#investing

Taleb suggests investors ought to be “tail hedging” their portfolios as a result.

Anthropic just released Claude Fable 5, opening its top Mythos tier to the public for the first time — with a new set of guardrails…

Markets are very smart in absorbing and reflecting information.

“In the real world there is no ‘easy way’ to assure a financial profit.

Portfolio returns are non-ergodic translated into plain English this means that the majority of investors will never get the often…

The BATS Exchange offers a nice download of all the stock symbols they offer.

https://www.visualcapitalist.com/cp/big-mac-index-purchasing-power-parity-burger-inflation/

A new paper argues that bitcoin can serve a valuable purpose in institutional portfolios, in spite of its volatility.

By mapping the blockchains of Bitcoin and Tether, we are able to establish that one large player on Bitfinex uses Tether to purchase large…

https://account.bitvavo.com/create?locale=nl&a=bestebank_btcvisie Nederlandse exchange voor digitale valuta’s met een eigen orderboek.

Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics.

Options are available at three exchanges BitMEX Ledger X Deribit was launched in June 2016.

Well, the knowledge that this market is almost completely sentiment driven.

The Bloomberg Terminal is the de facto standard machine for any professional working in finance.

Monthly return in %: previous month / current month - 1

In normal circumstances the Put Call ratio is about 1.

I eventually moved to futures because I wanted to expand my ability to extract money from the markets during periods when volatility was…

VIX, VXD, VXN, RVX, VXO, VXV, VPD, VPN, GVZ, OVX, VXAPL, VXTH, LOVOL

Een spread van 2 pips is betekent dat je 0,0002 cent betaald per verhandelde eenheid.

Thinkorswim (ToS) is a premium, commission-free trading and investing platform now operated by Charles Schwab.

Cognitum Option Pricer estimate the option contract price, using historical price returns distribution.

Executive Summary

http://www.cfdspy.com/brokers.php

Over the last couple of weeks, the concept of “contango” — the situation where a futures price of a commodity is higher than the spot…

The objective is to operationalize a contrarian investment strategy by utilizing prediction markets as a sentiment proxy.

Slang expression for a pneumatic telegram card.

One popular critique of bitcoin is energy cost per transaction.

As CS' Josh Lukeman points out, the CSFB fear indicator has soared to record highs.

Get the complete list of Yahoo stock ticker symbols in an Excel spreadsheet – over 238000 ticker symbols for stocks, ETFs, mutual funds…

Backed by the prestigious Y Combinator and composed of a tight-knit community of researchers, engineers, and business professionals, Alpha…

YAHOO https://www.google.nl/search?q=yahoo+finance+bitcoin+price&oq=yahoo+finance+bitcoin+price&aqs=chrome..69i57j69i64.6797j0j7&sourceid=c…

Few months ago, I have made a post about where to find historical end-of-day data for the US market and I have listed 10 websites that…

Overview offerings: https://rapidapi.com/blog/google-finance-api-alternatives/

http://disktrading.is99.com/disktrading/ (really low cost, but according to my experiences the service and support is not very stable.

List of all symbol on all exchanges http://datasrv.ddfplus.com/names/

thinkorswim (td ameritrade)

Data only for private use. Commercial use requires our permission.

Historical quote vendors can be difficult to locate, as their services aren't exactly mainstream.

World

Here's a neat way to download stock data from Yahoo, perhaps into a spreadsheet (so you can play with the data):

“Bitcoin will go through hick-ups. It may fail; but then it will be easily reinvented as we now know how it works.

Secured Overnight Financing Rate (SOFR) is a secured overnight interest rate.

If you design an automatic trading system, the most common problem that you face is where to get the data for the testing (backtesting to…

The Utopian Vision of normative economists (of the kind to ask you to make rational choices because that is what is deemed good for you)…

Also known as ~={orange}Predatory Cohort=~

The primary Magnificent Seven ETF is the Roundhill Magnificent Seven ETF (MAGS), which offers concentrated, equal-weight exposure to the…

Fama's reasons was that Fat Tails were "incompatible with the tools in social science".

There are three generations of exotics.

FinanceAI is an open source project under the Ms-RL license with the goal of providing advanced Artificial Intelligence, Statistical and…

Order Status

20 years of historical data is available across a wide range of international exchanges, including: AMEX, NASDAQ, NYSE, OTCBB, FOREX, TSX…

The frequency of correctness does not matter; it is the magnitude of correctness that matters.

1. Position Size: 10% of Your Account This is about trade allocation, not risk.

When considering investment returns it is the geometric average, not arithmetic average, that matters.

In this article we are going to demonstrate how to generate multiple CSV files of synthetic daily stock pricing and volume data using the analytical solution to the Geometric Brownian Motion stochastic differential equation, for the purposes of examining 'what if?' scenarios in systematic trading.

{[(1+Return1) x (1+Return2) x (1+Return3)…)]^(1/n)]} – 1

Below the long-only golden cross timing strategy in adjusted SPY ETF data since inception:

Searches of financial terms on Google can be used to predict the direction of the stock market, according to an analysis of search engine…

Missing Google Sets? It's one of the first Google Labs projects and it was discontinued last year.

delta, gamma, theta, vega, and rho, which measure the option’s sensitivity to changes in underlying asset price, implied volatility, time…

Hedge funds are beginning to utilize data from prediction markets to shape their investment strategies. Historically, hedge funds have been reluctant to engage with prediction markets due to the challenges associated with trading on platforms like Kalshi and Polymarket. These platforms often lack the depth necessary for larger bets on macro developments, and getting approval from compliance teams can be difficult. However, proprietary trading firms such as Susquehanna have begun to explore these

Het monetair stelsel van ongedekt papiergeld is een economisch en sociaal destructief systeem – met verstrekkende, schadelijke economische…

Om uw vermogen in stand te houden, moet u zo veel mogelijk weten over risico en rendement.

With extremely fast orders what HFT tries to achieve is take advantage of the bid-ask spread for essentially a risk-free trade.

“FANG,” comprised of Facebook (now Meta), Amazon, Netflix, and Google (now Alphabet), as a shorthand for the best performing technology…

On June 12, 1817 in the city of Mannheim, Germany, a local inventor by the name of Karl von Drais unveiled a brand new, futuristic…

Andrew Beer explains Dynamic Beta ETF’s 23% return this year

Having been on both sides of the aisle; the trader side and the brokerage side, I think I have a different perspective on the this issue…

A step-by-step guide — computed manually and automated in Python — that shows how to obtain In‑Phase... Tagged with machinelearning, algorithms, finance.

I Found A New Profitable Trading Strategy with Python Testing a trading approach centered on the PVI indicator on Microsoft stock with the…

REST trading and streaming APIs Automate trades, build integrations and create trading apps using our market-leading CFD and spread…

Live prices Rekening bij IG is gratis.

Youtube https://www.youtube.com/watch?v=FeEsaVzVcy0&ab_channel=PatrickBoyle

There is an awful lot of great data online which has the potential to power awesome next-generation apps and services.

If you were to put a group of rocket scientists, academics, and researchers in a jail cell for 10 years with nothing but historical stock…

The Quadratic Interest Rate Volatility and Inflation Hedge Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL), launched in…

Elsewhere, Morgan Stanley is describing its new Natural Language Programming bot, AskResearch as “kind of like having a junior analyst”.

Simplify US Equity Plus Downside Convexity ETF SPD is one of the first ETFs to launch from Simplify.

Inverse ETFs are one example of antifragile investments because they are designed to increase in value when market prices fall.

Chiun: Sinanju (Pressure. Nerve ends)

It is much more sound to take risks you can measure than to measure the risks you are taking.

Option Explicit

The greatest truth about markets is it’s not what you think you know that matters.

A Kalman filter is a linear model that is very popular among quantitative traders.

http://www.thealgoengineer.com/2014/online_linear_regression_kalman_filter/

Research suggests leveraged ETF can be very suitable for short-term trading.

Many years ago, a portfolio manager asked me in a phone interview: "Do you believe that linear or nonlinear models are more powerful in…

There can be two types of approaches to building strategies, model based or data mining.

The seven stocks that have most gains.

The goal of this article is to introduce the concepts, terminology and code structures required to develop applications that utilise…

In trading, there are numerous sophisticated trading strategies designed to help traders succeed regardless of whether the market moves up…

https://www.codeproject.com/Articles/1078609/Market-Recorder-for-Interactive-Brokers-TWS

Since 1980 3 out of 4 months are down to all time high.

Calculate log returns distribution

http://mathoverflow.net/ http://mathoverflow.net/questions/22490/correlation-and-causation-when-can-we-believe-correlation-reasonably-at-le…

The algorithm uses non linear pair correlations using kernel functions

An MIT researcher says he has created an algorithm that can identify Twitter trends hours before the service can itself.

Momentum trading refers to a general class of strategies which extrapolate from existing trends.

There is no foolproof way to predict the future, but a Monte Carlo simulation that allows for the real possibility of disaster can give a…

Most traders subscribe to a real-time data feed from a data vendor, because they need to get intraday data.

SBM Offshore, KPN, Imtech: veel beleggers krijgen deze dagen te maken met claimemissies.

Nasdaq might be on the cusp of giving institutional investors an analytical edge on trading hundreds of crypto assets.

It is not frequency but outcome/magnitude that drives payoff.

Just a moment... #### Annualize monthly returns https://www.youtube.com/watch?v=unHD_hIzbRM #### Expected return Beta, the risk-free rate…

study risk taking, not risk management

Crypto trading bots are tools used by traders to take the fear and emotion out of their trading.

Open Trader is an Open Source grade trading suite, targeted at high-frequency algorithmic trading and statistical arbitrage.

Start with the SPX universe, buy the 10 stocks that gapped down most at the open, and short the 10 that gapped up most.

A strangle is essentially a bet that bitcoin’s price won’t break out anytime soon.

In this article we consider Level II order book data of the most traded cryptocurrency product —BitMEX XBTUSD contract.

Outcome-Based Strategies Outcome-based investment strategies start with an expected long-term return.

Bordereau (Frans voor 'lijst' of 'rekening') is een gedetailleerd rapport of overzicht, vaak gebruikt om grote hoeveelheden data te…

I can write something myself by finding zero-crossings of the first derivative or something, but it seems like a common-enough function to be included in standard libraries. Anyone know of one?My

- Sharp ratio - Sortino - Semivariance = downside only - Period Statistics: high, low, drawdown - Up days & Down days for selected periods

I’m a Math major and work as an Analyst in Technology, but I’ve been digging into the underlying stats behind options trading and found it…

Q: Let me start with an autobiographical question - you are one of those rare people who profited in the 1987 crash and in the 2007 crisis…

Probability is not a mere computation of odds on the dice or more complicated variants; it is the acceptance of the lack of certainty in…

The Polya process can be presented as follows: Assume an urn initially containing equal quantities of black and red balls.

GDP (gross domestic product, sometimes expressed as gross national product (GNP), a distinction without significance for our purposes) is…

Moeilijk? Valt best wel mee, een voorbeeld. Het aantal complexe én eenvoudige beleggingsproducten is sterk afgenomen.

QuandlCS is a simple wrapper around the Quandl API to provide easy access.

The ideal software platform for automating backtesting and executing your algorithmic trading strategies depends mainly on your level of…

I wanted to get into a little bit more detail about my favorite new sector rotation tool.

Game Theory for short term only (minutes)

If betting on the fat tails through out-of-the-money options is a good strategy—meaning a strategy marketable to rational people and…

From the point of view of my option pricer far-out-of-money index puts are almost always overbought, sometimes in magnitude of tens of…

Investments are risky. The future is uncertain.

The CBOE introduced the VIX in 1993 as a weighted measure of the implied volatility (IV)2 of S&P 100® index (OEX) options.

In the S&P 500, the five largest stocks—Microsoft, Apple, Amazon, Google and Facebook—account for 20% of the index.

In August, news.Bitcoin.com previewed Predicoin, which was then in early stage development.

Far out of the money calls Option sellers need to hedge, stock price goes up Investors start buying stock Buy puts Sell options, stock…

Historically, silver has been an alternative to traditional investments like stocks and bonds.

I appreciate Eddy Elfenbein. He comes up with ideas that make me say, “Huh.

Mean-reversion strategies work on the assumption that there is an underlying stable trend in the price of an asset and prices fluctuate…

So-called smart beta strategies, also known as factor-based or alternative indexing, were a hot topic at the recent Morningstar ETF Invest…

NexTicNexTick is an open source software solution for stock traders [day and swing traders].

Quiver Quantitative Trade like an insider (track congress members trading)

Speculation is a method for adjusting differences of opinion as to future values whether of products or of stocks.

Instead of focusing on predicting price direction and price volatility with nonlinear models derived with machine learning methods, an…

The "Statistical Section" (or Section de Statistique) was the deliberately innocuous cover name for the French Army's counter-espionage…

All trading is gambling. Some people refuse to believe it but that doesn’t change it.

Europese aandelenindex Stoxx 600

A form of protecting funds during a market crash, tail risk hedging ETFs also helped out many investors during 2020 and 2022.

“You are rich if and only if money you refuse tastes better than money you accept” — captures a radical idea: true wealth is not measured…

The minority rule will show us how it all it takes is a small number of intolerant virtuous people with skin in the game, in the form of…

What investors don't know can matter far more than what they think they know—a timely reminder for digital-asset markets where volatility…

C-J is a Monte Carlo simulation model used to assess risk in the S&P 500.

Delta (~0.50 ATM): How much your option moves per $1 stock move.

There is supposed to be one fundamental truth in investing: If you take on more risk, you can expect a bigger reward.

Trading in zero-day-to-expiry contracts continues to dominate the options market, leaving the VIX unreflective of underlying market risks.

It is hard to imagine a more stupid or more dangerous way of making decisions than by putting those decisions in the hands of people who…

One thing that really jumped out at me while reading it was Spitznagel’s research regarding Tobin’s Q, (though he calls it, “The Misesian…

Wie snuffelt tussen de vele trackers of etfs op de site van Morningstar stuit op opvallende cijfers.

Maximize rate of growth should bet a constant fraction of cash on hand.

Javatraders http://groups.google.com/group/JavaTraders To access this group is free, you only need to register.

Do you sometimes wonder what separates successful traders from the 90% who fail?

The 7% rule: A simple rule to cut losses by selling a stock if its price drops 7% below the purchase price, helping remove emotion from…

Most Active Free & Open-Source Projects

Nassim Taleb one of the greatest risk philosophers of the last century plus has just published a paper: Trading With a Stop

With over 2,000 new tweets posted every second, there's a heck of a lot of information to wade through on Twitter, especially if you're…

The CBOE Volatility Index (VIX) measures the implied volatility on S&P 500 Index options with a 30 day forward expiration.

March 2020 was a rough month for hedge funds, with a dismal industry performance of negative eight point one two percent returns across…

We all want higher returns with lower risk, but of course the two are seen as a trade‑off.

Geometric Brownian Motion

News Driven Means Reversion Let's say FTSE100 is 7350 and you fancy an upward movement.

The CBOE Volatility Index (VIX) is a widely followed sentiment indicator.

SVXY ZIV VXX VXZ VRP

VIX is usually 1% higher than the S&P

https://www.youtube.com/watch?v=SBo5HHANlis

https://swaggystocks.com/dashboard/home

Nassim Nicholas Taleb is one of our intellectual heroes.

Koersen zijn identiek aan beurskoersen, geen verhoogde spread.

Last year, stock and bond returns tumbled after the Federal Reserve hiked interest rates at the fastest speed in 40 years.

A common knock on bitcoin is that it is “too volatile.”

Quite a few people may wonder why the global fiat money system has not yet collapsed.

Here is a list of the data available: