Tag Archives: Trends

Are Quant funds chasing trends resulting to be biggest losers

Quant funds chase trends are biggest losers

Sadly, this is happening as there are many out there which include many dogs. As a result, I did another video as usual.

Check it out here or watch here

‘Quant’ funds chase trends are biggest losers
More articlehttp://quantlabs.net/blog/2017/07/quant-funds-chase-trends-are-biggest-losers/s here
If you have seen my Shopify store, I will use this to leverage a bunch of new videos I will doing live over the next few weeks. Each new video will be used as a form of bonus which will be exclusively for download with limited access.

WARNING!

I have over the last few weeks been promoting everything at a very affordable price. Over the next few weeks, I will be testing new target marketing efforts of households  over $1 million annual income. What does this mean? If successful, I see no reason to keep these rates low as they are. If that is the case, I have received marketing experts say I could charge as much as $400/month. Who knows if this will happen but you may want to take advantage of the current price. They may not last! Here they are:

 

Quant Analytics Click here

ONLY THESE OFFERS WILL BE AVAILABLE

Quant Analytics LITE Click here

Let me know if you are interested in the 3 month or 7 month subscriptions

Note I may be removing these current product from my Shopify store as well in coming weeks.

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‘Quant’ funds chase trends are biggest losers

‘Quant’ funds chase trends are biggest losers

Hahahahahahahaha.

….

Let me get back into my chair

Not good news for those in this ‘quant’ biz

Note that I put quant in quotes

https://www.bloomberg.com/news/articles/2017-07-10/quant-funds-that-chase-trends-are-this-year-s-biggest-losers

Your video will be live at: https://youtu.be/Xg0BA6TuQ94

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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!

Evolution of Smart Beta – 2017 survey reveals new trends

 

 

FTSE Russell survey highlights growth of multi-factor investing

Andrew Perrins of Savvy Investor shares an insight in to the latest Smart Beta trends.

 

FTSE Russell’s 2017 Smart Beta survey of asset owners reveals robust growth in the adoption of smart beta indexing, particularly multi-factor strategies – the use of which appears to have tripled in the last two years.

 

Below, the Savvy Investor Research Team has listed the top 12 factor investing papers published in the last couple of months. All of these are free to access on the Savvy Investor research platform.

Smart beta: 2017 global survey findings from asset owners (FTSE Russell, 2017)

Now in its fourth year, FTSE Russell’s comprehensive survey of global asset owners focuses on key themes behind the adoption, evaluation and implementation of smart beta.

Bridging the Gap: Adding Factors to Passive and Active Allocations (MSCI)

How does the factor allocation fit into a manager’s overall equity program? This MSCI paper uses a risk budgeting framework to investigate how active mandates and factor allocations can be combined.

The Rise of Factor-Based Investing (LGIM)

Factor-based investing, which seeks to identify the underlying characteristics that drive performance, has grown rapidly since the financial crisis. This paper by Legal & General Investment Management assesses its rise.

Factor Exposure and Portfolio Concentration (FTSE Russell, May 2017)

This paper by FTSE Russell is an ideal read for asset owners who need a better understanding of factor tilting and want to compare outcomes for factor portfolio construction.

The Merits and Methods of Multi-Factor Investing (S&P Dow Jones Indices, 2017)

With a wealth of smart beta indices to choose from, market participants may find it difficult to decide when each factor-based strategy is best suited to deliver returns. This paper considers how effective a multi-factor approach might be.

Factor Investing Insights from BlackRock (BlackRock, Apr 2017)

Adopting a factor lens can help investors better understand the risks in their portfolios. Managing factor exposures can potentially improve returns, reduce risk and lower overall portfolio expenses. Learn more in BlackRock’s ETF Desk Reference.

Why Invest in Momentum as a Factor? (SSGA, 2017)

This 6-page paper by State Street Global Advisors provides a helpful overview of Momentum Investing.

Investing in the Quality Factor (SSGA, 2017)

The authors of this paper explain how they think about the Quality Factor in equities and why they consider their tilting methodology to be a better way to capture the factor — especially for investors with limited risk budgets.

Three ways to successfully implement factors and smart beta (Robeco, 2017)

This paper by Robeco aims to give investors a clearer picture of what factor-based investing actually is and how to best implement quantitative strategies.

Factor Timing is Hard (AQR Capital Management, 2017)

In this paper, Cliff Asness of AQR Capital Management argues that contrarian factor timing is not easy and current factor valuations are not extreme, contrary to popular belief.

Factor Investing Combinations: The sum of the parts (S&P Dow Jones Indices)

Given the success of strategies that exploit single factors, it is not surprising that strategies designed to exploit more than one factor have begun to pique the interest of market participants. This paper explores further.

Factor Investing: Made Simple Guide (PLSA, 2017)

This guide has been produced by the UK Pensions and Lifetime Savings Association (PLSA). It provides a helpful introduction to factor investing.

Why Factor Tilts Are Not Smart “Smart Beta” (Research Affiliates, 2017)

The authors’ analysis of three first-generation smart beta strategies shows factor-replicated portfolios are ineffective substitutes for their smart beta counterparts, exhibiting poorer performance, high turnover, and low capacity.

Savvy Investor www.savvyinvestor.net is the world’s leading platform for the distribution of white papers to global institutional investors. Registration is free, and provides access to over 15,000 white papers, as well as an extensive global database of investment conferences, and a personalised newsletter, keeping you up to date with investment news and research.

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What are the trends in algo trading?

What are the trends in algo trading?
From co founder of QuantInsti in Facebook group posted this

Growing Trend in Algorithmic Trading

View at Medium.com

View at Medium.com

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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!

Machine learning trends and future of AI trading: NOSQL Redis and Facebook?

Machine learning trends and future of AI trading: NOSQL Redis and Facebook?

 

Machine learning trends and future of AI



So what will the future of machine learning and artificial intelligence look like? If you're talking about your two-year-old little sister, that don't count. Gawd I can be funny sometimes.

If interested read this article now

Facebook open source Torchnet for AI



Now if you ask me, there are many competing frameworks coming out of the likes of Microsoft, Amazon, Google, Facebook, Apple and so on. 
You quite literally will have to choose one of these 
vendors very soon. In case you missed it, I think Facebook will be the supreme leader with their latest open source solution.

Read about that here

Redis cluster pushes 1.2 million insert per second

Now don't get me wrong, the technology programming language choice is sort of is strange with LUA. But hear me out OK? I think the next big 
trend will be embedding Live trading logic right
 into in memory NOSQL databases. If you have followed me for a while, you'll know I love my NOSQL open source Redis database option. I mean 
it's the world's fastest database with metrics 
that are blowing the doors off of the most respected HFT software platforma like Deltix.

Check out these crazy benchmark metrics for Redis

For those that don't know, you can embed server side LUA scripts right into Redis. See where I'm going with this? Also remember that this is 
completely all open source. Pretty cool Huh?

I wonder why all the other smarty pants are not thinking of things like this. You know all those hedge funds and investment bank prop shops.
 Maybe they are not as smart as we think. Haha Until next time!

Pricing options for my Quant Elite membership includes:

Here are those pricing options as usual:

ONLY THLY: $97/MONTH: Click here

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Machine learning trends and future of AI

Machine learning trends and future of AI

This changes every few seconds it seems

http://www.kdnuggets.com/2016/06/machine-learning-trends-future-ai.html

Join my FREE newsletter to learn more about ML for automated trading

 

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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!

Humans beat algo trading in new trends

Humans still beat algo trading in new trends

Great article from someone in my Facebook group so thanks to him

http://www.bloomberg.com/news/articles/2013-07-23/humans-beating-robots-most-since-08-as-trends-shift-currencies

Join my FREE newsletter to learn more about the human vs robot debate

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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!

Google Trends: what asset class people are trading

Google Trends: what asset class people are trading

I made a quick video as I was trying to figure who was trading what from where

Join my FREE newsletter to see what asset classes I will start trading

 

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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!

Want a quant trader club via weekly GotoMeeting online and Meetup to discuss options, forex, futures and stock market trends?

Want a quant trader club via weekly GotoMeeting online  and Meetup to discuss options, forex, futures and stock market trends?

I am testing the waters to see if there would be a demand for such a ‘service’. I would treat it the same as the tech Pow Wows I have been running for a few months now.  Let me know via commenting on my blog or in social media.

I will post future events here http://www.meetup.com/quant-finance/

Or join my FREE newsletter to see if move forward with this idea

 

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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!

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

Hi there
Interested in learning about one of those most popular methods in forecasting markets?
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
If you are interested in seeing this, please join my membership to get immediate access.

–> Get access here <–

Got questions or comments,

Let me know
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!