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Quanting Dutchman | Using Quantitative Models to Generate ReturnsUsing Quantitative Models to Generate Returns (by The Quanting Dutchman)
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Using Quantitative Models to Generate Returns (by The Quanting Dutchman)
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Quanting Dutchman | Using Quantitative Models to Generate Returns | quantingdutchman.wordpress.com Reviews
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Using Quantitative Models to Generate Returns (by The Quanting Dutchman)
quantingdutchman.wordpress.com
Review of Quantpedia.com | Quanting Dutchman
https://quantingdutchman.wordpress.com/2012/05/30/review-of-quantpedia-com-2
Using Quantitative Models to Generate Returns. Review of Quantpedia.com. Review of Quantpedia.com. I was recently approached by one of the founders of QUANTPEDIA.com. 8211; “The Encyclopedia of Quantitative Trading Strategies”. As he is a frequent reader of my blog, he asked if I would be willing to do a review of the Service they are offering. I seem to focus on researching new strategies these days so I thought it would be interesting to see what the service is bringing. A second feature is the Charts ...
Quanting Dutchman | Using Quantitative Models to Generate Returns | Page 2
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Using Quantitative Models to Generate Returns. Custom Backtest file available at Download page. Requested my several readers, I post here the Custom Backtest File that I use. It includes features like go-in-cash, export stats, multiple entries etc. Credits go to Frank Hassler at engineering-returns.com. That has shared his CBT and from which I took several code snippets. Rename file extension to .afl). Date: 29 Feb 2012. Action: Buy MOC (Market on Close). Date: 29 Feb 2012. Date: 31 Jan 2012. The three s...
The Quanting Dutchman | Quanting Dutchman
https://quantingdutchman.wordpress.com/author/quantingdutchman
Using Quantitative Models to Generate Returns. View all posts by The Quanting Dutchman. Date: 31 Aug 2012 Strategy:MEOM Action: Buy MOC (Market on Close) Ticker: XLY #Shares: 50% of equity Action: Buy MOC (Market on Close) Ticker: IYR #Shares: 50% of equity. Date: 30 July 2012 Strategy:MEOM Action: Buy MOC (Market on Close) Ticker: XLF #Shares: 339 Date: 30 July 2012 Strategy:MEOM Action: Buy MOC (Market on Close) Ticker: XLV #Shares: 128. Review of Quantpedia.com. Read more ›. Date: 30 Mar 2012 Strategy...
Downloads | Quanting Dutchman
https://quantingdutchman.wordpress.com/downloads
Using Quantitative Models to Generate Returns. 2012-04-24] Custom Backtest File (CBT). Updated with missing function. Rename file extension to .afl). 2012-03-12] Custom Backtest File (CBT). Requested my several readers, I post here the Custom Backtest File that I use. It includes features like go-in-cash, export stats, multiple entries etc. Credits go to Frank Hassler at engineering-returns.com. That has shared his CBT and from which I took several code snippets. Rename file extension to .afl). Build a w...
Strategies | Quanting Dutchman
https://quantingdutchman.wordpress.com/strategies
Using Quantitative Models to Generate Returns. Through tracking the real-time results of the strategies, I try to understand their performances better. Below is a summary table of results of each of the strategies discussed in the blog. The results are split between backtest and realtime results. At the bottom of the post you can find the details on the strategies and full test reports. Strategy 1 – Weekly Tactical Asset Allocation: description. Strategy 2 – Monthly End-of-the-Month: description.
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Quantifying Technical Analysis: Morning Star Doji : a mythical pattern
http://blog.kilotrader.com/2010/12/morning-star-doji-mythical-pattern.html
An Open Notebook Trading Project. Summary of Candlestick Testing. Morning Star Doji : a mythical pattern. The morning star star is shown on the left. Quantifying the Morning Star Doji. Traditionally, a formed when the following conditions are met:. Prior to Day 1. A down trend exists. I characterize this be having three days with lower closes. Long and Dark. I have characterized this candle with a body that is atleast 65% of the candle length. The Morning Star Doji. Posted by guru ji.
Quantifying Technical Analysis: Profitability of the bullish kicker candlestick pattern
http://blog.kilotrader.com/2010/12/profitability-of-bullish-kicker.html
An Open Notebook Trading Project. Summary of Candlestick Testing. Profitability of the bullish kicker candlestick pattern. A bullish kicker is signal is shown on the left. Quantifying the Bullish Kicker. A bullish kicker is formed when the following conditions are met:. A down trend marked by three down days. The third candle has a close lower than open. The fourth candle open is greater than the high of the third candle. The fourth candle closes higher than the open. BackTest Period : 15 years.
Quantifying Technical Analysis: January 2011
http://blog.kilotrader.com/2011_01_01_archive.html
An Open Notebook Trading Project. Summary of Candlestick Testing. More about the Morning Doji Star. Last month, I blogged. That the morning doji star was a very rare pattern. I claimed that on an EOD basis, there are only ten instances of occurrence of this pattern in SP500 stocks over the last 15 years. The 10 instances are shown below. Of the 10 opportunities, 6 are profitable in the short term. 1 AES on 10/30/1997. Posted by guru ji. Links to this post. Subscribe to: Posts (Atom). Price Action Lab Blog.
Quantifying Technical Analysis: About
http://blog.kilotrader.com/p/about.html
An Open Notebook Trading Project. Summary of Candlestick Testing. Link to my G profile. Subscribe to: Posts (Atom). Price Action Lab Blog. Blog for Trading Success. Simple template. Powered by Blogger.
My Simple Quant: September 2011
http://mysimplequant.blogspot.com/2011_09_01_archive.html
Market analysis utilizing historical, back-tested data. Share Knowledge - - Make Money. Saturday, September 10, 2011. 9 to 1 Days Used to be Rare. 9 to 1 Up or Down Days:. Anyone have any other ideas or thoughts? Subscribe to: Posts (Atom). How I Plan to Use Stockbee's Breakout Methods. SPY Trading System: Can this Work in Real Time? RSI Predictor for Amibroker. VIX Has Reached a Level That Normally Precedes an Uptick in Volatility. Trader vs. Investor. The Top Five Stocks I Am Watching Right Now.
My Simple Quant: Review of a SPY System I Created
http://mysimplequant.blogspot.com/2011/07/review-of-spy-system-i-created.html
Market analysis utilizing historical, back-tested data. Share Knowledge - - Make Money. Sunday, July 24, 2011. Review of a SPY System I Created. Back in December I created a very basic end-of-day mechanical trading system based on the $SPY. The creation of this system served as an experiment in system development for me. At the time, I wondered whether I could trade this system in real time. The only way to know is to actually trade it; and six months later, I have some thoughts. How was the performance?
My Simple Quant: Performance Metrics
http://mysimplequant.blogspot.com/p/trading-system-performance-indicators.html
Market analysis utilizing historical, back-tested data. Share Knowledge - - Make Money. Percentage of trades with a net profit 0. Above 60% is good. The higher the better. 8211; average percentage return of all trades. Oviously, as high as possible. 8211; max. percentage intraday drawdown. Important as an isolated number, but the length of time the DD lasts is just as important. What's worse: A 20% drawdown that lasts 2 weeks or a 5% drawdown that lasts 4 months? 8211; annualized percentage return. Maxim...
My Simple Quant: VIX Has Reached a Level That Normally Precedes an Uptick in Volatility
http://mysimplequant.blogspot.com/2011/01/vix-has-reached-level-that-normally.html
Market analysis utilizing historical, back-tested data. Share Knowledge - - Make Money. Sunday, January 16, 2011. VIX Has Reached a Level That Normally Precedes an Uptick in Volatility. E Bollinger Bands ("BB") are one measure of volatility; so why not measure the volatility of volatility (via the VIX). You can set this indicator to measure just about any period length and standard deviation, but right now I'm just looking at 20 periods and 2 standard deviations (this is the default parameter BTW). The S...
My Simple Quant: 9 to 1 Days Used to be Rare
http://mysimplequant.blogspot.com/2011/09/9-to-1-days-used-to-be-rare.html
Market analysis utilizing historical, back-tested data. Share Knowledge - - Make Money. Saturday, September 10, 2011. 9 to 1 Days Used to be Rare. 9 to 1 Up or Down Days:. Anyone have any other ideas or thoughts? Hello, I think it is like this because of everyone using passiv Indexproducts and Indexfutures especially in a volatile environment. It was somehow different years before. September 11, 2011 at 1:16 AM. September 14, 2011 at 8:54 PM. October 6, 2011 at 2:50 AM. October 6, 2011 at 6:48 AM. I thin...
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量锐科技|QuantInfoTech|上海量锐信息科技有限公司
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Quanting Publications - putting the Folk in Norfolk
Quanting Publications include CDs by Norwich musician Alan Helsdon, and also CDs by people now living in the County. It is not all 'folk' music - whatever that is! The cost of each CD is 5, plus 1 P&P, and each book is 15 or 10 1.50 P&P. PayPal available. Click on the Launched button at the foot of the page. The Links are the usual mix in these circumstances; I'd rather include too many than too few. I'm like the BBC in that I am not responsible for the content of external websites. Click on Links.
Quanting Publications - putting the Folk in Norfolk
Quanting Publications include CDs by Norwich musician Alan Helsdon, and also CDs by people now living in the County. It is not all 'folk' music - whatever that is! The cost of each CD is 5, plus 1 P&P, and each book is 15 or 10 1.50 P&P. PayPal available. Click on the Launched button at the foot of the page. The Links are the usual mix in these circumstances; I'd rather include too many than too few. I'm like the BBC in that I am not responsible for the content of external websites. Click on Links.
Quanting Dutchman – Trading Quantitative Systems with Python
Trading Quantitative Systems with Python. Tools & Resources. I am back again! After a long break of blogging (the day-job was too time consuming) I now plan to pick-up blogging again. As a starter I have migrated the old site to the new domain and added a page on helpful tools and resources that I have come across in the last couple of years developing my Auto-Trading … Read more. Custom Backtest file available at Download page. Performance Metric: Pessimistic Gain/MDD. The strategies page has been updat...
quantingdutchman.wordpress.com
Quanting Dutchman | Using Quantitative Models to Generate Returns
Using Quantitative Models to Generate Returns. Date: 31 Aug 2012. Action: Buy MOC (Market on Close). Shares: 50% of equity. Action: Buy MOC (Market on Close). Shares: 50% of equity. Date: 30 July 2012. Action: Buy MOC (Market on Close). Date: 30 July 2012. Action: Buy MOC (Market on Close). Date: 29 June 2012. Action: Buy MOC (Market on Close). Date: 29 June 2012. Action: Buy MOC (Market on Close). Date: 31 May 2012. Action: Buy MOC (Market on Close). Date: 31 May 2012. Action: Buy MOC (Market on Close).
quantinger
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Quantinium AlgoLytics
Predictive Modeler / Data Scientist. Quantinium AlgoLytics Pvt Ltd.is a private software development and consultancy organization specialized in building financial technology and algorithmic trading solutions. We provide services for developing financial software to financial technology firms. Automated trading for fast and profitable trades. Quantitative development and trading solutions. Automated trading and quantitative development. Whether you need trading solution for futures,equities and forex mar...
