Tag Archives: techniques

New portfolio optimization techniques I was told to look at #Optimization #portfolio #techniques new portfolio optimization techniques I was told to look at Michaud Optimization https://www.newfrontieradvisors.com/research/new-frontier-innovations/michaud-optimization/ https://mechanicalforex.com/2015/05/better-portfolio-building-1.html https://mechanicalforex.com/2015/05/better-portfolio-building-1.html Link: https://quantlabs.net/blog/2019/02/new-portfolio-optimization-techniques-i-was-told-to-look-at/

New portfolio optimization techniques I was told to look at new portfolio optimization techniques I was told to look at Michaud Optimization https://www.newfrontieradvisors.com/research/new-frontier-innovations/michaud-optimization/ https://mechanicalforex.com/2015/05/better-portfolio-building-1.html https://mechanicalforex.com/2015/05/better-portfolio-building-1.html Link: https://quantlabs.net/blog/2019/02/new-portfolio-optimization-techniques-i-was-told-to-look-at/


New portfolio optimization techniques I was told to look at #Optimization #portfolio #techniques new portfolio optimization techniques I was told to look at Michaud Optimization https://www.newfrontieradvisors.com/research/new-frontier-innovations/michaud-optimization/ https://mechanicalforex.com/2015/05/better-portfolio-building-1.html https://mechanicalforex.com/2015/05/better-portfolio-building-1.html Link: https://quantlabs.net/blog/2019/02/new-portfolio-optimization-techniques-i-was-told-to-look-at/

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New portfolio optimization techniques I was told to look at

new portfolio optimization techniques I was told to look at

Michaud Optimization

https://www.newfrontieradvisors.com/research/new-frontier-innovations/michaud-optimization/

 

Better portfolio building: How system returns correlate under edgeless environments

Better portfolio building: How system returns correlate under edgeless environments

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unrealized pnl auto stop: Van Tharp R vs other lucrative portfolio techniques

 

This was an email on my opinion on trying to code this

This is pertaining to scenarios like this:

Correct it’s Van Tharp strategy. It’s an evaluation for risk to reward when taking a trade based on a return along with position sizing. Do you think this is something you can code in the system for Working with Interactive Brokers API? It’s basically getting interactive brokers to trail an unrealized PNL. So no matter how many positions I decide to buy it would mass sell on market if I lose -$150 but also trail the unrealized PNL by “R” increments to help for 
example:
1. Positions gain +$150 unrealized PNL auto stop  $0.00 for breakeven all trades closed on a market order then lock account for the day.
2. Positions gain +$300 unrealized PNL auto stop +$150 all trades closed on a market order then lock account for the day. 
3. Positions gain $450 unrealized PNL auto stop +$300 all trades closed on a market order the lock account for the day. 
So example 2 would be a 1R and example 3 would be a 2R. The reason for locking the account is to stop over trading and keep tighter restraints on picking the best entry. 
https://youtu.be/KbPt-7sNx2w

R is explained here:

https://www.stocktrader.com/2013/09/14/van-tharp-risk-r-multiples-successful-investing/

This is reference to this book:

https://www.amazon.com/gp/product/007147871X/ref=as_li_ss_tl?ie=UTF8&camp=1789&creative=390957&creativeASIN=007147871X&linkCode=as2&tag=falkininvesti-20

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 techniques for trading market direction?

Machine learning techniques used for trading market direction?

Remember that research paper I spoke of that doubted machine learning in trading? This was it which was penned by my old pal Dan Rico. SVMs were questioned

Here is where you can download this older research paper before machine learning got hot

I have also announced I will be moving this ‘newsletter’ to another server from Infusionsoft. You can also get my free 2 PDFs on (in case you never got them):

Trade Like a Boss

Tecbnical Secrets in Algo Trading

You can also be part of this new newsletter on this server. I am thinking of actually discontinuing this current one you are reading from. It has been highly recommended to manually opt in yourself into this new server.

Sign up for the above FREE PDFs and join the new server here

More on our courses to help you:

Overview walkthrough of Quant Courses and Analytics Service

Brand new where you can get details here

Courses and analytic service here

(A new video was recorded)

https://quantlabs.net/blog/2017/03/overview-walkthrough-of-quant-courses-and-analytics-service/

I finally have created some videos on the Courses and new Quant Analytics.

Check them out:

New Analytics Service:

Once big take-away is the low risk intro to the service. I offer $5 2 days trials before joining.

Introducing our new Quant Analytics Service overview

This walkthrough the new dashboard with chat room for new members to exploit our trading systems chart/data generation

Brand new where you can get details here

https://quantlabs.net/analytics/order-analytics/

Note my $5 trial for 48 hours TRIAL of this

BIGGEST NOTE OF ALL: I still need to populate the service starting next week!

https://quantlabs.net/blog/2017/03/introducing-our-new-quant-analytics-service-overview-2/

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!

Machine learning techniques used for trading market direction?

Machine learning techniques used for trading market direction?

Remember that research paper I spoke of that doubted machine learning in trading? This was it which was penned by my old pal Dan Rico. SVMs were questioned

 

Can Machine Learning Techniques Be Used To Predict Market Direction? The 1,000,000 Model Test.

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!

Quant vs discretionary trading techniques

,

Quant vs discretionary trading techniques

It looks like we have another Chat with Traders YouTube ‘like’ channel. This one focuses on systematic trading which was sent over by someone on my Facebook. So big thanks to this person. Anyhow here’s a 47 minute interview with someone who specializes in using quantitative techniques versus technical analysis in their live trading. For me, it all comes down to the right use for the right type of analysis. It is very critical that you do not use technical analysis as a way to just chase charts with opportunities. Any real professional trader will tell you you cannot generate ideas from technical analysis. By the time you see an opportunity via your chart indicators, it is quite common that the opportunity has come and gone. I never know why people won’t understand that as a retail trader. Technical analysis really is only about timing your positions for both exit and entry.

Enough preaching here is that video

I have an event scheduled tomorrow for Dukascopy

Tips and tricks with Dukascopy JForex for forex trading

Tips and tricks with Dukascopy JForex for forex trading

I am digging this broker with their API features. I thought it would be cool to share some coding tips uing this impressive trading platform JForex.

Note #1: I am new with this broker and platform so please be gentle

Note #2: Dukascopy does not support American clients it seems. Sorry.

I just started creating a Youtube channel playlist for Dukascopy

Go here for the details

Also, I will be spinning off all my courses for my Quant Elite members in the next few days. I promised to hold off for a month when I first announced it so we’re now at the point. If you want to reap the benefits of these courses, join my Quant Elite membership right now!

The three individual courses will be priced at $497 each after this process takes place.

I’m also putting the membership into its last days of existence before I start rolling all current members into the new Quant Analytics service.

Some info on this new quant analytic service:

I have some video tutorials on this service here

I have also answer some queries about it here

Thanks Bryan
P.S. I am in the last few days where I will breaking out all my courses from my Elite membership: http://quantlabs.net/mkt/quant-elite/

Learn some of the courses here: http://quantlabs.net/academy/courses-2/

Get the course list here: http://quantlabs.net/mkt/quant-elite/

Note: Here is my social media you keep up to date with:

Facebook programming group: https://www.facebook.com/groups/quantlabsnet/

Instagram with dozens of daily trading charts: https://www.instagram.com/quantlabsnet/

Youtube channel with over 1400 videos: https://www.youtube.com/user/quantlabs

And of course Twitter: https://twitter.com/quantlabs

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!

Quant vs discretionary trading techniques

Quant vs discretionary trading techniques

Who do you think in this epic trading battle?

This was sent in from someone on my Facebook so thanks to them

Join my FREE newsletter to see if you think quant win for 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!

Wall St Code with secretive programming techniques on high frequency trading aks HFT

This is what we call an eye opener on modern HFT:

Watch this Wall St Code with secretive programming techniques on high frequency trading aks HFT – See more at:https://quantlabs.net/blog/2013/11/watch-this-wall-st-code-with-secretive-programming-techniques-on-high-frequency-trading-aks-hft/#sthash.ogFldsVY.dpuf

It is well produced,

 

Did you know HFT operators are now trading US Treasuries? I kind of find that dangerous.

https://quantlabs.net/blog/2015/09/hft-do-treasury-in-secret/

If you are interested in this:

Meetup Members Workshop schedule for:

 

Module 6 Market Data Source with Yahoo Finance

Market Data Source with Yahoo Finance In Python, there are numerous packages you could use to access Yahoo Finance which is FREE.

This is part of my upcoming LIVE ‘Indie Trading Algo in Python’ course series for my Quant Elite Members as well.

Pricing Options and Schedule

Required to be a ‘Quant Elite Member’

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

Bryan

P.S. Don’t forget I have a ‘Daily Digest’ which will send out a daily set of postings of research. Sign up here for it. 

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!

Thanks for making our quant trading techniques most popular this week EVER!!

Thanks for making our quant trading techniques most popular  this week EVER!!

 

beer dude

Thanks for making our quant trading techniques popular this week – See more at: https://quantlabs.net/blog/2014/07/thanks-for-making-our-quant-trading-techniques-popular-this-week/#sthash.n17lh7sh.dpuf

 

As usual, thanks again but this event is our first of many. Come on and learn or just say hi.

 

It happens this Tues Jul 15 at 7 PM EDT. 

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!