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”.
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.
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.
Technical analysis shows a piercing the line trading signal. This post includes links to source code show how to capture this signal with TA-LIB
A suggested a Zig-Zag trading strategy that bounces back and forth on the stock market to make small profits. Testing shows the strategy wouldn’t work.
The Quantitative Strategy Backtest ScoreCard is saving time for crowd researchers who are able to visualize the results of multi-day backtests quickly, even as the backtest is running.
Built in Chicago discusses CloudQuant, a Chicago-based algorithmic trading startup, lets anyone try their hand at devising their own strategies.
Trevor Trinkino, a quantitative analysts and trader at Kershner Trading Group recently put together an introduction to Machine Learning utilizing CloudQuant and Jupyter Notebooks. In this video he walks you through a high-level process for implementing machine learning into a trading algorithm, …
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.
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.