Tag Archives: Stat

Cryptocurrency Risk on volume weighted average price stat is negative since May 16

It seems that the cryptocurrency is more negative than positive. I have also tested many different threshold to have higher probability of profit. It seems that this volume weighted average price metric needs to be at close around 2. Here the average is -0.21 which shows the amount of downward pressure on the entire asset class.

How is this volume weighted average price calculated?

I use the volume and hourly price of BTC, ETH, LTC, ETC, and BCH to measure it. This is also measured hourly as you can find in the image.

What does this mean?

It seems that the space is more negative with whipsaws that take out open positions. They come out of nowhere which means you get a very high probability of losing positions. It seems that is quite difficult to trade in these conditions. When the overall crypto space (usually driven by the performance of BTC), it seems the trading conditions are never good to fight upstream a surging river. I have tested this since Friday these conditions. Over the last 24 hours, it just seems there are more negative positions than positive even if this average price hits close to 0.94.

As a result, it might be best just to wait it out until automated trading kicks when this average price hits around 1.5 or 2 for higher probability of winning positions. How often this happens is another question. We shall be ready when it does happen.

What you seen in red is the average price of what is described above.

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 to analyze stat distribution for market asset like stock

Here are the detailed analysis links but note you need to be a Quant Analyticsby joining below

I made this 10+ minute video for you here.

Input caption text here. Use the block’s Settings tab to change the caption position and set other styles.
Here are the detailed analysis links

https://quantlabs.net/blog/2017/11/how-to-analyze-stat-distribution-for-market-asset-like-stock/ 

This will be one of the many trading stats will be putting in my Quant Analytics service that generates helpful trading signal for active traderg.

 

Yes! I want to get my daily trading signals now

Thanks for reading,

Bryan

 

P.S. You can now get a ‘daily digest’ of all my frequently added podcast episodes that can be be found on Apple Itunes or Google Play. You can join by filling out the form here at our support page:

 

http://quantlabs.net/analytics/analytics-support/

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!

Slow stat arbitrage strategy next frontier for HFT shops

Slower stat arbitrage strategy next frontier for HFT shops

Who remembers Manoj Nerang? You know that guy that started started Tradewerx? That little high-frequency trading company that wanted all the media attention years ago. As we know, he got booted out of his own company he founded a while back. Anyways, this is not the whole point but he has resurfaced this week with a statement on how he feels statistical arbitrage for slow-moving data is the next wave for algo trading blended with HFT. This time, I think he’s absolutely right.

 

Check out this article to find out why?

 

Speaking of slow moving statistical arbitrage trading strategies, guess what I have? You know, that Phase 1 of my course series in introducing just this, slow-moving statistical arbitrage or pair trading strategy for equities. Over 80% of the content has already been uploaded for all my Quant Elite members. Within a few days, they should be able to preview all of this content with lessons via video, source code, and all kinds of awesome little shenanigans I am world renown for. I will also be presenting 10 weeks of this LIVE starting the second week of May.

 

In the meantime, we are in our last weekend before I start my first LIVE lesson of this entire “Algo Trading Business with Python Course Series.” What am I speaking about?

 

Get the details here with all the benefits of getting your trading business up and running today

Remember That this starts live within 3 days! You shart reaping all the benefit of this before we get started on Tuesday!

Join here to get access to my live trading content right now

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!

Slower stat arbitrage strategy next frontier for HFT shops

Slower stat arbitrage strategy next frontier for HFT shops

Heeeeeee’s back. Manoj Nerang is back. Our little buddy maybe onto something. My current pair trading strategy is exactly this as I load in the content today into my Quant Elite membership.

Way up in a Manhattan tower, next door to the fabled Carnegie Hall, a pioneer of high-frequency trading explained his new idea for reaping big returns from modern markets.

To read the entire article, go to http://bloom.bg/1MbstZz

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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!

Demo walkthrough Meetup of Download Euro Stat analyze Excel data in Python

Demo walkthrough Meetup of Download Euro Stat analyze Excel data in Python

This is a complete walkthrough of my first Python script for download Euro Stat data

This is my first fully fledged Python script so let’s talk about it

https://www.youtube.com/watch?v=jFHg0wCor34

Note: As I have been getting questioned about the time slot for 8PM, these people do not show. As a result, I may switch back to to 7PM instead as it more convenient for myself.

 

UPDATED LOGIN INFO: 

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Dial +1 (647) 497-9351

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Demo walkthrough of Download Euro Stat analyze Excel data in Python

Monday, Jan 11, 2016, 8:00 PM

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Demo of  Download Euro Stat analyze Excel data in PythonThis is a complete walkthrough of my first Python script for download Euro Stat dataThis is my first fully fledged Python script so let’s talk about ithttps://www.youtube.com/watch?v=jFHg0wCor34Note: As I have been getting questioned about the time slot for 8PM, these people do not show. A…

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Demo walkthrough of Download Euro Stat analyze Excel data in Python

Monday, Jan 11, 2016, 8:00 PM

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Demo of Download Euro Stat analyze Excel data in Python

Monday, Jan 11, 2016, 8:00 PM

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Demo of Download Euro Stat analyze Excel data in PythonThis is a complete walkthrough of my first Python script for download Euro Stat dataThis is my first fully fledged Python script so let’s talk about ithttps://www.youtube.com/watch?v=jFHg0wCor34Note: As I have been getting questioned about the time slot for 8PM, these people do not show. As…

Check out this Meetup →

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 to download Euro Stat ZIP file and extract Excel with Python

How to download Euro Stat ZIP file and extract Excel with Python

My first Python from scratch with all this basic functionality. Get my Python script from my Quant Elite membership

This Euro Stat link can change at any time

http://ec.europa.eu/economy_finance/db_indicators/surveys/time_series/index_en.htm

 

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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!

Youtube video on New model done for quant members: Critical HFT Stat to measure for inefficient market on any asset

Youtube video on New model done for quant members: Critical HFT Stat to measure for inefficient market on any asset

Get access here

 

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!