Tag Archives: test

Options Future Equation class library with Test Client

I resume my ‘Phase 2’ of my Algo Trading Course Series I started in March. After completing the “Infrastructure Building Blocks” and “Equity Arbitrage/Pair Trading”, it is time to focus on learning both futures and options trading. Get more details here:
https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/

This new Phase that will be taught is a 24-week section which covers many fundamental aspects of these asset classes. We will focus on examples as we mirror my favorite UC Davis course that focuses on fundamental analysis. I also provide both C++ and Python coding samples throughout this course. The main idea of these presentations is to learn further on these topics outside of the course material. Our topic for this day is:
Options Future Equation class library with Test Client A couple of notes: I will not be teaching content live anymore after this as I move into an analytics service in a few months.

You also need to be a Quant Elite member to attend this. Signup here:

http://quantlabs.net/mkt/quant-elite/

If you are a Quant Elite member, please preview the UC Davis video to become acquainted with the topic being presented. Login into the “Python C++ Algo Indie Trading Business Course Futures Options Algos” dashboard with in the membership.

Options Future Equation class library with Test Client

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Let’s hack the Interactive Brokers API Java Test Client

Let’s hack the Interactive Brokers API  Java Test Client

Me thinks it is easier to hack the IB Java Test Client as the message queueing with Redis is a real mess to manage. I think test client might be a smarter approach since it works, better documentation, and out of box.

https://www.interactivebrokers.com/en/software/api/api.htm

https://www.interactivebrokers.ca/download/JavaAPIGettingStarted.pdf

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Hierarchical Temporal Memory test elimination of harmonic oscillation

Hierarchical Temporal  Memory test elimination of harmonic oscillation

Another video test for Dr Paul Cottrell to try to eliminate this

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Intel C++ compiler test for Matlab code generation to Linux

Intel C++ compiler test for Matlab code generation to Linux

UPDATE BOO BOO: The Intel C compiler is not supported all Matlab code generation products including the Simulink Coder and Matlab Coder. Wah! (see below for potential solution)

Yes I am testing this as opposed to the wonky MINGW/CygWin GCC compiler test. I think this is a better approach with the Intel C compiler for cross platform uses. Matlab will support this compiler natively in Windows:

http://www.mathworks.com/support/compilers/R2015a/index.html

This is supposedly the best C compiler out there as well. Let’s try before we buy:

https://software.intel.com/en-us/intel-parallel-studio-xe/try-buy

And then try out this Linux version on Ubuntu:

http://www.linux.org/threads/intel%C2%AE-c-studio-xe-on-linux-for-free.6010/

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These are the supported Linux distros for Intel C Compiler:

  • Asianux* 3.0
  • Debian* 4.0
  • Fedora* 7, 8
  • Red Hat Enterprise Linux* 3, 4, 5
  • SUSE LINUX Enterprise Server* 9, 10
  • TurboLinux* 11
  • Ubuntu* 7.04, 7.10

http://www.uow.edu.au/~/greg/html/COMPILERS/doc_cce_commo/INSTALL.htm

 

It looks like Qt supports this Intel compiler

http://doc.qt.digia.com/4.6/compiler-notes.html

 

You can select the Generate Code Only checkbox on the Code Generation pane of the Configuration Parameters Window to prevent build. I would also recommend selecting the “Package code and artifacts” checkbox on the same pane (on releases older than R2012b, you can manually use the packNGo utility to do the same). This will ensure that any additional artifacts (other than the .c and .h in the _rtw folder) are also packaged for relocation.

http://www.mathworks.com/matlabcentral/answers/152783-how-can-i-create-code-for-an-embedded-linux-target-with-simulink-hosted-on-windows

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My Postgres SQL for positions to test this Kelly Criterion Matlab script for self imposed risk management during trading

My Postgres SQL for positions to test this Kelly Criterion Matlab script for self imposed risk management during trading

Nothing special but use Razor SQL to save yourself a hassles of manually typing this up in some shell script

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INSERT INTO test.test.positions
(idx, longentryprice, longentrytimestamp, longentrytimestr, longexitprice, longexittimestamp, longexittimestr, longlowstop, longlowtarget, longsofttargperc, longstoplossper, longsymbol, longupstop, longuptarget, shortentryprice, shortentrytimestamp, shortentrytimestr, shortexitprice, shortexittimestamp, shortexittimestr, shortlowstop, shortlowtarget, shortsofttargperc, shortstoplossper, shortsymbol, shortupstop, shortuptarget)
VALUES
(1, ’10’, 0, ‘0’, ’15’, 0, ‘0’, ‘0’, ‘0’, 0, 0, ‘F’, ‘0’, ‘0’, ‘1’, 0, ‘0’, ‘1.5’, 0, ‘0’, ‘0’, ‘0’, 0, 0, ‘GM’, ‘0’, ‘0’)

 

or use this:

 

INSERT INTO test.test.positions
    (idx, longentryprice, longentrytimestamp, longentrytimestr, longexitprice, longexittimestamp, longexittimestr, longlowstop, longlowtarget, longsofttargperc, longstoplossper, longsymbol, longupstop, longuptarget, shortentryprice, shortentrytimestamp, shortentrytimestr, shortexitprice, shortexittimestamp, shortexittimestr, shortlowstop, shortlowtarget, shortsofttargperc, shortstoplossper, shortsymbol, shortupstop, shortuptarget)
VALUES
    (1, ’10’, 0, ‘0’, ’15’, 0, ‘0’, ‘0’, ‘0’, 0, 0, ‘IBM’, ‘0’, ‘0’, ‘1’, 0, ‘0’, ‘1.5’, 0, ‘0’, ‘0’, ‘0’, 0, 0, ‘AAPL’, ‘0’, ‘0’)

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Free psychology test provides information on the type of trade strength challenges a trader may have

Free psychology test provides information on the type of trade strength  challenges a trader may have

This came in from a local Meetup member:
Here is a free test below that will tell you and find out what kind of a trader of trader you are.  This test is a free psychology test provides information on the type of trade ,  the trader’s strength and what challenges the trader may have.

http://www.tharptradertest.com/default.aspx?question=1

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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!

Ready to Lauch? Test your quant trading strategy for prestige here with BattleFin

Ready to Lauch? Test your quant trading strategy for prestige here with BattleFin

This is a good contest to get noticed in the industry
http://www.battlefin.com/howitworks/launchpad
http://www.battlefin.com/howitworks/tournament-7
Thanks to Sholom for letting me know this

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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!