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Tag Archives: Seminar

Posted Notes at Toronto Quant Trading Seminar powered by FXCM
Posted Notes at Toronto Quant Trading Seminar powered by FXCM
If you missed the Toronto Quant Trading event a few days ago, I have posted the notes.
TONIGHT! Talking forex strategy details webinar Mon Mar 25 LIVE Links
There is now a Zoom.US real time live link now posted for tonight’s webinar event. I MAY talk about this new forex strategy that seems to working. There will be no public replay for this as well.
https://quantlabs.net/blog/2019/03/talking-forex-strategy-details-webinar-mon-mar-25-2/
Latest updates on the crypto currency and NEW forex trading algos for today
I just posted a pile of interesting items on my Facebook page and profile. Check it out at
As on second day of testing , positions are still profitable but not those what you think. Still need to consider slippage and spread cost but will be done today
Going cryptocurrency for purchases?
As everything seems to be working, I was wondering if there are folks who want to buy the services I offer in cryptocurrency Please let me know your opinion on this topics as I will be building out these offering in crypto currency. Don’t worry as I will be still supporting Paypal.
You can always see what I offere here https://quantlabs.net/academy/shopping-cart/
Thanks Bryan
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!Notes at Toronto Quant Trading Seminar powered by FXCM #FXCM #notes #powered #Quant #Seminar #Toronto #trading This was promoted by a local broker where FXCM provides the technology Aggregate of real time Bid ask spread Python package technical analysis Fully Fxcm py with back testing py ti https://github.com/kylejusticemagnuson/pyti GitHub python fxcm check London or Dublin expo code project PisAno: Data driven model : more predictive on result of each data point Expectancy: bell curve of result on stats Money management system for positive expectancy Eg. martingale to double down on result Pisano uses: Math model before it happens has deep learning model Stat model updated in real time with stat model to change output get new parameter Output is trade algorithmically and self learns and self adapt Output file generated weekly Based on mean reversion Major pairs No random walk 4m aum 2.3% drawdown 5% max depending on leverage up to 20% Sharpe 4 Based on cointegration Says forex volume is going up Refer to https://www.leaprate.com/forex/brokers/fxcm-non-us-volumes-drop-21-in-february-to-201-billion/ G7 fx pairs Pure price no fundamental Needs momentum Cta and Osc is technology Mql execution Commodity tie to fx correlated Shamsher vellani Pisano capital Ernie Chan Link: https://quantlabs.net/blog/2019/03/notes-at-toronto-quant-trading-seminar-powered-by-fxcm/
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Notes at Toronto Quant Trading Seminar powered by FXCM
This was promoted by a local broker where FXCM provides the technology
Aggregate of real time
Bid ask spread
Python package technical analysis
Fully
Fxcm py with back testing py ti
https://github.com/kylejusticemagnuson/pyti
GitHub python fxcm check London or Dublin expo code project
PisAno:
Data driven model : more predictive on result of each data point
Expectancy: bell curve of result on stats
Money management system for positive expectancy
Eg. martingale to double down on result
Pisano uses:
Math model before it happens has deep learning model
Stat model updated in real time with stat model to change output get new parameter
Output is trade algorithmically and self learns and self adapt
Output file generated weekly
Based on mean reversion
Major pairs
No random walk
4m aum
2.3% drawdown 5% max depending on leverage up to 20%
Sharpe 4
Based on cointegration
Says forex volume is going up 😂😂😂😂😅😂
Refer to https://www.leaprate.com/forex/brokers/fxcm-non-us-volumes-drop-21-in-february-to-201-billion/
G7 fx pairs
Pure price no fundamental
Needs momentum
Cta and Osc is technology
Mql execution
Commodity tie to fx correlated
Shamsher vellani Pisano capital
Ernie Chan
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!
Reminder: Toronto Quant Trading Seminar with Friedberg Direct powered
Toronto Quant Trading Seminar with Friedberg Direct powered by FXCM TOMORROW
Details
Talking forex strategy details webinar Mon Mar 25
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!Toronto Quant Trading Seminar by Friedberg Direct powered by FXCM Technology #FriedbergDirect #FXCM #powered #Quant #Seminar #technology #Toronto #trading Join us LIVE in the heart of Toronto for a free seminar hosted by Friedberg Direct (powered by FXCM technology) in conjunction with QuantLabs^. We’re teaming up with professional quant traders to bring you practical guidance on algorithmic trading with the following presentations: Dr. Ernest Chan* will present his research on the relationship between order flow data and next-day price. Learn how order flow data can enhance your trading strategy and help predict where you should position yourself in the market to take advantage of future price action. FXCM will demonstrate connecting and trading through the REST API, and give out free data for testing and analysis. Shamsher Vellani*, CEO of Pisano Capital^, will explain his process for developing trading algorithms and talks about his experience trading with FXCM technology. Interactive Q&A and networking to follow. Attendees are encouraged to bring their laptops and ask questions throughout the seminar. Don’t miss this great opportunity to connect with other traders in the community and walk away with free data. https://www.quantnews.com/toronto-quant-trading-seminar/ https://www.facebook.com/events/390525985093830 Link: https://quantlabs.net/blog/2019/03/toronto-quant-trading-seminar-by-friedberg-direct-powered-by-fxcm-technology/
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Toronto Quant Trading Seminar by Friedberg Direct powered by FXCM Technology
Join us LIVE in the heart of Toronto for a free seminar hosted by Friedberg Direct (powered by FXCM technology) in conjunction with QuantLabs^. We’re teaming up with professional quant traders to bring you practical guidance on algorithmic trading with the following presentations:
- Dr. Ernest Chan* will present his research on the relationship between order flow data and next-day price. Learn how order flow data can enhance your trading strategy and help predict where you should position yourself in the market to take advantage of future price action.
- FXCM will demonstrate connecting and trading through the REST API, and give out free data for testing and analysis.
- Shamsher Vellani*, CEO of Pisano Capital^, will explain his process for developing trading algorithms and talks about his experience trading with FXCM technology.
Interactive Q&A and networking to follow.
Attendees are encouraged to bring their laptops and ask questions throughout the seminar. Don’t miss this great opportunity to connect with other traders in the community and walk away with free data.
https://www.quantnews.com/toronto-quant-trading-seminar/
https://www.facebook.com/events/390525985093830
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!

Bloomberg Quant Nov 2015 Seminar review
Bloomberg Quant Nov 2015 Seminar review
From NYC Contact on his review:
Bloomberg Quant Seminar Nov 2015 Review: 1) Tradable estimates for Historical Volatility (HV) use a variance type calculation plus dynamic hedging strategy Vol Est = (Xt – X0)^2 + Dynamic Trading Tradable Vol = (High-Low)^2 [ ((High + Low)/2-Fixed Price level)/High-Low] Stopping times in computing the HV should match the Hedging (Dynamic Trading) stopping times. 2) Use Bagging to reduce Decision Tree variance within a Random Forest 3) Discussion with Peter Carr/Nassim Taleb You can hedge on price or time or delta delta is the best but is generally not quoted, instead it is calculated. Examples of quoted delta: ATM Straddle Delta or Risk Reversal Delta ( buy a call + sell a put) 4) Discussion with Macros Lopez De Prado Even if you have a huge sample space (10 years of historical tick data) with a small trading window (1 minute) plus a fixed number of parameters (20) in your machine learning algorithm. You still need to track the total number of experiments/strategies performed although you will be able to perform many more experiments before you end up overfitting the data. P/L dissection should include the first 4 moments. i.e. Directional P/L, Volatility P/L, Jump P/L, Fat Tail P/L
Thanks to him for sending
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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!
Here are some Learning tips from CBOE Seminar trading volatility with VIX and SPX Options or Futures
Bryan, this is a pretty popular trading strategy combination:
Learning tips from CBOE Seminar trading volatility with VIX and SPX Options or Futures
Is your priority preference to futures or options?
NYC Contact lists how futures are more profitable than trading options but there are risks
One of my members suggested this
Should we focus on futures in a calendar spreads with pair trading ?
This is the non technical illegal thing HFT players are pulling off:
Interested in the volatility. I may introduce my volaility cluster through GARCH but for now, you may interested in this volatility topic within R:Â
Just trying to offer different ‘options’ ( I am so funny ;->)
Bryan
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!

Learning tips from CBOE Seminar trading volatility with VIX and SPX Options or Futures
Learning tips from CBOE Seminar  trading volatility with VIX and SPX Options or Futures
From the NYC Contact (thanks to him for posting these ideas)
Just got back from a 3 hour CBOE Seminar on trading VIX and SPX Options/Futures
pure statistical based trading
1) sell volatility always
2) VIX always comes down quickly right after a huge spike up
3) the 19 SMA is the best trend indicator for the SPX
4) Sell IRON CONDORS with 4-7 days left till expiration. 10 point wide spreads, width between spreads is 0.5 STD
5) don’t fear the GAMMA squeeze, collect theta and hold into expiration if necessary
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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!