Tag Archives: simulation

Bitcoin price forecasting using Monte Carlo simulation with forex analysis

Bitcoin price forecasting using Monte Carlo simulation with forex analysis

Somebody did an analysis on forecasting the price of Bitcon. They use Monte Carlo simulations to accomplish but you should say see the results here.

https://quantlabs.net/blog/2018/01/bitcoin-price-forecasting-using-monte-carlo-simulation/

As for me, I have pinpointed all the monster simulated forex trades over the last 2 months using my strategy deployed using Dukascopy JForex. I am hoping to analyze deeply what is causing the pricing patterns before these large profitable trades It seems this simple analysis does not need to be processed by some highly educated person, nor a high priced quant. It is simple programming logic that leads me to be believe using programming logs without the need of advanced math and machine learning techniques. Go figure huh?

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!

UofT Rotman Interactive Trader demo simulation

University of Toronto Rotman Interactive Trader demo simulation

This thing is probably of one of the easiest and most appealing simulators I have ever seen yet !!

See my instructions and video here

Demo of ZeroMQ Pub Sub pattern with live real time IQFeed ticks_controller

Also, a recent member asked me to pull out a gem of an article from my great archive known as the Premium membership. This includes three magical files which includes:

Demo of ZeroMQ Pub Sub pattern with live real time IQFeed ticks_controller

Join in the party now?
–> I WANT ACCESS NOW <–
Here are all the benefits
As I said, exciting times ahead!

I hope you join the party on the other side

Bryan

PS.

 

Meetups: Charting and which programming language for quant and HFT trading

 

This week has been pretty big with some big ‘breakthroughs’. As a result, I am doing 2 back to back Meetups to cover these topics:

Visualization for CSharp DotNET and MATLAB

Monday, October 19, 2015

8:00 PM

Visualization for CSharp DotNET and MATLAB

Let me demo my latest effort in simply having .NET C# call Matlab charting functions. Let’s also talk about your experiences with whatever charting or visualization for your trading needs. I can add my own as well if you’d like

 https://quantlabs.net/blog/2015/10/meetups-charting-and-which-programming-language-for-quant-and-hft-trading/

http://www.meetup.com/quant-finance/events/226082225/

http://www.meetup.com/R-Matlab-Users/events/226082222/

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!

University of Toronto Rotman Interactive Trader demo simulation

University of Toronto Rotman Interactive Trader demo simulation

This thing is probably of one of the easiest and most appealing simulators I have ever seen yet !!

Instructions:

Download RIT Client at http://rit.rotman.utoronto.ca/software.asp
You may need run the Client (1).application from your Windows desktop as it may not automatically deploy through your Internet Explorer Browser
Note the server to register at: flserver.rotman.utoronto.ca
http://rit.rotman.utoronto.ca/demo.asp

 

Join my FREE newsletter if we ever get our hands on this thing! Booya if we do! 

 

(Video coming soon)

 

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!

Parallel Simulation Demo in Rapid Accelerator Mode

Parallel Simulation Demo in Rapid Accelerator Mode

A 15 minute demo of using liberalization with Matlab’s Simulink and Stateflow. Fantastic addition for algo trading using these tools.

My Stateflow notes from these webinars

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Any hedge fund or bank institutions using open source C++ QuantLib for pricing options engine or Monte Carlo simulation?

Any hedge fund or bank institutions using open source C++ QuantLib for pricing options engine or Monte Carlo simulation?

I watched a recent low level FPGA video on HFT shop using this, I am wanting to hear from others to understand who is using this

http://quantlib.org/index.shtml

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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!

Debugging can help you reverse enginer research paper algos from scratch: Demo video in Matlab and C++ with Brownian Motion Simulation

Debugging can help you reverse enginer research paper algos from scratch: Demo video in Matlab and C++ with Brownian Motion Simulation

Get the code versions here:

http://people.sc.fsu.edu/~jburkardt/m_src/brownian_motion_simulation/brownian_motion_simulation.html

http://people.sc.fsu.edu/~jburkardt/cpp_src/brownian_motion_simulation/brownian_motion_simulation.html

This is really benefitial when you are starting to learn a trading algorithm from scratch

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Matlab demo

Note: I tried to use the C++ version but I don’t got time to monkey around with this within Visual Studio. I just hope this one video gives you the idea you need to know.

 

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!

COMPARISON OF ANT COLONY OPTIMISATION AND DIFFERENTIAL EVOLUTION PDF for download

COMPARISON OF ANT COLONY OPTIMISATION AND DIFFERENTIAL EVOLUTION PDF for download

PDF available on:

Abstract: Evolutionary Computation (EC) is a fairly new and vibrant area of investigation.
Some of the least widely known approaches within EC are Ant Colony Optimisation and
Differential Evolution, both of which can be used in optimisation problems. Ant Colony
Optimisation is based on the foraging patterns of ants, while Differential Evolution is based on an
Evolutionary Algorithm that uses a ‘greedy’ selection scheme. The problem area chosen is that of
identification of model parameters (as used in control engineering)

Download hereCOMPARISON OF ANT COLONY OPTIMISATION AND DIFFERENTIAL EVOLUTION

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!

Matlab Webinars: Connecting Simulink with other Simulation Frameworks and Physical Modeling with Simscape

oin us online to learn more about MATLAB and Simulink. Each live webinar is free and features application demonstrations followed by a Q&A session with a MathWorks Engineer.
Simscape Physical Modeling with Simscape
Friday, May 23
9:00 a.m. or 2:00 p.m. US EDT
2:00 p.m. or 7:00 p.m. BST (GMT+1)
Learn how Simscape enables engineers to work within the Simulink environment to model physical systems, including electrical, mechanical, and hydraulic components.
»Sign Up
Simulation Frameworks Connecting Simulink with other Simulation Frameworks
Friday, May 30
9:00 a.m. or 2:00 p.m. US EDT
2:00 p.m. or 7:00 p.m. BST (GMT+1)
Learn how you can connect Simulink with code-based simulation frameworks.
»Sign Up
Computer Vision Made Easy Computer Vision Made Easy
Tuesday, June 10
9:00 a.m. or 2:00 p.m. US EDT
2:00 p.m. or 7:00 p.m. BST (GMT+1)
Learn how to use MATLAB and computer vision algorithms to solve real world imaging problems.
»Sign Up
Who should attend? All educators, academic researchers, and students are welcome to attend these complimentary webinars. Please forward this email to anyone who may be interested in attending.
Can’t Attend?The recorded webinar will be posted within a few business days of the live session. You can view these recorded webinars and many others at mathworks.com/academia/webinar
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!

Matlab Webinrs on Simulink to C, Physical Modelling with Simscape, and connecting to other SImulation Frameworks

Matlab Webinars on Simulink to C, Physical Modelling with Simscape, and connecting to other SImulation Frameworks

Great timing! This will help out in my new workflow for algo design and implementation.

Join my FREE newsletter for our announcement when we are ready to deploy

oin us online to learn more about MATLAB and Simulink. Each live webinar is free and features application demonstrations followed by a Q&A session with a MathWorks Engineer.
Course Image_1 MATLAB to C Made Easy
Thursday, May 22
9:00 a.m. or 2:00 p.m. US EDT
2:00 p.m. or 7:00 p.m. BST (GMT+1)
Learn to generate readable and portable C code from your MATLAB algorithms using MATLAB Coder.
>>Sign Up
Course Image_2 Physical Modeling with Simscape
Friday, May 23
9:00 a.m. or 2:00 p.m. US EDT
2:00 p.m. or 7:00 p.m. BST (GMT+1)
Learn how Simscape enables engineers to work within the Simulink environment to model physical systems, including electrical, mechanical, and hydraulic components.
>>Sign Up
Course Image_3 Connecting Simulink with other Simulation Frameworks
Friday, May 30
9:00 a.m. or 2:00 p.m. US EDT
2:00 p.m. or 7:00 p.m. BST (GMT+1)
Learn how you can connect Simulink with code-based simulation frameworks.
>>Sign Up

Who should attend? All educators, academic researchers, and students are welcome to attend these complimentary webinars.  Please forward this email to anyone who may be interested in attending.

Can’t Attend? The recorded webinar will be posted within a few business days of the live session. You can view these recorded webinars and many others at mathworks.com/academia/webinars.

Join my FREE newsletter for our announcement when we are ready to deploy

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!

Using Hadoop to do Simulation for High Frequency Trading aka HFT

Using Hadoop to do Simulation for High Frequency Trading aka HFT

Thanks to someone on my Facebook

 

Does this actually profit after doing Ernie Chan’s latest presentation?

Join my FREE newsletter to see if this applicable to what I do 

 

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!