Tag Archives: S&P 500

Crypto trading bot beats S&P slightly over the last week

Here are the totals of percentage changes since Aug 10 until today Aug 20 for 10 days vs S&P 500 over the last 5 days

S&P 500 return

5 Day3.26%
https://www.marketwatch.com/investing/index/spx
The bot performance
11 08/21/2020 12 27 0.784133 0.444444
12 08/22/2020 7 16 0.078254 0.437500
13 08/23/2020 6 13 1.017689 0.461538
14 08/24/2020 9 15 0.115422 0.600000
15 08/25/2020 4 10 1.009445 0.400000
16 08/26/2020 6 14 0.974360 0.428571
17 08/27/2020 8 14 0.939398 0.571429
18 08/28/2020 2 5 -0.430209 0.400000
19 08/29/2020 6 17 0.080955 0.352941
20 08/30/2020 10 17 1.207934 0.588235
Since it adds up to 3.89% since Aug 24 which is slightly more than the last 5 days with S&P 500.

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S&P 500 webinar options July 6

Here are the topics for next Monday Jul 6 with different S&P 500 outlook options

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Video playback

The S&P 500 ‘could get ugly’ in the near future, Jim Cramer warns

https://www.cnbc.com/2020/07/01/the-sp-500-could-get-ugly-in-the-near-future-jim-cramer-warns.html?fbclid=IwAR275-ClcG0NhtOM3QL8ZgqE5SbhavdsNvp6e-FvQ_xNRIa2HngpHLBrc0c

Never listen to anyone who is “predicting” the market. Only technical analysis is factual and only can show prevailing trend. Single tweet can change everything…..TA is factual. Things like moving averages, standard deviation, stochastic, correlation, etc are science. They do not lie. They can identify historical patterns – they usually repeat, but now always. IMO not using TA is madness, but trusting TA blindly without understanding other factors is madness as well.

Ray Dalio Says Capital Markets Are No Longer ‘Free Markets’

Well, they keep being pumped up with free money so there’s that.

S&P 500 Price Outlook: VIX ‘Fear-Gauge’ Falls as Oil Rises

https://www.dailyfx.com/forex/market_alert/2020/06/29/sp500-price-outlook-vix-fear-gauge-falls-as-oil-rises.html?fbclid=IwAR29QPVI24_ZKQc6T9WOIsyGjkG5TzKFqjTxoD3OzZztOEPWa7Cd8WqDigI

Jim Simons: The Truth Behind My Stock Market Algorithm

https://www.facebook.com/groups/quantlabsnet/?multi_permalinks=3611434175538663&notif_id=1593431846872396&notif_t=feedback_reaction_generic&ref=notif

argument over 66% returns each year

Bryan Downing is inviting you to a scheduled Zoom meeting.

Topic: S&P 500 options
Time: Jul 6, 2020 07:00 PM Eastern Time (US and Canada)

Join Zoom Meeting
https://us02web.zoom.us/j/84357168131?pwd=MmFqUHFkUHdOQW5zUTkyZUFPZzlrQT09

Meeting ID: 843 5716 8131
Password: 487367
One tap mobile
+13017158592,,84357168131#,,,,0#,,487367# US (Germantown)
+13126266799,,84357168131#,,,,0#,,487367# US (Chicago)

Dial by your location
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Meeting ID: 843 5716 8131
Password: 487367
Find your local number: https://us02web.zoom.us/u/kc7hfVc5BX

Further detailed notes:

The S&P 500 ‘could get ugly’ in the near future, Jim Cramer warns

https://www.cnbc.com/2020/07/01/the-sp-500-could-get-ugly-in-the-near-future-jim-cramer-warns.html?fbclid=IwAR275-ClcG0NhtOM3QL8ZgqE5SbhavdsNvp6e-FvQ_xNRIa2HngpHLBrc0c

Never listen to anyone who is “predicting” the market. Only technical analysis is factual and only can show prevailing trend. Single tweet can change everything…..TA is factual. Things like moving averages, standard deviation, stochastic, correlation, etc are science. They do not lie. They can identify historical patterns – they usually repeat, but now always. IMO not using TA is madness, but trusting TA blindly without understanding other factors is madness as well.

Ray Dalio Says Capital Markets Are No Longer ‘Free Markets’

Well, they keep being pumped up with free money so there’s that.

S&P 500 Price Outlook: VIX ‘Fear-Gauge’ Falls as Oil Rises

https://www.dailyfx.com/forex/market_alert/2020/06/29/sp500-price-outlook-vix-fear-gauge-falls-as-oil-rises.html?fbclid=IwAR29QPVI24_ZKQc6T9WOIsyGjkG5TzKFqjTxoD3OzZztOEPWa7Cd8WqDigI

Jim Simons: The Truth Behind My Stock Market Algorithm

https://www.facebook.com/groups/quantlabsnet/?multi_permalinks=3611434175538663&notif_id=1593431846872396&notif_t=feedback_reaction_generic&ref=notif

argument over 66% returns each year

Kraken’s Head of Business: ‘Bitcoin Could Go to $1,000,000‘

https://www.facebook.com/groups/quantlabsnet/?multi_permalinks=3626953800653367&notif_id=1593889365879537&notif_t=feedback_reaction_generic&ref=notif

https://cointelegraph.com/news/krakens-head-of-business-bitcoin-could-go-to-1-000-000?fbclid=IwAR0sXnvgrBlXP6rqouqOwYaDkKvXmWx4NfwdVzWvPI3rpkw1zzLlb3Db5uI

Multi-strategy hedge funds post double-digit gains

https://www.ft.com/content/4accebd4-b2d8-4b5f-8f9c-fd7424753990?fbclid=IwAR2NwwlgtM-F1DxUs2fYWNQjL0NNYIHK5xa-ZalSqrxLkAND9NMzFzie-Hw

https://www.facebook.com/groups/quantlabsnet/?multi_permalinks=3625038347511579&notif_id=1593838271071802&notif_t=feedback_reaction_generic&ref=notif

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!

Machine learning underperforms against S&P 500 market benchmark

Machine learning underperforms against S&P 500 market benchmark

Among my high end automated trading clan, it appears to be pretty useless for market forecasting. It has been proven to work in portfolio and risk analysis though

https://www.bloomberg.com/news/features/2017-09-27/the-massive-hedge-fund-betting-on-ai

 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!

ETF outperform hedge fund and S&P 500 according to Vanguard founder

ETF outperform hedge fund and S&P 500 according to Vanguard founder

A while ago I posted this video below. I wanted to add the following articles that came out to prove that ETFs are the way of the future for trading individuals. No more betting with individual stocks or underperforming alternative funds.

“There is deep disenchantment with hedge funds among large investors. People have been paying extremely high fees for very poor performance — performance even a zero fee wouldn’t justify….

High quality global journalism requires investment. Please share this article with others using the link below, do not cut & paste the article. See our T&Cs and Copyright Policy for more detail. Email ftsales.support@ft.com to buy additional rights.
https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

The latest figures, which were compiled for FTfm by ETFGI, the consultancy, capture investors’ waning interest in hedge funds. Pension funds in US states including Illinois, New York, Kentucky and Rhode Island, have eliminated or reduced their holdings. The largest US public pension fund, Calpers, announced in 2014 that it was withdrawing entirely after concluding hedge funds were too expensive and complex.

High quality global journalism requires investment. Please share this article with others using the link below, do not cut & paste the article. See our T&Cs and Copyright Policy for more detail. Email ftsales.support@ft.com to buy additional rights.
https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

“Trade union trustees on the boards of public pension plans on both sides of the Atlantic have been pushing for ETFs while stock markets have set record highs. They believe that unless and until hedge funds regain their mojo, ETFs are a better, simpler and cheaper alternative.”

High quality global journalism requires investment. Please share this article with others using the link below, do not cut & paste the article. See our T&Cs and Copyright Policy for more detail. Email ftsales.support@ft.com to buy additional rights.
https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

Warren Buffett, the billionaire investor and an outspoken critic of fund managers who profit from high fees at the expense of their clients, bet in 2007 that a Vanguard S&P 500 index fund would beat five funds of hedge funds selected by Protégé Partners, an investment company, over the next 10 years.

Also remember that Vanguard is driven by HFT technology as well

https://www.bloomberg.com/amp/news/articles/2017-03-02/what-s-hotter-than-the-s-p-500-how-about-an-s-p-500-etf-chart

https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

 

The best part of this while argument are there are morons in these industry who think otherwise. It is time they get it together to fully understand small alternative funds either need tp perform or will be shutdown as more institutional funding will go towards performing ETF firms like Vanguard and Blackrock.

 

 

 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!

Can Quantopian algo beat S&P 500 while cynics not on board

Can Quantopian algo beat S&P 500 while cynics not on board

Building a Quantitative Trading Strategy To Beat the S&P500 – PyCon 2016

 

Performance chart of best algos:

https://drive.google.com/file/d/0B10uueaFeSYvdURGU1daVDNMV3M/view https://www.quantopian.com/posts/full-winners-returns-data-now-available

https://www.quantopian.com/posts/full-winners-returns-data-now-available

Read other cynical opinions here:

Finance novice beats hedge fund pros, winning $100k in Quantopian trading contest from finance

 

https://news.ycombinator.com/item?id=9152332

 

Join my FREE newsletter to see how I plan to beat this benchmark with my automated trading

 

 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!

Stats and technical analysis of VIX for SNP 500 market volatility

Stats and technical analysis of VIX for SNP 500  market volatility

First cut of doing this. RSI shows a constant pattern of market pivot since 2008 financial crisis. When VIX hits 25, my system will take certain action which will be taught in my upcoming course preview.

All the Python scripts are part of my Quant Elite members

Join my FREE newsletter to learn more about VIX with volatility trading

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!

Machine Learning Methods for Financial Forecasting: Application to the S&P 500

Machine Learning Methods for Financial Forecasting: Application to the S&P 500

Research paper on this

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2554146

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2236417

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Swap underperforming stocks for better ETFs vs S&P 500

Swap these underperforming stocks for better ETFs vs S&P 500

For the very first time, I’m reviewing my last set of trades which have been utterly underperforming compared to the S&P 500. Well it is time to do something about it. So I started focusing on ETFs where I have gone on and on about the benefits of them.

Click here if you like to see what I have been trading and what I’m swapping them for.

 

Swap these underperforming stocks for better ETFs vs S&P 500

 

After last few set of videos while researching how ETFs perform against individual stocks, I have come to the conclusion that ETFs will make life much easier if you intend to buy and hold.  I have randomly chosen a high-performing market sector but you’ll see that ETFs will make better results in the long run. I find stocks too volatile to manage as a human.

Click here if you’d like to see a summary of what I mean.

Many people are hesitant to try out my premium membership so I have a question for you. I’d love to hear a response from you to see what you think of this idea.

Would you be interested in previewing my latest private video playback from these meet ups?

I mean, you could get a sneak peek of some of the interesting trading ideas that have been recently talked about in these videos. So again, let me know if you like to get a preview of this as a sampling of what’s available my premium membership.

As you know from this email, I’m wanting to talk live about ETFs versus stock but also went to apply automated trading versus human trading. There are pros and cons of each so let’s talk about it live this Tuesday at 8 PM Eastern standard.
Subscribe to my Youtube channel to see all my latest research videos: https://www.youtube.com/user/quantlabs

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

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Swap these underperforming stocks for better ETFs vs S&P 500

Swap these underperforming stocks for better ETFs vs S&P 500

Get rid of these dog stocks and move into these high performing ETFs

http://www.bloomberg.com/news/articles/2015-06-15/goldman-sachs-all-those-cyber-attacks-are-good-for-this-index

Join my FREE newsletter to learn more about ETF trading 

 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!