How and where to set up a hedge fund? - page 13

 
Renat Akhtyamov:

there's an open source code for quantum in this year's forecasts thread

it will be hard to find but it is there


I wondered what the quanta were all about.

google books and did a quick read of the excerpt, it's well written and in an artistic style.

https://books.google.ru/books?id=uYwjAQAAQBAJ&printsec=frontcover&hl=ru#v=onepage&q&f=false

 
Alexey Volchanskiy:

I wondered what the quanta were all about.

google books and did a quick read of the excerpt, it's well written and in an artistic style.

https://books.google.ru/books?id=uYwjAQAAQBAJ&printsec=frontcover&hl=ru#v=onepage&q&f=false

Interesting writing style....

Now I searched the forecasts thread. I cannot find the payzone.

I remember someone gave an indicator at the beginning of the eur's way up and it seems to be going up.

I'll keep looking...

 
Alexey Volchanskiy:

got curious....

Speaking of patterns (the way I understand patterns is that history repeats itself. This is the GARCH model), I also found

 
Vitaly Muzichenko:

Well, let's just say it's better to take a small profit than a small loss.

And 20 pips is not so small, one third of daily movement of euro/dollar pair.

I come to correlation very often during probably about seven years, I start, then I quit and start something else, but I have never been burnt out by it. I gave it up because I had no tools to work with and lacked experience in writing, so I did all my calculations manually.

Now I have almost all the tools I need, I feel a desire for it. Time will tell.

My robot has more than 150 settings for steam trading, I have already written it for one trader.
As I see in your post, you also make profit, but your trading strategy has an internal predictor that leads you away from pair trading and becomes uninteresting at certain times, which helps you.

Regards.
 

And for the more advanced mathematicians, here is a selection of Herzl's algorithm

Files:
 
There's a lot of interesting forex stuff being slapped together.
 
Renat Akhtyamov:
There are a lot of interesting things for forex.
Robots that banks use cost hundreds of thousands, if not millions, and the algorithms are top secret.

Sincerely.
 
Renat Akhtyamov:

Interesting writing style....

I've been through the forecasting thread. I can't find an indicator, for the life of me.

I remember someone throwing an indicator at the very beginning of the eur's upward path, and sort of predicting upwards.

More searching ...


By the way, I read that quant was an algo trader, a mathematician.

so an indie can't use a quant algorithm

Or maybe I got the wrong idea about the turkey.

 
Renat Akhtyamov:

And for the more advanced mathematicians I suggest this collection - Gertzel's algorithm


Judging by the author's name, something in the DSP field.

I know a little bit about it. I'll take a look.

 
Alexey Volchanskiy:

By the way, I read that quantum was the name of an algotrader-mathematician

so an indie can't use a quantum algorithm

Or did I get the wrong idea about the turkeys?

That's what the owner of the turkey called it. I didn't use it. I put it somewhere for a collection and I can't find it.