Tag Archives: strategy development

My R models being created for algo and strategy development and financial R package selected

My R models being created for algo and strategy development and financial R package selected

http://quantlabs.net/membership.htm
http://quantlabs.net/r-blog/

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Thanks to R-Bloggers.com,finding ways to use R for HFT or high frequency trading,algos, quant, models,strategy development in finance

Thanks to R-Bloggers.com,finding ways to use R for HFT or high frequency trading,algos, quant, models,strategy development in finance
First, I got to say thanks for R-Bloggers.com for adding this site. Thanks for them doing that. First I am really new to R but coming from a year of Matlab. I really like it and love all the high quality toolboxes from Mathworks. It made my life much easier. Thus far, I have been somewhat hitting walls of frustration of some badly documented R packages or I should say, lack of documentation on simple installation of it from outside of CRAN. Anyhow, I am trying to figure out stuff how to accomplish the equivalent stuff I did in Matlab. We shall see but I hope the R community can help with that. So there, and this blog post is dedicated to R-bloggers.com.  It seems this site has helped me understand people’s results and reviews of all anything around R. I kind of like that and nothing lke that really exists in the world of Matlab. So I am glad this kind of site of R-Bloggers.com exists.
P.S. I am sure methods for HFT does exist, I just got to learn it or find it.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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 demo: How to install free open source CentOS Linux, R, and RStudio for quant HFT algo strategy development

Youtube video demo: How to install free open source CentOS Linux, R, and RStudio for quant HFT algo strategy development

How to install R on CentOS Linux:

http://stackoverflow.com/questions/9468164/problems-installing-r-on-linux-centos-6-2

su -c ‘rpm -Uvh http://download.fedoraproject.org/pub/epel/6/i386/epel-release-6-6.noarch.rpm’

su -c ‘yum install foo’
from http://fedoraproject.org/wiki/EPEL/FAQ

yum install R

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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!

How to go from Profitable algo strategy development to linux with java hadoop r for hft

How to go from Profitable algo strategy development to linux with java hadoop r for hft

http://quantlabs.net/membership.htm

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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 Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy Development New Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy Development

Hi there:

I’ve just added these latest detailed video lessons to the new Algo and Strategy Development course:

-Working with tick data to predict bid ask spread

-Volatility modeling

-Cointegration with Engle and Granger Test and error correction model

-Skewness, kurtosis (fat tail analysis), volatility with variance

-Orders Used in Microstructure Trading with Illiquid ratio

There will be 70+ lessons just like this when the course is complete.

For more information and access details, please go here:

Find out more about the course and other huge benefits including HFT platform building, QuantLibXL analysis and MATLAB

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

See you there!

Bryan

P.S. Curious about the new online Algo Strategy Development course in particular? Here’s a quick itinerary…

1.    Evaluating Performance and HFT Strategies

2.    Order Types For HFT

3.    Market Inefficiency And Profit Opportunities In Different Frequencies

4.    Searching For HFT Opportunities

5.    Working With Tick Data

6.    Trading On Market Micro Structure

7.    Event Arbitrage

8.    Statistical Arbitrage In HFT

9.    Managing Portfolios

10.   Back Testing Trading Models

11.   Risk Management

12.   Executing And Monitoring HFT Environment

13.   Post Trading Profitability Analysis

Over 72 algos are already preloaded ready to go!

P.P.S. The course is available only to Premium members. Find out about everything on offer right here …

Click here to join the QuantLabs.Net Premium membership

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

 

 

New Videos posted on Volatility Modelling, Cointegration, Fat Tail Analysis, Bid Ask Spread for Algo Strategy Development

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Video lessons on random walk, market efficiency, cointegration for quant algo strategy development with Windows 8, SQL, .NET 4.5, VS 2012

Video lessons on random walk, market efficiency, cointegration for quant algo strategy development course with preview on Windows 8, SQL, .NET 4.5, VS 2012

Hi there
Here are the latest detailed video lessons I have added to the new Algo and Strategy Development course:
* Maximize number of Intraday Sharpe Ratio
* Random walk theory for market inefficiency
* Cointegration based test on Market efficiency
* Simple returns, log returns and average returns
Get more details here to get access to the course and other huge benefits including High Frequency Trading platform building, QuantLibXL analysis, Matlab, etc.
–>
http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/
<–
I also did a video preview on the upcoming suite of Microsoft Windows product including SQL Server 2012, Visual Studio 2012, .NET 4-4.5, Windows 8 and the Server edition.
–>
https://quantlabs.net/blog/2012/05/my-thoughts-on-previews-of-windows-8-server-visual-studio-2011-net-4-and-4-5-sql-server-2012/
<–
Thanks for reading
Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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 to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different type of returns

New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different  type of returns

Here are the latest detailed video lessons I have added to the new Algo and Strategy Development course:

Maximize number of Intraday Sharpe Ratio

Random walk theory for market inefficiency

Cointegration based test on Market efficiency

Simple returns, log returns and average returns

Get more details here to get access to the course and other huge benefits including High Frequency Trading platform building, QuantLibXL analysis, Matlab, etc.

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

Thanks for reading

Bryan

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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 Algorithm, Strategy Development Course video topics posted: Sharpe Ratio, Periodic Rate of Return, Benchmarking, and How to Profit n Limit Orders

New Algorithm, Strategy Development Course video topics posted: Sharpe Ratio, Periodic Rate of Return, Benchmarking, and How to Profit n Limit Orders

Hi there

I have posted 4 detailed topics in the new Algorithm/Strategy Development Course:

-Sharpe ratio

-Periodic or simple rate of return

-Performance attribution also known as benchmarking

-Profitability in limit orders

I have also posted various videos on each topic as well.

Please be advised that these are quant analysis based algorithms which are used for modern high frequency trading.

Over the coming days and weeks, I will be adding advanced topics/videos that include forecasting, various arbitrage strategies, and many more.

I will also keep you posted on these via email if you’d like.

Just remember I cannot keep the current rate the way they are. I have 28% of 556 respondents willing to pay over $100 month for this type of service.  Of course, these are highly profitable trading practitioners who can easily afford this kind of service. Do you want to become one of them?

As a result, permanently lock in at the ultra affordable rate now before this monthly Premium Membership service does goes up.

Hop on over to our New Quant Membership Benefit section to see the long growing list of how the most profitable traders in the world are doing this. If not, don’t bother otherwise you will be left in the dust doing it the old technical/fundamental low frequency way.

http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/

As always, see you on the other side,

Bryan

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant

Performance attribution also known as benchmarkingdescribed in our algo, model development, strategy development online course for a quant or HFT
This has been posted in the new online course for our members. Get access to it by going here:
http://quantlabs.net/membership.htm

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Periodic or simple rate of return described in our algo, model development, strategy development online course for a quant or HFT

Periodic or simple rate of return described in our algo, model development, strategy development online course for a quant or HFT

This has been posted in the new online course for our members. Get access to it by going here:

http://quantlabs.net/membership.htm

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!