accounting systems can be a complex and challenging project. Ensure you make the right decision for your company by getting expert advice from one of CPA Technology Advisor’s Top 25 Thought Leaders as she outlines the eight rules for investing in a new accounting system.

Download this ebook and discover how to:
• Choose the right environment for a faster close with strong audit and control capabilities
• Support sophisticated reporting requirements for a diverse set of stakeholders
• Easily comply with regulatory requirements by complying with GAAP and IFRS accounting standards
• Build the right foundation for growth that includes multiple entities and currencies

It’s limited time offer, PDF version:
Free Download: http://tinyurl.com/7gbrkq9

xdxy.tradepub.com

Free White Paper to 8 Rules for Investing in a New Accounting System. Evaluating new accounting systems can be a complex and challenging project. Ensure you make the right decision for your company by getting expert advice from…

 

Free Download: http://tinyurl.com/7gbrkq9

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The Basel Committee on Banking Supervision issued its rules for global systemically important banks

The Basel Committee on Banking Supervision issued its rules for global systemically important banks

This Bloomberg Government Study finds that the banking sector has become even more concentrated since the 2008 financial crisis. If the growth rate of banks in the past is an indicator, the number of so-called too-big-to-fail banks could increase by almost 40 percent over the next 15 years, putting added strain on regulators.
The Dodd-Frank law, enacted in July 2010, seeks to limit growth in the banking sector and remove risks that could destabilize the financial system.
The law aims to prevent banks from becoming too big to fail, so that the government is not forced to spend taxpayer money to bail out the shareholders of large banks and other financial companies in the event of crisis.
But what could occur during a future crisis, the big firms will have the most flexibility to take control of failed firms.
>>>>>>http://bit.ly/BloombergTooBigToFail

Join the world’s premier risk forum and community for executives, service providers, entrepreneurs and propel your career to a New level!

 

See the Big Picture With Bloomberg Government
It will save you time and resources.

http://bit.ly/BloombergGovernmentService

 

 

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Hedge Fund: New CFTC rules are coming. As a nonprofit, the IFM is the only global source of position limits data

Hedge Fund: New CFTC rules are coming. As a nonprofit, the IFM is the only global source of position limits data – http://ht.ly/7t06I

 

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he PLD is certainly attractively priced, but the information is at each futures exchange as well. The value to the PLD id when you play across multiple markets, right?.

 

 

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Will the rules prevent Goldman Sachs & Citi from prop trading desks convert to hedge funds?

Will the rules prevent Goldman Sachs & Citi from prop trading desks convert to hedge funds?
Citigroup reportedly may move proprietary traders from Citi Principal Strategies to its hedge fund unit Citi Capital Advisors in order to comply with new rules passed with the Dodd-Frank Act, according to Bloomberg. The move, which is one of at least three being considered by the firm, would treat the team led by Sutesh Sharma as hedge fund managers and seed funds before raising money from outside interests thereby complying with new speculation restrictions under the so-called Volcker Rule, said anonymous sources.
A senior analyst at Credit Insights, David Hendler, sees the arrangement as an attempt to a “high-margin” unit within the company, adding that the shift amounts to a transformation from, “an-interest-plus-capital-gain business into a fee business.” Proprietary trading is said to have accounted for 2% of Citigroup’s 2009 revenue, but the change could pose a challenge for firms like Goldman Sachs were the figure is around 10%, although the new rules give banks four years to bring proprietary trading into compliance.

More quotes:
“This may be a way of keeping a high-margin capital- markets business in the fold, within the language of the law,”
“They would be transforming it from an- interest-plus-capital-gain business into a fee business.”
This proves why these guys at institution are geniuses at the cat and mouse game. We will always lost out to the high frequency traders where everything is done automatically or algo based.
Some stats:
Many banks say proprietary trading is a fraction of their total business and that most trades are done on behalf of customers. Such trading accounted for about 2 percent of New York-basedCitigroup’s total 2009 revenue, or about $1.6 billion, a person close to the bank said in May. New York-based Goldman Sachs has said it gets about 10 percent of its revenue from proprietary trading.
In 2007, Goldman Sachs started a hedge fund with about half of the members of its Goldman Sachs Principal Strategies team, which trades stocks with the firm’s own money. That fund, Goldman Sachs Investment Partners investors, remains with the bank and is housed in the money-management division. Some traders who stayed in the principal-strategies unit, including Pierre-Henri Flamand and Ali Hedayat, left Goldman Sachs earlier this year.

ALL of the above is from:
http://www.bloomberg.com/news/2010-07-28/citigroup-may-move-prop-traders-to-hedge-funds-to-comply-with-volcker-rule.html

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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!