Tag Archives: using

Using Analytics to become a solid trader to forecast opportunity

The Analytics now has the ability to track best of research from Bloomberg. I always tell newbies that this is the best process to learn when it comes to enhancing your trading skills. In fact, I say it is essential! Why spend literally thousands of dollars on ‘gurus’ who do the same thing to teach you the same skills? Do the same to save to dollars but spend it on the time to understand the nuances of the markets. This is covered all across all asset classes globally.

I have a special section dedicated in my Analytics section for this analysis. As my 4 minute showcases, you get a links to the research and even a custom video for it.

Quant Analytics

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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!

Bayesian Linear Regression in Python: Using Machine Learning. Is R code walkthrough better?

If you are into machine learning, this is one popular technique used for forecasting. Actually, using Bayesian appears to be standard. Many people have like this posting which is an entire tutorial on how to accomplish this task. Here is the article for you:

https://towardsdatascience.com/bayesian-linear-regression-in-python-using-machine-learning-to-predict-student-grades-part-2-b72059a8ac7e

Is R better

This particular totorial is completed in Python but R could be somewhat useful in other instances.

Lastly, I am quite surprised on how well my old legacy R course was quite popular. In case you missed it, here are the details:

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

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!

Webinar on Visual JForex: Building, testing and using a strategy

Webinar on Visual JForex: Building, testing and using a strategy

Not quite what I was looking for but still useful. Would like to have this strategy VFS

 

 

 

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!

Demo of Using Python to Connect to PostGreSQL trading database

Demo of Using Python to Connect to PostGreSQL trading database

The video below explains it all but be sure to watch the one in showing how I build my PostGres environment, create tables/databases, and populate the data.

http://unix.stackexchange.com/questions/201666/command-to-list-postgresql-user-accounts

https://wiki.postgresql.org/wiki/Psycopg2_Tutorial

Join my FREE newsletter to learn more about using Postgres as my trading database

First video to watch

Demo of using Python to connect to PostGres

 

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!

Using Apply function in R

Using Apply function in R

Find the mean of rows and other helpful tips

Using the apply family of Functions in R

Join my FREE newsletter to learn other R techniques 

 

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!

Video on Using call option chain next month volume show liquidity for potential trade opportunity with long and short

Video on Using call option chain next month volume show liquidity for potential trade opportunity with long and short

This is important to learn as part of your trading idea

Join my FREEnewsletter to learn more about these trading idea generation topics

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!

Using Hadoop to do Simulation for High Frequency Trading aka HFT

Using Hadoop to do Simulation for High Frequency Trading aka HFT

Thanks to someone on my Facebook

 

Does this actually profit after doing Ernie Chan’s latest presentation?

Join my FREE newsletter to see if this applicable to what I do 

 

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 my PERL demo of using this Streambase open source C++ framework for a trading strategy or CEP model #perl #linux

Youtube video on my PERL demo of using this Streambase open source C++ framework for a trading strategy or CEP model

I have posted the package’s PERL checklist in the QuantLabs.net Premium Membership. Join here. 

Get more info by joining my FREE newsletter 

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!

ARMA forecasting model within Excel? More Q & A on using Excel VBA for quant development? Stick with C++, R,, or Matlab for HFT #excel

ARMA forecasting model within Excel?  More Q & A on using Excel VBA for quant development? Stick with C++, R,, or Matlab for HFT #excel

From a visitor query:
Responses below followed by –>
> Hey Bryan,
>
> How’s it going? I’m really interested in joining quantlabs; however,
> I wanted to ask you a couple of questions… In regards to my
> programming skills, they are pretty limited and extend to excel/vba
> right now, is this adequate for someone who is looking to learn stat
> arb/pairs trading (specifically intraday)? I know you focus a lot on
> C++,R and Matlab; however, i was wondering i could make some quant
> systems work with excel/vba if not which of those 3 progamming
> languages which you suggest is easiest for a retailer to learn?

–> Excel/VBA is very limiting and slow. R/Matlab with C++ or Java opens up your choices. Also, I don’t believe in black box technology as I like having source code for end to end control In terms of priority, I would focus on R as that can advance very quickly with the ability to call C++ inline from R if needed.
Do realize professional quants spent 90% of their time in coding in these technologies.
I saw
> in one of your youtube blogs that you touched on ARMA, I was wondering
> if being a member of quantlabs, you could help members build ARMA
> models in excel..?

–> MY priority is always for C++ and R. You may find some Excel files under http://www.quantcode.com/modules/mydownloads/viewcat.php?cid=9 but I cannot guarantee the quality of the code.

Do you currently trade intraday as a quantitative
> retailer?

I am right now focusing on technology and strategies. I do have a connection test into Interactive Brokers with my C++ HFT platform which I am building. http://www.youtube.com/watch?v=mwpXw08X2fE
So I am not actively trading right now until these are built and profitbly working.

I have always wondered what it would be like going down this
> route and I would love to hear from your end.
>
> I couln’t make it out to the last meeting you had at milestones;
> however, I would love to come out to the next one, I was wondering once I start paper trading
> when it is…?

–> My next Meetup in Toronto is Nov119.

Nov Meetup Social in North York-R and C++ HFT platform blabbing session?

Monday, Nov 19, 2012, 7:00 PM

13 Members Went

Check out this Meetup →

I hope these answer your questions.

>
> Kind Regards,
>

See how I do stuff by joining my frequently sent QuantLabs.net Premium membership 

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 using free R-Studio for newbies and installing free R packages from CRAN or R-Forge

Youtube video on using free R-Studio for newbies and installing free R packages from CRAN or R-Forge

http://quantlabs.net/membership.htm

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!