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CloudQuant Press Industry News

Futures Radio Show interviews Morgan Slade December 12, 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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CloudQuant Press Industry News

The Rise of Quants in Trading and Financial Markets

Cloud computing and access to industrial grade investment and data science tools are changing the playing field for quantitative trading firms. CloudQuant’s CEO Morgan Slade participated in a panel at Stocktoberfest West in October 2017. This has raised the discussion of quantamental investment and data science techniques. This is the merger of technology, investment management, and data science.

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CloudQuant Press Industry News

Open Source Meets Quant Trading – Futures Industry Association

Recording of October 17-19, 2017 Future Industry Associations EXPO panel discussion on Open Source Meets Quant Trading.

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CloudQuant Press Industry News

Quant Trading and Superpowers: Morgan Slade speaks on Opportunity

“You have a chance to try and change an industry” said Slade, CEO of CloudQuant at the MarketsWiki Education’s World of Opportunity event in New York.

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CloudQuant Press Industry News

CloudQuant Launches with Unprecedented Risk Capital Allocation to Crowd Researcher

CloudQuant, the trading strategy incubator, has launched its crowd research platform by licensing and allocating risk capital to a trading algorithm. The algorithm licensor will receive a direct share of the strategy’s monthly net trading profits.

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Industry News

Quantitative Trading and Data Science in the News August 14 2017

Topics include: GeoLocation Alternative Data, robotic revolution, buy side, sell side, hot jobs, financial crime, …

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Blog

Improving A Trading Strategy

TD Sequential is a technical indicator for stock trading developed by Thomas R. DeMark in the 1990s. It uses bar plot of stocks to generate trading signals. … Several elements could be modified in this strategy. Whether to include the countdown stage, the choice of the number of bars in the setup stage and countdown stage, the parameters that help to decide when to exit and the size of the trade will affect strategy performance. In addition, we could use information other than price to decide whether the signal should be traded.

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Industry News

2017 – The Year of Artificial Intelligence

World Economic Forum published that Artificial Intelligence (AI) is a rapidly growing discussion point in corporations and governments. This is driven by: 1. Everything is now becoming a connected device. 2. Computing is becoming free. 3. Data is becoming the new oil. 4. Machine learning is becoming the new combustion engine.

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CloudQuant Press

MarketsWiki Education World of Opportunity July 2017 NY

Join us at the NY MarketsWiki Education to hear Morgan Slade’s thoughts on the The Algorithmic Trading Tesseract brings cloud computing, alternative data, machine learning, and crowd researchers together forming a revolutionary crowd in the financial industry.

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CloudQuant Press Industry News

Social Sentiment in Trading Algorithms

Bloomberg recently wrote that “It’s no secret that hedge fund managers are always looking for new sources of data that will help them in their never-ending quest to beat the market.” (1) One of the most interesting new sources of data is social sentiment.