[igp-video src=”” poster=”https://scontent.cdninstagram.com/vp/4f465fec3f2d8d398acc0cbc0c047f39/5D39700E/t51.2885-15/e35/53823377_2234616413244374_5629725152322388611_n.jpg?_nc_ht=scontent.cdninstagram.com” size=”large”]
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!
If you missed the Toronto Quant Trading event a few days ago, I have posted the notes.
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/
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
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
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!
[igp-video src=”” poster=”https://scontent.cdninstagram.com/vp/89c643599e052d89a40a671b5b483670/5D31E30E/t51.2885-15/e35/54447395_391497225007912_3866348530672456130_n.jpg?_nc_ht=scontent.cdninstagram.com” size=”large”]
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!
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
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!
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!
[igp-video src=”” poster=”https://scontent.cdninstagram.com/vp/025911bd92d32e1a990472ca867ad6f0/5D4A64F1/t51.2885-15/e35/54512127_423384825101265_3796200640166382760_n.jpg?_nc_ht=scontent.cdninstagram.com” size=”large”]
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!
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:
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
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!
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
Join my FREE newsletter to see what other trading insiders use
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!
Was this is the best Bloomberg Quant Seminar? Here was a summary
Thanks to Sholom for sending
Professor Jim Gatheral Speaks about Fractional Volatility Models
Summary:
– Use Fractional Brownian Motion to model SP500 Realized Variance
– The different of the logs of realized variance are gaussian
-The Hurst number is used as a degree freedom.
Just like a Student t distribution describes SP500 returns over time
by varying the degrees of freedom n (n=100 for low volatility environments and n=1 for very high volatility environments)
-For the really spiky parts of the realized variance distribution, the Hurst Number is set to .14 giving a very jumpy infinitely discontinuous function that is still measurable so you can use Lebesgue Integration to compute the sum over the high volatility time interval of Fall 2008.
– The open question is how to predict what hurst number to use at what time interval which would make the model predictive/forward looking instead of just descriptive.
Nassim Taleb started a huge fight with Jim claiming that the model
makes no sense since realized variance is not gaussian even when you compute the difference of the logs. Jim responded with the change in hurst numbers from 0.5 (random walk) to 0.14 (extreme discontinuous jumps). Nassim then made a comment about Rational Expectations which Jim agreed with. I think Nassim was
saying that you can’t predict huge jumps, so you remove them from
your predictive model and only include the extreme jumps as part of your descriptive model.
Extreme Modeling vs Rational Expectations:
Nassim Taleb seems to always think in terms of extreme events
(i.e. black swans induced by exogenous information). Jim Gatheral
took a more Rational approach by saying omit the extreme events since they are rare and you can’t predict them. Once you protect
yourself from black swan events, then use a model that predicts
all other types of events (driven by endogenous information)
to form the basis of your trading strategy
Best Bloomberg Lecture so far!!
Join my FREE newsletter to learn more about these type of events
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!
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:
Just trying to offer different ‘options’ ( I am so funny ;->)
Bryan
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!
