Tag Archives: strategy building

TONITE to ask real quant PHD Ernie Chan with the REAL PROFITABLE London Quant your LIVE questions on strategy building ideas

Hi there

I do think this will be the only chance this will ever happen. I don’t I will hold an event like this ever again so do take advantage.

More details posted here.

https://quantlabs.net/blog/2013/08/last-chance-to-ask-real-quant-phd-ernie-chan-with-the-real-profitable-london-quant-your-live-questions-on-strategy-building-ideas/

http://www.meetup.com/R-Matlab-Users/events/124661562/

http://www.meetup.com/quant-finance/events/124660992/

I have over 75 people registered for this live event that takes place TONIGHT at Thursday, August 15, 2013 at 6:00 PM EST! I only have 30 slots available. The only guaranteed way to get one is to join my QuantLabs.net Premium Membership.

This is one of the many benefits LISTED HERE.. I even confirmed the London Quant will take part as well so this will be a very very rare treat! I have posted all the login details for my members.

–> JOIN NOW TO GUARANTEE YOUR ACCESS TO THIS EVENT <–

Wooooooooooo….this one will be a dandy!

Thanks for reading !

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!

Matlab Builder NE q&a and why R blows the doors off it for quant and model development or strategy building

Matlab Builder NE q&a and why R blows the doors off it for quant and model development or strategy building

A Youtube video user asked:

Matlab builder NE

Hi quantlabs,

I like your videos about Matlab and how it can be integrated with .NET.
I’m not that much of a programmer but here’s what I’d like to do:
1. Use “deploytool” to create a .NET-Assembly
2. Integrate it in a .NET application to do calculations on an array containing a financial time-series.
Unfortunately I get a bit confused when and how to use MWArray, MWNumericArray (etc..) when declaring the variables and arrays I need for the calculation.

Below there’s the code for the “magic square” example. I’m wondering how I need to change this “prototype code” for my purposes – taking an array of financial prices, passing it to the matlab function and returning the result. Can you help me?

Thanks you very much…
andrew8w

Dim obj As MLTestClass = Nothing
Dim input As MWNumericArray = Nothing
Dim output As MWNumericArray = Nothing
Dim result As MWArray() = Nothing

Try
obj = New MLTestClass()

input = 4
result = obj.magic(1, input)

output = DirectCast(result(0), MWNumericArray)
Console.WriteLine(output)
Catch generatedExceptionName As Exception

Throw
End Try

My answer is:
Use R. There are many better ways to integrate into an external language including .NET languages like C# or Visual C++ or even Java. I find R is easier with cetain R packages like RCaller. ALso, it is free so this is why I switched.
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!

New R coding strategies posted from portfolio analysis with SMA, strategy building, stats, plots, performance, returns!

New R coding strategies posted from portfolio analysis with SMA, strategy building, stats, plots, performance, returns!

Hi there,

I have posted an important set of videos and R code that does the following.

I’m covering all aspects of quant trading including complete workflow to build strategy, plot, P&L, rules, indicators, signals, portfolio summaries, and trade/signal statistics. And yes, this material is very applicable to HFT if you’re keen to get started on that!

This demo will contain the following segments:

Getting Started:

* create a portfolio and account
* create your buy-sell rules from potential short/long positions to exit positions
* initialize your set of orders
* create a new strategy and add a potential indicator, rule and signal to it
* plot a simple moving average

Making It Happen:

* execute the strategy
* update the P&L and resulting equity
* plot your performance and a portfolio summary time series
* compute return and trade statistics

Join our membership now while it is still affordable. Presentations like this alone are worth thousands each while there are so many benefits to being a QuantLabs.net Premium Member as well.

==>http://quantlabs.net/dlg/sell.php?prodData=m%2C3<==

View more Membership benefits here:

==>http://quantlabs.net/quant-member-benefits/<==

Good trading,
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!

More Java open source trading platforms including important real time strategy building with order book. Neat!

More Java open source trading platforms including important real time strategy building with order book. Neat!

Note the comment of from:  http://www.elitetrader.com/vb/showthread.php?threadid=163414
Why the choice of C++? How about Java?

You can see an open source ATS written in Java for the IB API at http://code.google.com/p/jsystemtrader/

With JSystemTrader it is rather straightforward to modify an existing strategy or write a new strategy, backtest it and run it in realtime.

If you want to work with the order book there is JBookTrader http://code.google.com/p/jbooktrader/

JBookTrader looks quite good but I question JSystemTraders as do others on Source Forge

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!