FXCM Machine Learning with Trevor Trinkino
By Digimid Quant
/ February 9, 2018
On February 8th Trevor Trinkino presented Machine Learning with FXCM in a webinar.
During this presentation, he promised to make available his machine learning Python Notebook and the supporting data file. These are available on our Google drive at:
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Meet The Niche Manager – Quantitative Managers. January 26, 2018
By Digimid Quant
/ January 18, 2018
CloudQuant will be participating in the Peltz International seminar Meet the Niche Manager on January 26, 2018 in New York.
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Artificial Intelligence (AI) and Machine Learning (ML) STAC Conference Summary
By Digimid Quant
/ January 18, 2018
Moderated by Jessica Titlebaum Darmoni from the Title Connection, Slade was joined by Brian Peterson, Algorithmic Trading Lead at DV Trading, Inderdeep Singh from CME Group’s Innovation Lab and Matthew Dixon, Assistant Professor of Finance and Statistics at Illinois Institute of Technology.
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Young Women: Programming Helps!
By Digimid Quant
/ January 15, 2018
The first book I got was “Hello World”. The book intimidated me, because I saw programming as a superpower, something only my dad was capable enough to do. I tried to learn it, but I just got bored very quickly. My dad, still persistent, decided it was time to try programming something we loved.
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Backtesting Trading Strategies
By Digimid Quant
/ January 12, 2018
If you knew your trading strategy would work 50% of the time, would you commit your scarce savings to trade it? What if it worked 75% of the time? Backtesting gives one the confidence to know that your trading strategy will work.
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TA-LIB Three Inside Up Buy Signal – $IBM
By Digimid Quant
/ January 4, 2018
IBM, the 100-year-old company, is wedging into a tight trade, but it looks like the Bulls are gearing to press a move higher. Just before year-end, the stock set a Three Inside Up Japanese candlestick pattern setting the stage for a rally.
Source code using TA-LIB and Python included.
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Harami Sell Signal with Three Inside Down Demonstrated on $GOOG
By Digimid Quant
/ December 20, 2017
December 19, 2017 Monday Google pressed new highs, but Tuesday closed out the day with a Harami Sell signal. Watch out for today. A negative close today boosts the negative outlook with the emergence of a Three Inside Down pattern. In this event, it will most likely mean that there will be a “little coal in Google stockholders stockings for Christmas”.
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Is Crowdsourced Data Reliable?
By Digimid Quant
/ December 19, 2017
"Bring us your ideas and we will share the money with you,” agreed Morgan Slade, CEO of the crowdsourced algorithmic trading startup CloudQuant. “For us, engagement means breaking it down into a contractible problem."
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Futures Radio Show interviews Morgan Slade December 12, 2017
By Digimid Quant
/ December 18, 2017
CloudQuant's CEO was interviewed by Anthony Crudele of Futures Radios show to discuss topic including Artificial Intelligence, Machine Learning, and Deep Learning applied to algorithmic trading. Alternative datasets are a major topic of discussion. People are saying that data is being created faster than ever before. That really isn't true. What is really happening is that data is being captured and stored at a faster rate than ever before. Vendors are now making AltData available for traders to change the way that they interact with the markets. This applies to futures and stocks with the popularity of Deep Learning in algorithmic trading strategy development.
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Technical Analysis Library (TA-LIB) for Python Backtesting
By Digimid Quant
/ December 14, 2017
Anyone who has ever worked on developing a trading strategy from scratch knows the huge amount of difficulty that is required to get your logic right. ... TA-LIB Turbo-Charges Your Research Loop: TA-Lib is widely used by quantitative researchers and software engineers developing automated trading systems and charts. This freely available tool allows you to gather information on over 200 stock market indicators.
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The Future of FinTech is Female
By Digimid Quant
/ December 14, 2017
FinTech Women (FTW) had their launch event at Morningstar on Monday, December 11 in an effort to bring together experienced women in the financial technology space and highlight their achievements.
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Understanding Candlestick Bars & Market Data for Beginning Algo Programmers
By Digimid Quant
/ December 7, 2017
In this video, we introduce you to Candlestick Bars, a store of Historic Market Data, how to access that data via Pythons Lists and how pointers work in lists.
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Catalent Inc. – $CTLT – Bearish Engulfing Sell Signal
By Digimid Quant
/ December 4, 2017
There was a fresh sell signal for Catalent Inc. stock this week. The recent rally has been put on hold with the emergence of a Bearish Engulfing signal. More selling pressure is expected to develop as the market degrades from the steep upward slope it has been trending on. This post shows a trading signal and has algo source code links.
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QuantNews Interview with CEO Morgan Slade
By Digimid Quant
/ December 4, 2017
With over 20 years of experience as a trader, portfolio manager, executive, and entrepreneur, Morgan Slade is now the CEO of CloudQuant, a cloud based quantitative strategy incubator and systematic investment fund. He has built quantitative trading businesses at some of the world’s largest hedge funds and Investment Banks ...
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Newsweek Event: Artificial Intelligence and Data Science (December 5th to 7th, 2017)
By Digimid Quant
/ November 29, 2017
CloudQuant will be participating in the Newsweek conference on Artificial Intelligence and Data Science for the Capital Markets Industry on December 5th to December 7th, 2017 in New York.
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