Tag Archives: trading model

My DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development

My DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development

OK. I am looking at filling the gap between .NET and Matlab. I have think F# could be the solution.

After this R presentation, I figure I lost all faith in the future of R. If it takes them too long to fix core issues like this, I wonder if using the language for prototyping will not give me the faith of using it. It seems its only academics use this language anyhow.

https://quantlabs.net/blog/2014/06/meetup-video-on-use-of-r-core-scripting-to-eliminate-na-and-other-common-issue/

Sorry all you die hard fans.

That brings me to Python compared to F#. I am new to both languages but looking at this, I came away with a few thoughts for myself.

http://vschart.com/compare/fsharp/vs/python-programming-language

1. F# seemed to perform better

2. Real time and compiler process is part of F#

3. Python does offer machine code generation would could be an interesting option

4. F# leveraeges .NET framework which I kind of like for easy and rapid development

5. F# offers these advantages out of box: Multi-paradigm programming language, Concurrent programming, ,Agent programming <– this looks very very cool

As you can tell, I am not really an open source or Linux guy due to many issues I had with both:

https://www.youtube.com/user/quantlabs/search?query=linux

If you believe I have not given it a chance, check the above search results on my Youtube Channel.

I really hate building the dependencies, out of synch libraries, and just the command line really slows me down. Screw that FREE concept as there other costs. What you do is your business but many seem to agree with my experience?

I think the commercial options are really bringing things down to affordability with Matlab Home Edition and .NET.

It sounds there are some nice advantages of F# so I am going to bypass Python in the near future

And no Microsoft does not pay my mortgage

Join my FREE newsletter to see how I proceed with F# in the near term

 

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!

Missed my LIVE webinar on 1-2-3 steps to building trading models with Matlab for C++ dotNet based open source trading platform?

Missed my LIVE webinar on 1-2-3 steps to building trading models with Matlab for C++  dotNet  based open source trading platform?

Hi there

I made 3 videos for my QuantLabs.Net Premium Members. These include the topics of:

Step 1 of building RSI MATLAB Simulink model with no Stateflow chart

Step 2 of building RSI MATLAB Simulink model with debugging Stateflow chart

Step 3 of building RSI MATLAB Simulink model with C code generation

I did a LIVE webinar scheduled for this on Monday May 13 on an overview of this amazing tool:

Webinar of MATLAB Simulink model and Stateflow chart for trading with generation to C C++ HDL for HFT with FPGA deployment

This is your chance to ask questions about it!

I even made a whole video on this:

https://quantlabs.net/blog/2013/05/youtube-video-demo-of-matlab-simulink-demo-of-ultimate-quant-resaarch-for-trading-model-with-c-code-generation-for-hft/ Interested in any of this? You may want to think about being an exclusive QuantLabs.net Premium Member:

>> GET IMMEDIATE ACCESS TO ALL THIS <<

Many more benefits listed here.

Thanks 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!

No MYSQL database needed, use Matlab Datafeed connector with FREE Yahoo or IQFeed for market data for SImulink trading model

No MYSQL database needed, use Matlab Datafeed connector with FREE Yahoo or IQFeed for market data for SImulink trading model

Now it appears I actually don’t need a database connection like MYSQL. I can just use the Matlab Datafeed Toolbox using IQFeed or Yahoo as a source. You can also use Bloomberg or Reuters as another set of options as well. It just depends what you can afford. Of course, this will get ‘streamed’ in to a Matlab workspace matrix much easier with one less layer like a database. Crap, why did I not just think of this earlier? Also, we can worry about integrating the code generated c++ Simulink model  with the IQFeed APi. Let’s just some simple trading models built with Simulnk first shan’t we?

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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!

Youtube video on How to integrate your R trading model using Interactive Brokers TWS?

Youtube video on How to integrate your R trading model using Interactive Brokers TWS?

From Facebook user:

Hi, my name is …, I am from Romania and i have just start working on building up a trading model in R. I have a problem findind reliable and usable historical data. Coud you indicate to me any source? I want to work with IB Brokers…Many thanks

 

This may help:

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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!

Completed code generation of Matlab Simulink trading model to C++ to Microsoft Visual Studio

Hi there
I have some great news to report. I can universally create a  C++ DLL from Matlab Simulink model via the Simulink Coder toolbox’s code generation process.
I may look at another price increase to another modest QuantLabs.net Premium Membership increase.
I have various videos and postings on it:
1. Youtube video on Matlab Simulink converted to C++ successfully with real time market data analytics for HFT potential
2. Big news! Microsoft Visual Studio .NET C# application example that can read a Matlab Simulink code generated from C++ DLL
3. Posted Important examples of .NET C# testing examples to call Simulink code generated C++ DLLs with further details
Next step is to build the inflow component which includes the process of feeding real time market data into this new C++ DLL model.  This will be built using .NET’s C# language to get this system to market rapidly. Did I say that the C++ model also includes the real time analytics? Stay tuned as I report back on this.
Once all these steps are complete and everything will be provided including the Simulink model and all source code, you can expect a modest price increase into QuantLabs.net Premium Membeship.
Thanks 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!

Youtube video on Moving average trading model for HFT from Matlab Simulnk to FPGA HDL or Verilog for ultra lowest latency

Youtube video on Moving average trading model for HFT from Matlab Simulnk to FPGA HDL or Verilog for ultra lowest latency

–> JOIN NOW BEFORE THE QUANTLABS.NET PREMIUM MEMBERSHIP GO UP 50% <–

Join my FREE newsletter to see how I develop my custom automated trading system 

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 on Quant membership to build HFT, trading model, and profitable financial strategy

Youtube video on Quant membership to build HFT, trading model, and profitable financial strategy

–> JOIN NOW BEFORE THE QUANTLABS.NET PREMIUM MEMBERSHIP GO UP 50% <–

Join my FREE newsletter to see how I develop my custom automated trading system 

 

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!

2 videos of Moving Average conversion to C++ and full HFT update! New trading model API!

Hi there

Listed below are 2 new videos for both you and my Members.
We are in the counting days to get your discounted rates for the QuantLabs.net Premium Membership. It goes up 50% this Monday on Jan 14. Do I really need to say anything further about it?
1. Youtube video on moving average algo completed and converted from Matlab to C++
Watch this to see how I do it and why I use Matlab. I even show how you could use it to build algos visually!
2. For Members: Trading platform with Matlab, C++, C#, Interactive Brokers. and IQFeed update video posted for Jan 9 2013
This has been uploaded for my members only. It was a live webinar from a few days ago to showcase the power of all the software I use it to rapidly my custom HFT potential platform. Not only that, you will easily see the power of Matlab in itself.
3. Now creating super C++ API for HFT. Adding moving average, parameter sweeping, lead lag, grid optimization, Sharpe, and more!
This could be the ultimate benefit of my membership once complete with my 15 strategies I plan to implement. It might take a while but when you look at the expensive option of an API like FAME,it makes me wonder why I am adding all this value. I think I need to see a doctor about this.
4. Oh me oh my! It is another quant finance and/or Matlab R user group social Meetup in Toronto Jan 14
You should know the drill by now. Get your current and this year’s only ‘discount’ now as the first installment of price increases happen this Monday on Jan 14! It is 50%!
See you on the other side of the membership
Thanks 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!

Youtube video Next steps for HFT and Mablab SImulnk trading model develop for quant analysis

Youtube video Next steps for HFT and Mablab SImulnk trading model develop for quant analysis

–> OR JOIN THE MEMEMBERSHIP NOW BEFORE THE 50% RATES KICK IN ON JAN 15 <–

BETTER YET, join my FREE NEWSLETER to understand what I am involved with

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!

R script: Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model

R script: Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model

Here is a more detailed set of R scripts with source code walkthrough demo

1. Backtesting a set of strategies
2. Jeff Augen example of volatility-spikes
3. Mean Reversion with Volatility spikes
4. Euler- demo with  Ornstein Uhlenbeck process which is a low level mean reversion

These will be posted fo Premium Mermbers so you can get your access now. Also, expect a webinar to come on this soon too.

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!