Community
Blog
xetra777's Blog

xetra777's Blog

Avatar

The silent or unknown secret of 90% active management profits

xetra777 Posted 9 Apr.
Sorry, I write so little and short, but I;m overwhelmed with never ending tasks, forgot all about self-marketing :-D So, the majority of profits comes from fat tails of distributions of returns. Miss best X months and you miss almost everything. Problem is they are generally unpredictable* and as a consequence this is probably the biggest drawback of active management, because you can easily catch those best X months by buying and holding.
* At least to my knowledge. You can probably aggregate a…
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments
Avatar

Why prices move or 2 types of strategies

xetra777 Posted 28 Feb.
Prices go up because someone (a group of) agrees to pay higher price.. It is mechanisms behind so called momentum. When "crowds" gather together and want something (whatever reason), and if they believe they would benefit from it (greed component), prices tend to move for extended periods of time. And vice versa.
If you can determine when some particular group would sell or buy (e.g. have a some information - signal), you can benefit from this belief. markets usually have weak signals as they ha…
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments
Avatar

4 types of traders (according to Micahel Harris)

xetra777 Posted 28 Feb.
From highest to lowest probability of failure.
1. TA beginners.
Use lots of TA indicators, don't really know what they mean and whether they generate some real signal over noise.
2. Advanced technical analysts.
Experience gave them knowledge on how to deal with discrepancies of technical analysis, they may use less of TA indicators or not use them at all, relying on support &resistance or something like that.
3. Quantitative beginners.
They realize technical analysis isn't correlated to how pric…
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments
Avatar

Projects Quantrade & Ufunc

xetra777 Posted 27 Feb.
Updates.
1) I had developed no B.S. free *quantitative* trading signals service at https://quantrade.co.uk.
Tired like hell with countless hours, bugs and trying to fix performance issues, need to move further, so the app will stay on beta until I'll fix remaining few problems.
2) My further project is https://ufunc.com, which will account for what I had learned building Quantrade.co.uk. What is ufunc.com? Most probably it will use machine learning to generate more frequent (unlike Quantrade.co.…
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments
Avatar

4 types framework

xetra777 Posted 23 Oct.
After reading several hundred trading books I had come to simple 4-types framework what defines success. Here it is in short.
Negative alpha:
1. Bandit process = leverage * (times) no information advantage.
2. Idiot process = no leverage * no information edge.
Positive alpha:
3. Not successful = no leverage * information.
4. Successful = leverage * information.
Information advantage here can be anything that's most probably is real ("true"). Leverage here can also be anything that empowers usage…
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments
Avatar

QProb Quantitative

xetra777 Updated 15 Oct.

After few months of work a week ago I have released world's quantitative traders/ analysts blogs summarizer @ https://qprob.com
Hope soon will enable full text search across them all & other things (should be fixed).
Technologies/ platforms used: Django/ Python, RabbitMQ, Celery, Nginx, uWSGI, memcached, MySQL, Linux, etc.
Above pic is real time sentiment of all posts going into database.
Project in wait list after this one - quant strategies signals (somewhat web based).
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments
Avatar

Rare update

xetra777 Posted 4 Mar.
Hey girls, guys. Due to limited time I am able to only update my blog at www.talaikis.com
Best wishes
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments
Avatar

Let's see

xetra777 Posted 6 Apr.  in #Trader's blog
I even forgot I have Dukascopy social, haha :-D OK, wanted to try automated championship, but unable to share strategies publicly, so if I'll find time, will do something with manual trading competition. I'm short EURUSD from Friday on another account, but that's short in time also. Nothing else to say as no opportunities are in my watchlist and need to see other pairs.
Read full story
Translate to English Show original

Since you are not logged in, we don't know your spoken language, but assume it is English
Please, sign in or choose another language to translate from the list.

– or –

Leave a comment
orto leave comments