Tag Archives: thoughts

Thoughts on Quadriga Cx crypto currency news story

I have my opinion as explained in the video below. about this latest potental crypto currency exchange scam.  Story is posted below as well.

https://gizmodo.com/crypto-exchange-says-it-cant-repay-190-million-to-clie-1832309454/amp

Various Facebook group comments include:

hes probably reading this from a beach somewhere!

This sounds very strange; rather unbelievable.

hodl forever lol

In an essence, never put your life savings into these crypto currency exchanges no matter which one it is. Only put the principle amount you are willing to lose.

A couple of BIG ANNOUNCEMENTS

The Quant Abalytics will start getting signals for the following financial assets:

1. Crypto from Binance

2. Forex from Oanda

3. CFD from Oanda

NOTE: These steps have been tested and appear to be working. As usual, I will have videos to demonstrated the generated files for your research and analysis.

This ‘bot’ will send out the latest signals batch every 6 hours so your email will get about 18 hours per trading day. This will be a lot more manageable that the Minute by Minute crypto trading strategy. This price will be much more affordable but it is currently $97 per month. Join to the the lowest price before I increase it by anywhere from $25 to $100 per month.

https://quantlabs.net/academy/quant-analytics/

We are also coming up to the last 2 weeks of the LIVE Python V3 Building Blocks Infrastructure COURSE. Expect the current price to double from $250 or even triple in coming weeks. Get on that before the price increases.

https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/

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!

Thoughts on Debugging from algos from a popular forex trading platform

I am also currently deep in the weeds trying to debug a transformed algorithm routine from a very popular forex trading platform. I want this to run in Python which is for my 100% vision of using one programming language for my entire infrastructure. Another one is planned next week. Both are similar to the Head and Shoulders but more specific for Flag/Pennants and Wedges. Both indicators will be very useful to help filter out bad potential trades but more will be revealed as it gets closer to completion.

More notes on my thoughts of debugging these indicators. I find this the best way to understand trading algorithms that you may use for systematic or automation. If you want to learn, get a decent debugger but I am quite surprised I have recently started using this Microsoft Visual Code for debugging. This can be the most challenging part of the whole process in automating your trades.

More from this link:

Visual Studio Code advantages

Both IDEs (Integrated Development Environments) are free but PyCharm has bugs with no simple help. Just go with the Microsoft Visual Code Studio just for the Intellisense or debugging capabilities. I still prefer my Sublime and running the Python interpreter for quicker development.

Both IDEs will run on all operating systems including Linux, Windows, and Mac OS

This was sent out last Friday:

I am doing yet another demo of my new automated head and shoulders indicator. I competed this a few days ago which really pinpoint market entry and exits for cryptocurrency trading opportunities. After my last Python script I highlighted for download, this one works with Bitcoin crypto market data, I have leveraged that power for this new indicator. Do realize that this can be used for any asset class and timeframe. I will demonstrate this on Wed May 23 at 7PM Eastern Standard Time.

 

Automated Head and Shoulders Indicator Details to follow

Note that I will be live streaming on my Youtube channels at youtube.com/quantlabs

I also plan to keep this video playback for my members only for 24 hours after the live stream is complete. As usual, I don’t need the world to know about this.

More details on this automated indicator here.

More corrections on this indicators which was revealed from the video:

As the more experienced folks in my private Telegram group, someone hinted to develop the inverted automated head and shoulders for market reversals. This is even for a longing strategy like the one I plan to implement. Do note my further corrections in the link above. 

I am also currently deep in the weeds trying to debug a transformed algorithm routine from a very popular forex trading platform. I want this to run in Python which is for my 100% vision of using one programming language for my entire infrastructure. Another one is planned next week. Both are similar to the Head and Shoulders but more specific for Flag/Pennants and Wedges. Both indicators will be very useful to help filter out bad potential trades but more will be revealed as it gets closer to completion.

Did I also mention about the detailed Java based components I need to use to work with Dukascopy API and JForex for both forex and CFD instruments? That is another big step for weeks coming own the line.

There you go, quite bit on the go.

Bryan

P.S. Don’t forget about this Tuesday if you are in Downtown Toronto. More details here if interested:

https://www.meetup.com/quant-finance/events/250588027/

or

https://www.meetup.com/TOForexTraders/events/250588184/

We are coming to the last set of people we can accommodate.

 

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!

Leverage for the long run thoughts

Leverage for the long run thoughts

From George via Facebook:

Hi Bryan, I thought that you may be interested in an article called “Leverage for the Long Run”. It states that ” When the stock market is in an uptrend (above its Moving Average), conditions favor leverage as volatility declines and there are more positive streaks in performance. When the stock market is in a downtrend (below its Moving Average), the opposite is true as volatility tends to rise.” They proposed a model of leveraging SP500 when it is above the SP500 and buying T bills during the more volatile period when the market is below the moving average. Here is the link to the article. https://pensionpartners.com/leverage-for-the-long-run/

What are your thoughts on this model?

Simply, it is no different than another technical indicator  where moving average is best! Good one

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Expert Insider thoughts on low latency programming trading languages 



Expert Insider thoughts on low latency programming trading languages like C C++


 Java vs Python






So many people want to build these high frequency trading systems but personally I think they’re learning from the wrong people. I am very lucky to have people who have contributed

to my own knowledge to know the right way and a wrong way to develop these trading systems. If you followed me for a while, you know who exactly I’m referring to. If you don’t know

who I’m referring to, let’s just say they’re making more then your family for the next 20 generations will ever make. Fortunately he was able to give me a solid advice and probably the best

advice I’ve ever heard regarding all these programming languages.


 


Go here to learn more


Quantlabs.net most lucrative trader or quant according to Quantcast Site Metrics


 


I also find it quite preposterous how these old school trading gurus claim they are pumping out well to do traders. To me, that is utter garbage, if you’re confident with your trading audience

or community you would easily allow third-party analysts to to measure their income. It is to showcase who is making bank! if they are, then you would showcase it. Wouldn’t you? Well guess

what? I do that with a service called Quantcast. At my last check, 40% of my trading audience makes over $150,000. Let me stress this: it is verified by Quantcast!


 


I made a video on this so check it out here


 


If you want the most affordable way to achieve these goals (remember verified), I would strongly recommend you to look up my new annual Quant Elite Membership.


 


==> Get In the action now!! <==


 


 Most of all I have listed quite a few set a benefits here.t



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				Expert Insider thoughts on low latency programming trading languages like C C++ Java vs Python
			

								


				

			
Expert Insider thoughts on low latency programming trading languages like C C++ Java vs Python




A set of tips came in from another expert through my newsletter:






Let me try to categorize things from Low latency point of view.


such systems like HFT application has two parts of it, one part which is latency sensitive and one part which is non latency sensitive.




Component which are latency sensitive are developed majorly in C and C++.


and non latency sensitive component can be developed in any language of choice in which developer feel comfort and have expertise to make the development much faster.






–> Yes this is definitely a big standard, I prefer C as it even simpler and better hook development into a low latency operating system like a custom Linux kernel






The major reason why industry and senior developers in profession prefer to use other language is because Mastering C and C++ is too difficult hence getting an expertise developer in C and C++ is difficult.  One things I would like to point if developer has not written a latency sensitive code in C and C++ it will not be latency sensitive application.




People prefer Java because it is too easy to learn and things are faster to develop and maintain as compared to the core part of C and C++. Java is pure Object Oriented language. While Object oriented is just one part of C++.






–> The suggested open Trade Manager Java project could be a decent starting point here. The .NET stuff I have worked is definitely another great starting point






Which is normally low latency developer avoid and use the template generic programming which is much harder to learn.






–> Totally agree, you want your systems to be generic based only with no state as that takes up less processing






Python is never been a main stream language for Low latency side of the system. It will be a poor choice. But yes for the part of the system which is non low latency python might be a smarter choice it will give you much faster development cycle and easily maintainable code base.




–> I really agree here so most should stick with a high performance language like C to reduce jitterness at the OS level, Java does this with the garbage collector. I have provided many video talks from experts on this including from the biggest banks on the planet.






Start categorize your systems.




Also avoid mixing and using language adapters and try to find other alternative solutions.






–> Sounds good to me






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				Thoughts on open source Trade manager Java source code
			

								


				

			
Thoughts on open source Trade manager Java source code

Well documented with minimal amount.of dependencies vs standard java projects
Reflector stax with aspect pointing to some form of spring like data messaging
Sql data calls and schematic make sense with ones I never thought of. Stored procedure used as well.
If you are seasoned java developer, there should be no reason To get up and running quickly with this project. 
I need to review some java dependency frameworks I have not seen in many years
Some generic stateless interfaces used for potential optimal performance
Lots of testing examples and uses cases for strategy development framework. Could be used for backtesting to.

https://code.google.com/p/trade-manager/

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				So what my CURRENT thoughts on this technical stuff for my future quant strategies? This includes C++ DotNet R Python Matlab etc
			

								


				

			
So what my CURRENT thoughts on this technical stuff for my future quant strategies? This includes C++ DotNet R Python Matlab etc


Someone offer to do an R webinar so I would love that regardless of my experience…


This brought up my thoughts on where I am with technologies:


I would love a webinar to be offered. I like to see what people are doing within R but I have run into many issues with it so I stick with Matlab.  As I expand into REAL WORLD strategy development, I am seeing the challenges of Matlab abilities to extend via Builder NE or even Coder toolboxes. As the London Quant, you may be better to roll your own solutions but who has the time for that. So I have been finding some interesting C++ libraries that seem to help. Not saying R or Python are bad, I just find they are not working for my needs as I roll out these strategies.


In terms of deployment, I think I will stick with Windows for now as it is much easier than working with Linux. I get stuff done faster and have less things to worry about like building incompatible dependencies. Blah!


Things get done better with well built libraries for Visual C++ deployment on Visual Studio.


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				Thoughts on new Matlab 2014a enhancements for financial quant researchers with HFT FPGA Simulink upgrades
			

								


				

			
Thoughts on new Matlab 2014a enhancements for financial quant researchers with HFT FPGA Simulink upgrades


Some of these may be useful but nothing major


Join my FREE newsletter to learn more how to implement Matlab in your trading idea research 



 


 

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				Check out the new look and features being released ini Visual Studio 11.  What are you thoughts for quant development?
			

								


				

			
Check out the new look and features being released ini Visual Studio 11.  What are you thoughts for quant development?


http://blogs.msdn.com/b/visualstudio/archive/2012/02/23/introducing-the-new-developer-experience.aspx



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				Here are my thoughts of the secretive world of HFT high frequency trading and hedge fund
			

								


				

			
Here are my thoughts of the secretive world of HFT high frequency trading and hedge fund 


 



 

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!