I am now taking the QuantLabs.net Quant Elite Membership into the most advanced areas in strategy development and financial modeling. This involves using the most advanced statistical tool platform out there called Python, Matlab, or R. If you were me spending the amount of time reading their manual PDFs, you quickly find the endless amount of unknown golden nuggets that can take your trading success to who knows where.
As a result, in coming days I will start my analysis with one of these new model techniques found in C++/Python. It seems very few retail traders know about them with their retail trading platforms such as Tradestation, Metatrader, Ninja, etc. Also coming from Python/C++, it raises my confidence in their quality as these programmable functions have been vetted for their institutional enterprise client like Hedge Funds and Banks. It is not like using something generated from R projects which can be questioned in terms of trusting it. Would you really want to trade a portfolio with 7-9 digits on something you cannot have a lot of trust in? Now you know why I heavily rely on something like Matlab or Python vs R.
Lastly, as I am starting this complicated analysis of trying to find SUCCESSFUL FORECASTING TRADING MODELS, I will revisit how I will bring in new members and the rates they pay. I will be posting my EXCLUSIVE VIDEOS ONLY TO MY QUANTLABS.NET QUANT ELITE MEMBERS. I will even post source code examples with live webinars of Q&A on these. It will take a while to complete this analysis but the best time is to join now as I start this EXCLUSIVE PROCESS YOU MOST LIKELY WON’T FIND ANYWHERE ELSE.
Do you really want to know why I have a great community of professional traders, Quant newbies, and wannabes? When you get
the following kind of documentation and PDFs from people like Super Facebook fans like Nuno, they get staggering on the quality
of information you learn. Thanks to people like this, I can share all this information with everybody else. Isn't that what
community is all about?
If you watch the video, you’ll see the guy talking about how hard it is for institutions to port code written in scripting languages like matlab over to c++/java for execution. With Deltix you don’t need to worry about that.
Likewise, with matlab/simulink/dini fpga, you don’t need to worry about that either. So, given the challenges of porting matlab code to other languages at even the institutional level where you have professionals working on this, would you agree that it would be best to keep everything in one program (matlab, in this case)?
Deltix (or simulink fpga) is actually the all around best system out there. With Apama, you’re limited to a strange java-based custom langauge, and other solutions like 4th story and tradeforecaster are black boxes.
NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Scheduling a private webinar for you? about high frequency trading, quant, strategy development, and building trading models
Sent to my QuantLabs.net Premium Membership:
I am sending out this email to all my QuantLabs.net Premium Members.
2 important things:
1. As I am spending huge amounts of time on the HFT (High Frequency Trading) platform. I want to do a private webinar for you all to learn about what I am doing. Let me know your schedule what I have been doing and where I am going.
2. Let me know if you want me to remove you from my General Email list so I am not bombarding you with daily emails.
Got questions? Let me know as I am here to help you out as a QLN member.