Tag Archives: volatility

Importance of volatility of volatility

 

See the article and importance of volatility of volatility below

First, a message from our sponsor:

I am keeping the Python Infrastructure course pretty affordable for the next few days. I am continuing to let you know that this course will potentially double in coming days! If things work out as described below, you will find this material will become pretty valuable. If you click the link, you can find ALL the details in this course. I will also be adding the latest learnings of crypto and Forex (for Oanda for USA residents) to get you running to have your own ‘crude algo trading system.’ One popular request is a simple video to showcase a very very primitive but simple system capturing data, set up a simple strategy, and do the automated trading. Again, just click the link below to get further details or if you want to proceed learning more.

The importance of volatility of volatility

Thanks for my Facebook Group called “Quant HFT high frequency trading with Matlab C++ Java R Python C# Excel’ reveals some popular topics that people like. Here is one such article about volatility and volatility of volatility. Read it here:

http://www.sr-sv.com/the-importance-of-volatility-of-volatility/

It is predicted that volatility will kick into high gear in the near term. Volatility in forex is where you make money. With potential trade wars kicking in, some will benefit from this especially if they have a robust, automated strategy to handle it.

I am not sure if volatility will affect crypto. When you look at the sudden 7% rise of Bitcoin 2 days while it drops off yesterday, these are some classic examples of vol. Some even say that the volatility in other asset classes may drive others into crypto currency since it could be seen as a safe haven. Go figure huh? Just remember this new strategy I have worked makes me somewhat prepared.

How I deposited cash into Bitcoin into Binance with ccxt Python package

Remember that I have posted notes and the video playback from yesterday. You can get access here:

https://quantlabs.net/blog/2018/07/deposited-cash-bitcoin-binance-cash-video-playback/

Thanks for reading

 

Intriguing Failing of Convolutional Neural Networks: Which asset class?

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Google searches lower for Bitcoin while volatility could spark full blown crash

Here are two of my latest video with links:

 

http://quantlabs.net/academy/google-searches-lower-for-bitcoin-while-volatility-could-spark-full-blown-crash/

 

http://quantlabs.net/academy/djia-suffered-last-week-while-germany-confirms-4th-surplus-economy/

 

You will notice that these are behind a paywall. You can join this to get access.

Another way is listening to the videos below which are audio podcast version below.

 

Thanks for your input,

 

P.S. New videos are coming to complete the cycle of this new passive strategy I have been working on for the past few weeks. This may start tomorrow.

 

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Forex currency pair volatility long and short term views

Forex currency pair volatility long and short term views

I have 2 views of the FX markets with 11 months of recent of 1 min bar data. I have made videos in the past which is under my IQFeed playlist on Youtube. All of the video segments shows a consistent view of the markets for my short (intraday) view vs the long view. I still need to plug in the portfolio optimization peice in future videos  You can join my Quant Analytics section here

Order Analytics

Do note there is an accompanying video and sample data to download for my members found here

Volatile Forex intraday analysis for Oct 13

 

 

 

 

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Demo of volatility forex trading script with Dukascopy Java and Redis NOSQL

Demo of volatility forex trading script with Dukascopy Java and Redis NOSQL

First part of downloading Dukascopy forex data to be pushed into Redis

 

 

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Option Trading for Extreme SPX index Volatility Environments Meetup

Option Trading for Extreme SPX Volatility Environments Meetup

This Monday Sep 18 at 7PM EDT 

Presenter is Sholom Benzev

Option Trading for Extreme SPX Volatility Environments

1) Long Term VIX and SPX Behavior.

2) Why a High Volatility Environment could be coming soon.

2) Low Volatility Option Trading Strategy with SPX Spreads.

3) High Volatility Option Trading Strategy with VIX Puts.

4) When not to trade Options / When alternatives (Long Stock/Long XIV) make sense.

5) 2016 P&L Results and Equity Curve.

6) What you need to know to succeed in Extreme Volatility Option Trading.

Get Login Details here
You can also preview videos on my video series for both programmers and NON programmers who want to get into automated Forex Trading.
Here is a new course available for those NON programmers who want to do algo forex trading with Dukascopy.
NOTE that this is for NON programmers/technical folks details from the READ ME Doc here: https://quantlabs.net/blog/2017/09/new-course-on-dukascopy-visual-jforex-for-non-programming-to-do-algo-forex-trading/
Dukascopy Visual JForex for NON programming to do algo forex trading
Dukascopy Visual JForex for NON programming to do algo forex trading
$47.00
View

For programmers

Dukascopy Tools and API development for Algo forex trading Here is the 6 video descriptions of this video series. I am moving towards this retail forex broker so I learned this toolset and API. This is the results in this README file with video time lengths. http://quantlabs.net/blog/2017/09/new-course-on-dukascopy-tools-and-api-development-for-algo-forex-trading-2/
Dukascopy Tools and API development for Algo forex trading
Dukascopy Tools and API development for Algo forex trading
$47.00
View
Also I’d like to thank all the recent folks that have joined my free Quant Analytic Life service. I will be releasing more promotional material in coming weeks on this new membership.
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Option Trading for Extreme SPX Volatility Environments Meetup

Option Trading for Extreme SPX Volatility Environments Meetup

This Monday Sep 18 at 7PM EDT 

Presenter is Sholom Benzev

Option Trading for Extreme SPX Volatility Environments
1) Long Term VIX and SPX Behavior.
2) Why a High Volatility Environment could be coming soon.
2) Low Volatility Option Trading Strategy with SPX Spreads.
3) High Volatility Option Trading Strategy with VIX Puts.
4) When not to trade Options / When alternatives (Long Stock/Long XIV) make sense.
5) 2016 P&L Results and Equity Curve.
6) What you need to know to succeed in Extreme Volatility Option Trading.

Hi there,

Bryan Downing is inviting you to a scheduled Zoom meeting.

Topic: Option Trading for Extreme SPX Volatility Environments
Time: Sep 18, 2017 2:00 PM America/Toronto

Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/270765367

Or iPhone one-tap :
US: +16465588656,,270765367# or +16699006833,,270765367#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 646 558 8656 or +1 669 900 6833
Meeting ID: 270 765 367
International numbers available: https://zoom.us/zoomconference?m=Jj0mKJxCnP-SRpAvPcyZqMn3ozepN21M

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Volatility scalping articles

Volatility scalping articles

From somone on on my LInkedin Sent me this:

Here are a couple of articles by Kinlay that give an idea. I imagine this could be extremely profitable for trading cryptocurrencies because of their higher volatility. http://jonathankinlay.com/2014/05/the-mathematics-of-scalping/ http://jonathankinlay.com/2016/10/high-frequency-scalping-strategies/

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700 inputs into quant fund with 30% with volatility driving opportunity

700 inputs into quant fund with 30% with volatility driving opportunity

Thanks to a recent member who sent this

That delivered a 30 per cent return in 2016 for the London-based Runestone Capital Fund, which crunched more than 700 variables to develop a quantitative model for trading U.S. equity index volatility….

started the fund in 2015 and base investments strictly on statistical probabilities to “remove human behaviour biases.”…

“There are always movements in volatility so there are always opportunities.”

Hedge fund with one-day investment horizon up 30 per cent in 2016

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Computer v computer the quant war stir volatility

Computer vs computer the quant war stir volatility

The robot wars are among us. Some traditional traders and investors are highly concerned about how renegade algorithms could wreak have it in the markets. With the upcoming US election, it may get very bad. Even if Trump wins as president, expect lots of volatility in the markets. If it happens, it will be a Darwinian process that will separate the boys from the men. Good riddance we need to clear the crud out of the system.

 

Anyways, check out this highly interesting video from Bloomberg TV.

 

You may learn a thing or two. I personally do think that there will be a war among algorithms in global markets. It will not be a pretty picture.  So what do you do?

 

Build systems like it was for insider trading professionals.

 

Since I released my two books for free in the last few weeks, I have been watching the kind of people that are signing up for them. These are high net worth investors looking for alternative returns. These include doctors, real estate pros, Business executives, entrepreneurs and I could go on. These are folks that work very hard for where they’re at but need better processes and higher returns for their hard-earned money. This will be the focus of my new quant analytic service in the next few months.  It will not be a cheap service for those that are:

 

  • Tire kickers
  • Freetards looking for the easy way out
  • Quick Rich schemers
  • Or opportunists looking for the next big shiny toy to chase

 

As you can tell, this new service will be only available to those that can afford it, want it, and act on it.

 

But if you’re even smarter, if you know how to innovate, and most of all know a good deal with lots of potential, then you should look at the last days of my Quant Elite Membership. As noted this will be closing within three months.

 

I will be hosting a question-and-answer live broadcast for those that may be interested to know what’s in it for them by joining this. If you got questions, you want to be part of this live broadcast at 6 PM on Monday put up on my Facebook group. This will be presented live.

 

Go here to get pre-approved on my Facebook group before this LIVE event

 

Thanks for reading
Bryan

P.S. Once in a while I like to drop hints. So here is one:

 

This Interactive Brokers workshop will become a very expensive standalone product which will be recorded with two live sessions.

 

As you know, I have been running a survey asking for times and pricing you’re willing to pay. Thankfully I’ve come to the conclusion that there are three possible times. I will be posting another detailed Survey to see who would like to attend either of these times.

 

All Quant Elite paying members will be able to attend this LIVE Interactive Brokers workshop

 

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Forex trading volatility current snapshot video

Forex trading volatility current snapshot video

One of the most important elements to max your profit potential in forex trading
All the questions in this presentation has been answered here

To one of the questions asked, my response is:

with what you mentioned regarding extreme discrepancy difference in exchange (e.g. Zimbabwe Dollar) is irrelevant since the currency exchange are measure on rate of change vs their actual value. Hope this helps you understand that.

Watch this video

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