WEEKLY DIGEST 2014, September 28 - October 05 for Quantitative Analysis, Trading and Developing QUANTITATIVE RESEARCH AND TRADING - A Calendar Spread Strategy in VIX Futures Fitch Solutions: Exit of AMD CEO Sends CDS to Widest Level since February (The following statement was released by the rati...
In finance and investing the term portfolio refers to the collection of assets one owns. Compared to just holding a single asset at a time a portfolio has a number of potential benefits...
Portfolio trading involves the execution of a basket of securities simultaneously...
You can now copy my trades with a one week free trial October 16th 2014 I Scalped Gold overnight and EURUSD too. Yesterday was a volatile day most particularly in the Indexes. As the weak retail sales number came out of the U...
Dubai: UAE’s fast diversifying financial services sector has led Abu Dhabi-based brokerage ADS Securities to invest in and develop a new trading platform that would allow it to tap into the high frequency traders segment...
Chart BITCOIN trading sell signal, H1 timeframe, 2014.10.15 12:37 UTC, SafeCap Investments broker, MetaTrader 4, Waves Data wave1 5101.0 pips Wave2 3343.6 pips 65.5 % from Wave 1 Wave3 8199.6 pips 160.7% from Wave1 Wave4: 4336.8 pips 52.9% from Wave3 Wave5 6436.8 pips 78...
We write a lot about pay for people in banks’ investment banking divisions (IBD), but we write a lot less about pay for people working in banks’ markets businesses. This is partly because pay is more predictable for IBD professionals. And it’s partly because there’s a lot more IBD pay data around...
There are not so many news events related to Neural Networks in the past week but anyway I found some of them: one analytical article and 3 business news...
I present you with my restructured project on options trading and scenario analysis. You are more than welcome to try it out. Firstly, I will give a small presentation that will reveal what you can do with it and whether you need to continue reading...
This is a follow up on my previous post “A Simple Shiny App for Monitoring Trading Strategies“. I added a few improvements that make the app a bit better (at least for me!). Below is the list of new features : A sample...
So several weeks ago, I decided to listen on a webinar (and myself will be giving one on using quantstrat on Sep. 3 for Big Mike’s Trading, see link). Among some of those talks was a trading system called the “Trend Turn Trade Take Profit” system...
USD/JPY Technical Strategy: Shorts Preferred Piercing Line Pattern Awaiting Confirmation Dojis On H4 Suggests Some Reluctance Near 107 USD/JPY has found some buying interest renewed at the 106.80 mark as a Piercing Line candlestick pattern takes shape...
GBP/USD remains in a congestion “zone” with a Dark Cloud Cover formation in the rearview mirror. The key reversal candlestick pattern has received confirmation from a successive down-day, which may herald a return to the recent lows near 1.5950. A more convincing close above the 1...
USD/JPY Technical Strategy: Shorts Preferred Dark Cloud Cover Warns Of Further Weakness Dojis On H4Suggests Some Reluctance Sub 108 USD/JPY’s slide under the 108.00 floor following a Dark Cloud Cover pattern warns of further weakness for the pair...
In this paper we introduce our method that is able to analyze and recognize Elliott waves in time series. Our method uses an artificial neural network that is adapted by backpropagation. Neural network uses Elliot wave’s patterns in order to extract them and recognize...
Elliott Wave Theory was developed by R.N. Elliott and popularized by Robert Prechter. This theory asserts that crowd behavior ebbs and flows in clear trends. Based on this ebb and flow, Elliott identified a certain structure to price movements in the financial markets...
Poker is a game of skill and using the ability to read situations and opponents to give you the advantage in each hand you play. It is also a game of mathematics, where you should be able to calculate the odds of either you or your opponent winning the hand in any situation...
The general problem of the investor is: maxw∈[0,1]nU(μp(w),σp(w))s.t.∑i=1nwi=1 where w being the portfolio weights, and U utility function of portfolio risk σp and return μp...
USD/JPY Technical Strategy: Sidelines Preferred Doji Suggests Some Reluctance Near 108.00 Close Below 108.00 Floor May Open 107.00 USD/JPY is at a critical juncture as the pair probes below the 108.00 floor...
Welcome to The Traders Podcast. Episode 296 is for those who are interested in automated trading. Your host Rob Booker talks with Ryan, a Traders Podcast listener who works as a software engineer in California...
