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Gekko Quant – Quantitative Trading | Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options

Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Investigation into the Power of Co-integration / mean reversion tests. January 23, 2017. This post will investigate the power of the statistical tests in relation to pairs-trading for the following statistical tests ADF, BVR, HURST, PP, PGFF,. The general principal is that for two stocks. Using the conventional linear regression method cal...

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Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Investigation into the Power of Co-integration / mean reversion tests. January 23, 2017. This post will investigate the power of the statistical tests in relation to pairs-trading for the following statistical tests ADF, BVR, HURST, PP, PGFF,. The general principal is that for two stocks. Using the conventional linear regression method cal...

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Gekko Quant – Quantitative Trading | Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options | gekkoquant.com Reviews

https://gekkoquant.com

Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Investigation into the Power of Co-integration / mean reversion tests. January 23, 2017. This post will investigate the power of the statistical tests in relation to pairs-trading for the following statistical tests ADF, BVR, HURST, PP, PGFF,. The general principal is that for two stocks. Using the conventional linear regression method cal...

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Hidden Markov Models – Model Description Part 1 of 4 | Gekko Quant – Quantitative Trading

http://gekkoquant.com/2014/05/18/hidden-markov-models-model-description-part-1-of-4

Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Hidden Markov Models – Model Description Part 1 of 4. May 18, 2014. General Pattern Recognition Framework. A set of features. Are derived from data set. Identified by finding the most likely class given the data. Is unknown, so Bayes’ rule must be used. Since the maximisation does not depend upon. We can ignore it. The terms. Is a vector d...

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Trading Strategy | Gekko Quant – Quantitative Trading

http://gekkoquant.com/category/trading-strategy

Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Category Archives: Trading Strategy. High Probability Credit Spreads – Using Linear Regression Curves. September 29, 2013. Video 1 presents a technique called “linear regression curves” about 10mins in. Linear regression curves aim to solve the problem of the moving average being slow to track the price. See how tightly the blue linear reg...

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Gekko Quant – Quantitative Trading | Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options | Page 2

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Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Newer posts →. Animation in R – Bouncing Ball Simulation. December 5, 2015. A video of the simulation is below:. The R package “animation” has been used to create videos of the simulated process. This package requires that FFMpeg. The code below demonstrated how to generate a video:. Pix fmt yuv420p -b 600k. Oopt,video. name. I have writte...

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Hidden Markov Models – Trend Following – Part 4 of 4 | Gekko Quant – Quantitative Trading

http://gekkoquant.com/2015/02/01/hidden-markov-models-trend-following-sharpe-ratio-3-1-part-4-of-4

Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Hidden Markov Models – Trend Following – Part 4 of 4. February 1, 2015. Part 3 of this series demonstrated how to train a HMM on a toy model, this post will focus on how to actually go about modelling real life data. A trend following strategy will be developed for trading the S&P 500. One of the excellent properties of HMM is that they al...

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Twitter Trading – Downloading Tweets Using Python (Part 2 of 2) | Gekko Quant – Quantitative Trading

http://gekkoquant.com/2012/05/19/twitter-trading-downloading-tweets-using-python-part-2-of-2

Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Twitter Trading Downloading Tweets Using Python (Part 2 of 2). May 19, 2012. Previously in Part 1. Code was produced to use tweetstream and download tweets in real time, this part of the series will look at how to store these tweets for future analysis. The tweets will be saved into SqliteDB ( http:/ www.sqlite.org/download.html. 1 twitter...

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Stock Return Day of the Month Seasonality, US Markets - QUSMA

http://qusma.com/2012/10/06/day-of-the-month-seasonality-part-1-sp-500-nasdaq-100-russell-2000

Day of the Month Seasonality Part 1: S&P 500, NASDAQ Composite, Russell 2000. Day of the Month Seasonality Part 1: S&P 500, NASDAQ Composite, Russell 2000. October 6, 2012. Middot; by admin. Middot; in QUSMA. My first post is inspired by the recent day of the month seasonality posts over at MarketSci ( one. In this post I will show how day of the month seasonality applies to the S&P 500 as well as two other popular indices: the NASDAQ Composite and the Russell 2000. A quick comparison of the statistics:.

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Trading Performance Analysis - QUSMA

http://qusma.com/2013/08/19/my-performance-analysis-tools

My Performance Analysis Tools. My Performance Analysis Tools. August 19, 2013. Middot; by admin. Middot; in QUSMA. These situations, and performance evaluation in general, are a crucial part of the research/trading/performance loop:. A lack of attention to performance, and the underlying factors that drive it, will have a deleterious effect both on your long-term trading results and the things that you will discover in the research stage. Which have a very simple and easy to handle XML structure. Statist...

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Announcing QPAS: Open Source Performance, Risk, and Execution Analytics - QUSMA

http://qusma.com/2014/06/06/announcing-qpas-open-source-performance-risk-execution-analytics

Announcing QPAS: Open Source Performance, Risk, and Execution Analytics. Announcing QPAS: Open Source Performance, Risk, and Execution Analytics. June 6, 2014. Middot; by admin. Middot; in QUSMA. So I wrote my own (I blogged about it here. I’m very happy to announce that the first version (0.1) of the QUSMA Performance Analytics Suite (QPAS) is now available. For an overview of its main performance analysis capabilities see the. Or the comments on this post. While the IB flex statements provide enough da...

stockmarketalmanac.co.uk

FTSE 250 | The UK Stock Market Almanac

http://stockmarketalmanac.co.uk/tag/ftse-250

The UK Stock Market Almanac. Seasonality analysis and studies of market anomalies to give you an edge in the year ahead. Skip to primary content. Skip to secondary content. Day of the Week Effects. Sell in May Effects. Turn of the Month Effects. First Trading Day of the Month. Last Trading Day of the Month. Almanac full contents listing. Tag Archives: FTSE 250. FTSE 250 index reviews. Companies leaving the FTSE 250 Index. It can be seen that, in most cases, the share price falls (quite sharply in some ca...

stockmarketalmanac.co.uk

Month analysis | The UK Stock Market Almanac

http://stockmarketalmanac.co.uk/category/month-effects

The UK Stock Market Almanac. Seasonality analysis and studies of market anomalies to give you an edge in the year ahead. Skip to primary content. Skip to secondary content. Day of the Week Effects. Sell in May Effects. Turn of the Month Effects. First Trading Day of the Month. Last Trading Day of the Month. Almanac full contents listing. Category Archives: Month analysis. The Stock Market in March. What can we expect from shares as move into spring? Large cap v small cap stocks. Generally, small cap stoc...

adaptivetrader.wordpress.com

A New Approach to Trading | Adaptive Trader

https://adaptivetrader.wordpress.com/2013/03/29/a-new-approach-to-trading

A New Approach to Trading. Recently I changed the way I approach trading system development. Reading A Different Approach to Money Management. Is what gave me the original idea to alter my approach to trading, but my research is what pushed me over the edge. High exposure but low returns. High returns (after factoring for exposure) but low exposure. Only one system to manage. I don’t have to check for as many signals. Not diversified – higher risk. March 29, 2013. Trading Every Other Trading Day. Fill in...

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Stock Return Day of the Month Seasonality, European Markets - QUSMA

http://qusma.com/2012/10/06/day-of-the-month-seasonality-part-2-dax-cac-40-ftse-100

Day of the Month Seasonality Part 2: DAX, CAC 40, FTSE 100. Day of the Month Seasonality Part 2: DAX, CAC 40, FTSE 100. October 6, 2012. Middot; by admin. Middot; in QUSMA. Of the series I showed the impressive predictive power of day of the month seasonality effects in US equity markets. In this post I will apply the same type of analysis to three European markets: Germany (using the DAX. Index), France (using the CAC 40. Index), and the U.K. (using the FTSE 100. Move forward by one trading day and repe...

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A Few Notes on System Parameter Permutation - QUSMA

http://qusma.com/2014/05/01/notes-system-parameter-permutation

A Few Notes on System Parameter Permutation. A Few Notes on System Parameter Permutation. May 1, 2014. Middot; by admin. Middot; in QUSMA. Before you read this post, read the (Wagner award winning). Turning Data Mining from Bias to Benefit through System Parameter Permutation. The concept is essentially to use all the results from a brute force optimization and pick the median as the best estimate of out of sample performance. The first step is:. To illustrate, let’s use my UDIDSRI post. Let’s see ...

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Blog | Portfolio Probe | Generate random portfolios. Fund management software by Burns Statistics

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Investment technology for the 21st century. Applications of random portfolios. Bid on a Portfolio. Portfolio Construction Process Attribution. Test a Trading Strategy. My Job is…. Fund of Funds Manager. Performance Measurement and Attribution. Random Portfolios in Finance. Number of Assets Held Constraints. Number of Assets Traded Constraint. Number of Closing Positions Constraint. Sum of Largest Weights Constraints. Academic version request form. Thank you for your Academic version request. The ultimate...

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The life of a progressive rock band. Have you ever had this happen? You put together a mix that sounds great in the studio, and then you play it someplace else–in your car, at a friend’s house, on your phone–and the bass has become wimpy and the vocals and cymbals shrill? You’ve put yourself in debt for pro instruments, legendary microphones, remarkable preamps and amazing monitors. You haven’t missed anything, have you? See the big hump toward the bass end? Build a Better Bass Trap. Even when you use ac...

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Gekko Quant – Quantitative Trading | Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options

Gekko Quant Quantitative Trading. Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. Skip to primary content. Skip to secondary content. Investigation into the Power of Co-integration / mean reversion tests. January 23, 2017. This post will investigate the power of the statistical tests in relation to pairs-trading for the following statistical tests ADF, BVR, HURST, PP, PGFF,. The general principal is that for two stocks. Using the conventional linear regression method cal...

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