Whole of Quant Trading & Investing in a Sentence

 

Busy Timeline For 2017 Eurozone ETFs [0.03]

Posted on Feb. 21, 2017, 7:30 p.m. by HOME @ [direct link]

The eurozone is in the middle of a political upheaval.

Risks abound, but that doesn’t mean exposure to Eurozone equities has been all bad.

 

Right now I manually create all my indicators mathematically in vb.net or c#. I found multicharts.net but it is pretty expensive, and I'm not sure I need all of those features.

 

I am proficient in java, js (angular), python, sql, html and recently got my masters in bi from a top university. Now I want to create a website that can provide data and metrics as services ( a low grade Bloomberg Terminal).

 

Any success stories to share? [-0.05]

Posted on Feb. 21, 2017, 2:35 p.m. by Algorithmic Trading @ [direct link]

Not looking for the secret details of how your algo works, but anybody want to share any success stories they've had?

 

Quantopian 3x LETF strategy [0.15]

Posted on Feb. 21, 2017, 2:34 p.m. by Algorithmic Trading @ [direct link]

Hey guys, new to algo trading, and figured I'd start by using Quantopian. Well, long story short, I made an algorithm that trades the most liquid DIREXION 3x leveraged ETFs (bull and bear), and got some high risk high reward returns.

 

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Quant of the year: Jean-Philippe Bouchaud [0.00]

Posted on Feb. 21, 2017, 2:33 p.m. by Algorithmic Trading @ [direct link]

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Take a look at my new ebook on advanced trading strategies using time series analysis, machine learning and Bayesian statistics, with Python and R .

In the previous article on Hidden Markov Models it was shown how their application to index returns data could be used as a mechanism for discovering latent "market regimes".

 

Crisis Alpha: A Simple ETF Approach [0.23]

Posted on Feb. 21, 2017, 2:14 p.m. by Flirting with Models @ [direct link]

 

Tuesday links: ongoing processes [0.20]

Posted on Feb. 21, 2017, 2:11 p.m. by Abnormal Returns @ [direct link]

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch. He is also the author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

 

To outsiders, Wall Street is a manic, dangerous and ridiculous republic unto itself – a sort of bizarro world where nothing adds up and common sense is virtually inapplicable.

Away from Wall Street, no one believes in any of this stuff.

 

The yield on Greece's bonds has tumbled the most since June after creditors agreed on Monday to resume talks in Athens over steps needed to continue a bailout of the nation, driving expectations that Greece will be able to meet its deadline for debt redemption by July.

Brazil ETFs Are Piping Hot: Time To Buy?

 

Politics and Investing [0.16]

Posted on Feb. 21, 2017, 1:57 p.m. by Systematic Relative Strength @ [direct link]

Last week Bloomberg reported that Americans recently broke the American Psychological Association’s anxiety meter for a record level of stress. How many of your clients invest their politics?

 

Research links: rational momentum [0.20]

Posted on Feb. 21, 2017, 1:53 p.m. by Abnormal Returns @ [direct link]

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch. He is also the author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

 

Now that we have a good set of top economic reads on the state of the economy and a list of the top 6 individual economic indicators, we can tackle using these indicators to get a gauge on where we are in the economic cycle. In this post we’ll present a simple heat map of the top 6 economic indicators, look at what the heat map looked like in previous recessionary periods, and finally compare it to what the heat map is saying today.

 

Well I am generally a “trend-follower” by nature, I have to admit that I am a bit of a sucker for a good contrarian play (See here , here and here ). On a purely subjective basis, what could be more of a contrarian play than to be bullish on the British Pound?

 

Managed Futures started the year mostly on the negative side, with only a few of the funds we follow in this list returning positive performance. The returns are actual trading results reported by the CTAs and sourced from CTA databases/websites (including AutumnGold, IASG, Altegris and individual manager websites).

 

Quiet Period [0.27]

Posted on Feb. 21, 2017, 12:30 p.m. by The Reformed Broker @ [direct link]

I’m going off the grid for a bit, taking a much needed vacation this week to recharge and get some reading / relaxation in – it’s going to be a busy spring for myself and the for the firm.

Anyway, to keep up to speed with the latest in great investment / market commentary, check in with Tadas over at Abnormal Returns each day here.

 

Limited data is the financial modeler’s biggest challenge.

As a simple example, let’s go through a basic procedure for the analyzing the S&P 500’s risk premium (nominal return less the risk-free rate).