Tag Archives: trading idea

MEETUP: From visual trading idea to C++ or FPGA HFT

I just made some awesome progress with my Matlab and Simulink. I even made some videos on it:

Essentially, I have gone from a visual trading idea via Matlab’s Simulink to generate source code to C or C++. I could even do the same process for HDL (hardware description languages) for FPGA deployment for ultra-lowest latency. As a result, I will dedicate April 7th to do a complete LIVE Q&A on this to answer your questions. Watch these video to see what questions you come up with. I will be only tackling this topic this one time as it looks like this will become my new standard for developing market ideas into a self-contained systematic trading models for C/C++ or FPGA deployment.

 

1. Please join my meeting, April 7, 2015 at 7:00 PM Eastern Daylight Time.
https://global.gotomeeting.com/join/808252469

2. Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.

Dial +1 (872) 240-3212
Access Code: 808-252-469
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Meeting ID: 808-252-469

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From visual trading idea to C++ or FPGA HFT

Tuesday, Apr 7, 2015, 7:00 PM

14 Members Went

Check out this Meetup →

From visual trading idea to C++ or FPGA HFT

Tuesday, Apr 7, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

11 Researching Traders Went

I just made some awesome progress with my Matlab and Simulink. I even made some videos on it:https://www.youtube.com/watch?v=clupSi2UxUghttps://www.youtube.com/watch?v=_A4Ig06tn2EEssentially, I have gone from a visual trading idea via Matlab’s Simulink to generate source code to C or C++. I could even do the same process for HDL (hardware descri…

Check out this Meetup →

From visual trading idea to C++ or FPGA HFT

Tuesday, Apr 7, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

2 Members Went

I just made some awesome progress with my Matlab and Simulink. I even made some videos on it:https://www.youtube.com/watch?v=clupSi2UxUghttps://www.youtube.com/watch?v=_A4Ig06tn2EEssentially, I have gone from a visual trading idea via Matlab’s Simulink to generate source code to C or C++. I could even do the same process for HDL (hardware descri…

Check out this Meetup →

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!

Thanks to big data, it seems more traders turn to Twitter for trading ideas ? More quant stuff to forecast?

Thanks to big data, it seems more traders turn to Twitter for trading ideas ? More quant stuff to forecast?

There needs to be a good filtering process but is there a better way to do it ?

https://gigaom.com/2015/02/03/as-social-media-gets-quantified-more-people-use-twitter-to-trade/?utm_campaign=socialflow&utm_source=twitter&utm_medium=social

Join my FREE newsletter to learn more on how to trader better than just following Twitter

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!

My REAL reasons why Matlab is important to me thanks to Mr FPGA real time charting and ease of use for FAST quant trading idea generation

My REAL reasons why Matlab is important to me thanks to Mr FPGA real time charting and ease of use for FAST quant trading idea generation

Let’s now commit to one simple platform to get stuff done

Join my FREE newsletter to learn more about using Matlab

https://www.youtube.com/watch?v=3Lh7yiGqW_E

Real time charting in Matlab

https://www.youtube.com/watch?v=cLGZOl70jCw

I even totally forgot about doing this

Arduino real time plot Matlab (this is why Matlab is getting huge now)

 

https://www.youtube.com/watch?v=YGm2CkOZqrM

Not bad 3D rendering for TESTING only but fast prototyping idea generation

https://www.youtube.com/watch?v=ntHZsLmNkgw

 

Build nice front end with GUIDE for Simulink and Matlab

http://matlabideas.wordpress.com/2011/11/02/guideing-simulink-with-matlab/

Solution on Liquidnet for High Speed Execution Measurement (real world example)

http://www.mathworks.com/company/user_stories/liquidnet-develops-execution-performance-measurement-tool.html

Note they use Oracle for their ‘execution data’. Can you smell hint here?

Other financial service examples?

http://www.mathworks.com/company/newsletters/articles/matlab-and-simulink-in-the-world-financial-services.html

Use Simulink and Matlab on AutomatedTrader.com

http://www.automatedtrader.net/articles/42/147881/simulink-and-matlab-objects

What are S-functions?

http://www.mathworks.com/help/simulink/sfg/writing-level-2-matlab-s-functions.html

Example advantages of Simulink:

https://books.google.ca/books?id=QeyzO6kuxrQC&pg=PA34&lpg=PA34&dq=simulink+finance&source=bl&ots=f9TuWSXh1H&sig=a9pNaQSKaSLigIox02kpW_2-LeM&hl=en&sa=X&ei=h5COVLTuBYz2yQSu0YKoDA&ved=0CDYQ6AEwCQ#v=onepage&q=simulink%20finance&f=false

 

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!

Matlab query of PostGreSQL SQL database will generate long and short of spread trading idea

Matlab query of PostGreSQL SQL database to generate long and short of spread trading idea

Hooray another milestone is upon us.

IMPORTANT: The limiting factor is that Yahoo could limit the number of queries I run using this method so I may be forced to used a pro subscriber news data feed.
Watch this video to understand how you should be able to use database queries (and at the same generate your market metrics queries from Yahoo Finance) to sort the long and short. This should work in theory depending on the number of trading ideas I use and the number of assets requested within a certain market sector. – See more

I also posted the SQL and Excel files here but do not that this is more my members. I will save you at least 6 hours even if you were considered an expert at SQL and databases.

Go here for that if interested.

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!

Matlab query of PostGreSQL SQL database to generate long and short of spread trading idea

Matlab query of PostGreSQL SQL database to generate long and short of spread trading idea

Hooray another milestone is upon us.

IMPORTANT: The limiting factor is that Yahoo could limit the number of queries I run using this method so I may be forced to used a pro susbcriber news data feed.

Wathc this video to understand howy you should be able to use database queries (and at the same generate your market metrics queries from Yahoo Finance) to sort the long and short. This should work in theory depending on the number of trading ideas I use and the number of assets requested within a certain market sector.

Join my FREE newsletter to see how this gets accomplished

NOTE: I have posted the SQL and original Excel file to get you started to save probably 6 hours of my own time researching this

whole process

Join here to get access

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!

How to Consider industry view for fundamental predisposition for your profitable trading idea

How to Consider industry view for fundamental predisposition for your profitable trading idea

I just posted this for my members at:

http://quantlabs.net/academy/considering-industry-view-fundamental-predisposition-profitable-trading-idea/

Get access by going here.

Or join my FREE newsletter to learn more about these ways to generate trading ideas

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!

How to use pricing action with a watchlist to time a position from your trading idea

How to use pricing action with a watchlist to time a position from your trading idea

Price action is part of the screening your trading idea. This is used in combination with technical analysis and a watch list to generate good trades from good ideas.

Sorry about the bad typing

You need to monitor watch list spreads of your trading ideas. You use your watchlist to service your gross portfolio exposure. You could update this weekly. You need more trading ideas for higher portfolios.

General rule: Your watch list ideas should have 2.5x the amount of total running positions. You could use the long and short entry with spread as a reference when you add to the watchlist. You can have a reference section when you track the current long price and current short price with current spread. You also get spread % difference against the reference spread. You also track the total # of days or weeks the idea has been added to the watchlist. Because retails traders don’t do this, it is another reason why the mass of them fail. Also track the current spread for a number of weeks like 8.

When committing capital and price action, don’t commit capital to losing ideas which is tracked via your spread % with your referenced spread. You could also track positive price action with the number of weeks your track, This will save you a tonne of money and earn a tonne of money too.

For each trading idea, you need to track the daily data back a number of years if possible. You track charts of each spread for the last one and two years. You do this updating and monitoring process weekly which will add value to your trading. Do this at the end of the trading week like Friday. You will update the EOD data (long and short asset) for the prior week and calculate the spread for your trading idea. Automating this will make life way more easier as compared to doing it manually. Update the chart but also the notice of the difference in spread between the Monday and Friday. Also, you need to update last week on the watch list. YOu also need to update the current price and spread on the watch list as well.

How to commit capital to a good trading idea?

This is when the market tells you an opportunity is opening up. If you are range trading with choppy price action and technicals don’t say much, you could draw a neck line to seek out head shoulder with a boundary of channel lines for the upward and downward range. also look for a decent trend with the spread as well from your chart. The up and down range lines will identify support and resistance in the range pricing action. You could calculate the support and resistance price amounts (i.e. high price in range period). You could do a starting position (or half position) You could apply a stop loss with 10% or 90% of the current price. This becomes your theoritical stop loss price as new support if this was full position. WIth a starter position, you could double the stop loss for let’s 20%. So if the price drops to the new half position stop loss, you could complete the position if you get positive price action.

Another scenario is if the price action goes through the original support level with positive price action, you could buy the other half position if your fundamentals are positive as well. Your average price would become the new stop loss of 10%.

If you put a full position on at the current price, you have a stop loss of 10%. You still need to apply a soft target which need to be realistic. Also compare historically if the pricing action ever traded at the soft target or hard stop loss you set. You could use the history of the spread to see if that is realistic but there are no general rules to apply. Remember the spread could also show all time highs. Also, use your fundamental predisposition to add confirmation.

As retailers don’t have these processes, it is more evidence why they continue to fail. generally.

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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!