What Are The Quantitatives Methods In Forex Trading?

Algorithmic Trading

A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Feel free to submit papers/links of things you find interesting.
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Suggestion for new quant on forex?

Hello! I'm new to quantitative forex trading. What I want to become is a real quant with rich expertise in Python and AI. I'm learning to quantify some forex strategies with Python while learning some Python's scientific modules like pandas and matplotlib. I'm not quite sure whether I'm on the right path. What else do I need to learn? What's the right way to become a quant?
submitted by kokofesh to algotrading [link] [comments]

JP Morgan on rising forex algorithm use #fintech #trading #algotrading #quantitative #quant

JP Morgan on rising forex algorithm use #fintech #trading #algotrading #quantitative #quant submitted by silahian to quant_hft [link] [comments]

Quantitative approach on EUR/USD. Live from the trading floor, London Forex trading session.

Quantitative approach on EUUSD. Live from the trading floor, London Forex trading session. submitted by Tin100 to Livetradingbroaadcast [link] [comments]

Looking for someone to collaborate with in exploring some of the fundamental questions in algo trading in relation to quantitative analysis and the Forex market specifically.

I got interested in both algo trading and Forex about the same time. I figured that if I was going to trade in the Forex market or any market there after, I was going to use algorithms to do the trading for me. I wanted to minimize the "human factor" from the trading equation. With the research I have done so far, it seems that human psychology and its volatile nature can skew ones ability to make efficient and logical trades consistently. I wanted to free myself from that burden and focus on other areas, specifically in creating a system that would allow me to generate algorithms that are profitable more often then not.
Consistently generating strategies that are more profitable then not is no easy task. There are a lot of questions one must first answer (to a satisfactory degree) before venturing forward in to the unknown abyss, lest you waste lots of time and money mucking about in the wrong direction. These following questions are what I have been trying to answer because I believe the answers to them are vital in pointing me in the right direction when it comes to generating profitable strategies.
Can quantitative analysis of the Forex market give an edge to a retail trader?
Can a retail trader utilize said edge to make consistent profits, within the market?
Are these profits enough to make a full time living on?
But before we answer these questions, there are even more fundamental questions that need to be answered.
To what degree if any is back-testing useful in generating successful algo strategies?
Are the various validation testing procedures such as monte carlo validation, multi market analysis, OOS testing, etc... useful when trying to validate a strategy and its ability to survive and thrive in future unseen markets?
What are the various parameters that are most successful? Example... 10% OOS, 20% OOS, 50%......?
What indicators if any are most successful in helping generate profitable strategies?
What data horizons are best suited to generate most successful strategies?
What acceptance criteria correlate with future performance of a strategy? Win/loss ratios, max draw-down, max consecutive losses, R2, Sharpe.....?
What constitutes a successful strategy? Low decay period? High stability? Shows success immediately once live? What is its half life? At what point do you cut it loose and say the strategy is dead? Etc....
And many many more fundamental questions....
As you can see answering these questions will be no easy or fast task, there is a lot of research and data mining that will have to be done. I like to approach things from a purely scientific method, make no assumptions about anything and use a rigorous approach when testing, validating any and all conclusions. I like to see real data and correlations that are actually there before I start making assumptions.
The reason I am searching for these answers is because, they are simply not available out on the internet. I have read many research papers on-line, and articles on this or that about various topics related to Forex and quantitative analysis, but whatever information there is, its very sparse or very vague (and there is no shortage of disinformation out there). So, I have no choice but to answer these questions myself.
I have and will be spending considerable time on the endeavour, but I am also not delusional, there is only so much 1 man can do and achieve with the resources at his disposal. And at the end of the whole thing, I can at least say I gave it a good try. And along the way learn some very interesting things (already had a few eureka moments).
Mo workflow so far has consisted of using a specific (free) software package that generate strategies. You can either use it to auto generate strategies or create very specific rules yourself and create the strategies from scratch. I am not a coder so I find this tool quite useful. I mainly use this tool to do lots of hypothesis testing as I am capable of checking for any possible correlations in the markets very fast, and then test for the significance if any of said correlations.
Anyways who I am looking for? Well if you are the type of person that has free time on their hands, is keen on the scientific method and rigorous testing and retesting of various hypothesis, hit me up. You don't need to be a coder or have a PHD in statistics. Just someone who is interested in answering the same questions I am.
Whats the end goal? I want to answer enough of these questions with enough certainty, whereby I can generate profitable algo strategies consistently. OR, maybe the answer is that It cant be done by small fry such as a retail trader. And that answer would be just as satisfactory, because It could save me a lot more time and money down the road, because I could close off this particular road and look elsewhere to make money.
submitted by no_witty_username to Forex [link] [comments]

Looking for someone to collaborate with in exploring some of the fundamental questions in algo trading in relation to quantitative analysis and the Forex market specifically.

I got interested in both algo trading and Forex about the same time. I figured that if I was going to trade in the Forex market or any market there after, I was going to use algorithms to do the trading for me. I wanted to minimize the "human factor" from the trading equation. With the research I have done so far, it seems that human psychology and its volatile nature can skew ones ability to make efficient and logical trades consistently. I wanted to free myself from that burden and focus on other areas, specifically in creating a system that would allow me to generate algorithms that are profitable more often then not.
Consistently generating strategies that are more profitable then not is no easy task. There are a lot of questions one must first answer (to a satisfactory degree) before venturing forward in to the unknown abyss, lest you waste lots of time and money mucking about in the wrong direction. These following questions are what I have been trying to answer because I believe the answers to them are vital in pointing me in the right direction when it comes to generating profitable strategies.
Can quantitative analysis of the Forex market give an edge to a retail trader?
Can a retail trader utilize said edge to make consistent profits, within the market?
Are these profits enough to make a full time living on?
But before we answer these questions, there are even more fundamental questions that need to be answered.
To what degree if any is back-testing useful in generating successful algo strategies?
Are the various validation testing procedures such as monte carlo validation, multi market analysis, OOS testing, etc... useful when trying to validate a strategy and its ability to survive and thrive in future unseen markets?
What are the various parameters that are most successful? Example... 10% OOS, 20% OOS, 50%......?
What indicators if any are most successful in helping generate profitable strategies?
What data horizons are best suited to generate most successful strategies?
What acceptance criteria correlate with future performance of a strategy? Win/loss ratios, max draw-down, max consecutive losses, R2, Sharpe.....?
What constitutes a successful strategy? Low decay period? High stability? Shows success immediately once live? What is its half life? At what point do you cut it loose and say the strategy is dead? Etc....
And many many more fundamental questions....
As you can see answering these questions will be no easy or fast task, there is a lot of research and data mining that will have to be done. I like to approach things from a purely scientific method, make no assumptions about anything and use a rigorous approach when testing, validating any and all conclusions. I like to see real data and correlations that are actually there before I start making assumptions.
The reason I am searching for these answers is because, they are simply not available out on the internet. I have read many research papers on-line, and articles on this or that about various topics related to Forex and quantitative analysis, but whatever information there is, its very sparse or very vague (and there is no shortage of disinformation out there). So, I have no choice but to answer these questions myself.
I have and will be spending considerable time on the endeavour, but I am also not delusional, there is only so much 1 man can do and achieve with the resources at his disposal. And at the end of the whole thing, I can at least say I gave it a good try. And along the way learn some very interesting things (already had a few eureka moments).
Mo workflow so far has consisted of using a specific (free) software package that generate strategies. You can either use it to auto generate strategies or create very specific rules yourself and create the strategies from scratch. I am not a coder so I find this tool quite useful. I mainly use this tool to do lots of hypothesis testing as I am capable of checking for any possible correlations in the markets very fast, and then test for the significance if any of said correlations.
Anyways who I am looking for? Well if you are the type of person that has free time on their hands, is keen on the scientific method and rigorous testing and retesting of various hypothesis, hit me up. You don't need to be a coder or have a PHD in statistics. Just someone who is interested in answering the same questions I am.
Whats the end goal? I want to answer enough of these questions with enough certainty, whereby I can generate profitable algo strategies consistently. OR, maybe the answer is that It cant be done by small fry such as a retail trader. And that answer would be just as satisfactory, because It could save me a lot more time and money down the road, because I could close off this particular road and look elsewhere to make money.
submitted by no_witty_username to algotrading [link] [comments]

Here’s how tech has revolutionized forex trading #fintech #trading #algotrading #quantitative #quant

Here’s how tech has revolutionized forex trading #fintech #trading #algotrading #quantitative #quant submitted by silahian to quant_hft [link] [comments]

Learn Algorithmic Trading: A Step by Step Guide #fintech #trading #algotrading #quantitative #quant #hft #forex #fx #crypto #gbpusd

submitted by silahian to quant_hft [link] [comments]

Transforming post-trade FX with distributed ledger tech #fintech #trading #algotrading #quantitative #quant #fx #spot #forex #hft

submitted by silahian to quant_hft [link] [comments]

What is Trading Slippage & Modelling Strategy Execution Without the Full Tick Data Stream #fintech #trading #algotrading #quantitative #quant #fx #spot #forex #hft

submitted by silahian to quant_hft [link] [comments]

Morning Coffee: The hidden king of Credit Suisse and a forex trader’s naked ice bucket challenge #fintech #trading #algotrading #quantitative #quant

Morning Coffee: The hidden king of Credit Suisse and a forex trader’s naked ice bucket challenge #fintech #trading #algotrading #quantitative #quant submitted by silahian to quant_hft [link] [comments]

Comparative analysis of 10 flat trading strategies #fintech #trading #algotrading #quantitative #quant #stock #forex #fx $spx $spy

Comparative analysis of 10 flat trading strategies #fintech #trading #algotrading #quantitative #quant #stock #forex #fx $spx $spy submitted by silahian to quant_hft [link] [comments]

StockSharp/StockSharp: Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, bitcoins and options).

submitted by TsukiZombina to coolgithubprojects [link] [comments]

Profiting from Extreme Processing: 5 Ways Financial Trading needs Speed to Succeed #fintech #trading #algotrading #quantitative #quant #quants #forex #fx #banks #hedgefunds #hft

Profiting from Extreme Processing: 5 Ways Financial Trading needs Speed to Succeed #fintech #trading #algotrading #quantitative #quant #quants #forex #fx #banks #hedgefunds #hft submitted by silahian to quant_hft [link] [comments]

Don't Be Fooled By The Fancy Name -- Statistical Arbitrage Is A Simple Way To Profit #fintech #trading #algotrading #quantitative #quant #hft #financial #strategies #arbitrage #forex #fx

Don't Be Fooled By The Fancy Name -- Statistical Arbitrage Is A Simple Way To Profit #fintech #trading #algotrading #quantitative #quant #hft #financial #strategies #arbitrage #forex #fx submitted by silahian to quant_hft [link] [comments]

Algos Becoming “Increasingly Popular” in FX. #fintech #trading #algotrading #quantitative #quant #fx #forex

Algos Becoming “Increasingly Popular” in FX. #fintech #trading #algotrading #quantitative #quant #fx #forex submitted by silahian to quant_hft [link] [comments]

Algorithmic Trading System Development #fintech #trading #algotrading #quantitative #quant #stock #forex #fx $spx $spy

Algorithmic Trading System Development #fintech #trading #algotrading #quantitative #quant #stock #forex #fx $spx $spy submitted by silahian to quant_hft [link] [comments]

Liquidity and quote fading #fintech #trading #algotrading #quantitative #quant #forex #fx #hedgefund

submitted by silahian to quant_hft [link] [comments]

Best Starting Kits for Algo Trading with C# #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex #software

Best Starting Kits for Algo Trading with C# #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex #software submitted by silahian to quant_hft [link] [comments]

US regulator reports record surge in trade data #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex

US regulator reports record surge in trade data #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex submitted by silahian to quant_hft [link] [comments]

TCA is dead….long live TCA… #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex

submitted by silahian to quant_hft [link] [comments]

Here’s What Happens When a Hedge Fund’s Star Walks Away #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex

Here’s What Happens When a Hedge Fund’s Star Walks Away #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex submitted by silahian to quant_hft [link] [comments]

Running a Hedge Fund Isn’t All Bad #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex

Running a Hedge Fund Isn’t All Bad #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex submitted by silahian to quant_hft [link] [comments]

Quant R Trading - YouTube Quantitative Trading - YouTube Forex Quantitative Analysis Software - Advanced Chart ... quantitative forex trading strategies - YouTube What is Algorithmic Trading & How to Get Started - YouTube

Day Trading Forex with S&R Zones - Forex Trading System (English Edition) Automated Trading with R: Quantitative Research and Platform Development MT4/MT5 & Trading View High Probability Forex Trading Method: TradingView Indicators now included in the download package (Forex, Forex Trading System, ... Forex trading manager with API that provides quantitative algorithmictrading, Forex trading signals from Forex news forecast. quantitative trading analytics and development volatility forex ... Stocks, forex, commodities, currencies vanilla options and even cryptocurrencies. Unique volatility and price patterns indicators. With over 30 report types with unique measurements and indicators, sophisticated metrics, advanced volatility and quantitative values. Financial instruments behaviours Monitoring. The product ... Still, forex quantitative trading is not the Grail, but just another trading method. There are companies involved in the development of such algorithms and selling the product to individual traders. In my opinion, given the complexity of the product, the need for software support and the cost, the idea of using quantitative trading systems in private trading seems unreasonable. Conclusion ... Quantitative analysis allows traders to remove emotion from the investing process. Quantitative analysis is an approach that focuses on statistics or probabilities over gut feelings. Given the technology of computers and sophisticated math models, quantitative analysis has taken over Wall Street and a majority of new traders and employees at Wall Streets or those with a quantitative mindset. Quantitative trading is an extremely sophisticated area of quant finance. It can take a significant amount of time to gain the necessary knowledge to pass an interview or construct your own trading strategies. Not only that but it requires extensive programming expertise, at the very least in a language such as MATLAB, R or Python. However as the trading frequency of the strategy increases ... The quantitative method in forex trading is a trading method that emphasizes the number of opportunities and operations carried out so that with this method, traders try to get as many op opportunities as possible to get a lot of profits too, usually, but not too big, even tend to be small, and risk- prizes do not require prizes greater than a high level of important win risk or at least above ...

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Quant R Trading - YouTube

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