Algo & Quant traders

Discussion in 'Trading' started by wxytrader, Apr 19, 2024.

  1. mbquant

    mbquant


    Not really.

    You can be profitable only when you get to identify a certain 'edge' over the market, or be able to tap into some inefficiency or mispricing.

    And it takes quant methods to identify, quantify, and act efficiently and quickly upon these.

    You simply can't rely on some chart patterns for the same.

    Moreover, to identify a statistical significance in some phenomenon, be it normality, or cointegration, or anything for that matter, you hve to rely on statistical tools and models.

    I understand the myopic view on quant trading that many people have, simply because it's too much of work, but fact remains, since Jim Simons, many institutions have adopted quant, and are profitable as well, while using it.
     
    #291     Jun 14, 2024
  2. mbquant

    mbquant

    Do you have any real data to back up your claims?
     
    #292     Jun 14, 2024
    SimpleMeLike likes this.
  3. As mentioned you guys are re-inventing the wheel.

    The Fibonacci sequence. It’s been called “nature’s secret code,” and “nature’s universal rule.” Just take a look at the pattern it creates and you can instantly recognize how this sequence works in nature like an underlying universal grid. A perfect example of this is the nautilus shell, whose chambers adhere to the Fibonacci sequence’s logarithmic spiral almost perfectly. This famous pattern shows up everywhere in nature including flowers, pinecones, hurricanes, and even huge spiral galaxies in space.

    https://blog.quantinsti.com/fibonac...nacci sequence,areas of support or resistance.
     
    #293     Jun 14, 2024
  4. With it being such a strict universal rule,when it blasts through a level(especially a 50%) is it assumed that the calculation was wrong eg that it was measured from the wrong spot in the first instance?
     
    #294     Jun 17, 2024
  5. Good Morning mbquant,

    No I do not. And neither do you.
     
    #295     Jun 17, 2024
  6. No not necessarily. If wave C = 161.8% of wave A, wave C can be a wave 3 of a 5 waves impulse. You will not know until the level is broken.
     
    #296     Jun 17, 2024
    semperfrosty likes this.
  7. 2rosy

    2rosy

    here's a multiplier for your returns
    Code:
    import numpy as np
    
    sigma=.2
    r=.043
    atmK=32.
    d=45
    magic = lambda N: N/2*sigma * np.log(N*r) * (( r**2* 1/r ) - (r**atmK * r**-(atmK-1))) * np.sqrt(d/360.)
    magic(5_000_000)
     
    #297     Jun 17, 2024
  8. Sprout

    Sprout

    Since you promote fibs in all things, if you haven't already, you'd enjoy Christopher Alexander's "The Nature of Order" which catalogs many fibs in nature that aren't typically seen in contemporary media. Alternatively, if you enjoy the esoteric, "The 216 Letter Hidden Name of God" reveals some interesting patterns within the Fibonacci Sequence.

    While many enjoy roasting you, how the modern world has classified Time is derived from Astronomy and it's predecessor Astrology. We can trace it to Sumerian culture and their Sexagesimal system (base 60). The historical study of Time is an interesting excursion and answers many "why's".


    Although it's frequently associated as a level, 50% isn't in the Fibonacci sequence
     
    Last edited: Jun 18, 2024
    #298     Jun 18, 2024
    semperfrosty and rb7 like this.