Quant's Toolbox and Ideas
Owner: JohnLast
Group members: 10
Description:
This is a group to share ideas and scientific papers. You can share here what you think may be interesting and is connected with the quantitative analysis and trading.
Group blog
Use of the Google Prediction API for financial time series prediction models
By JohnLast 4716 days ago Comments (8)Use the Google Prediction API for financial time series prediction modelsQuantum for levitation
By jaguar1637 4736 days ago=> http://www.lemonde.fr/planete/article/2011/10/21/les-secrets-de-la-levitation-quantique_1592062_3244.html
Group bookmarks
From magical thinking through Classical Statistics
By JohnLast 4179 days agowww-stat.stanford.edu - If you look a this article you can find interesting similarities between the technical analysis and the magical thinking.On Trading of Equities: A Robust Control Paradigm
By JohnLast 4248 days ago Comments (3)www.engr.wisc.edu - Abstract: The objective of this paper is describe a new paradigm for the trading of equities. In our formulation, the control corresponds to a feedback law which modulates the amount invested I(t) in stock over time. The controller also...Particle Swarm Optimization
By JohnLast 4273 days ago Comments (13)msdn.microsoft.com - This is very interesting article describing the Particle Swarm Optimization. There is code available in C#. I think that if we can understand how klot (check this link for the EA) made his custom genetic optimization algorythm and bypassing the...Introduction To Stationary And Non-Stationary Processes
By JohnLast 4277 days agowww.investopedia.com - Introduction To Stationary And Non-Stationary Processes Check this article. It is interesting, according to this article we need to use two types of indicators that transform non stationary data into stationary data. "Using non-stationary time...Chaos and complex representations for neuroevolution
By JohnLast 4279 days agowww.fxhackers.com - In this article on my blog I summarized my views on the proper way to obtain a robust solution through neroevolution.Basically I question the whole architecture of the neuron when you are going to use genetic optimization...Neural Networks: From Theory to Practice for mql5
By JohnLast 4279 days ago Comments (4)www.mql5.com - In this excellent article you can see an implementation of neural netwotk code for Metatrader 5. In the article all the basic concepts for neural networks are explained in a use friendly manner. At the end a code is given for neural net...
Group files
HFT Measurement Detection and Response
By JohnLast 4275 days agoWhat does "Bad" HFT look like, how often does it happen, and how de we detect it? This report focus on strategies that seek to create short term mispricing and jow to respond to those strategies.Genetic quantum algorythm
By JohnLast 4416 days ago Comments (11)Abstract- This paper proposes a novel evolutionary computing method called a genetic quantum algorithm (GQA). GQA is based on the concept and principles of quantum computing such as qubits and superposition of states. Instead of binary, numeric, or...Dimension of the minimal cover and fractal analysis of time series
By JohnLast 4711 days agoDimension of the minimal cover and fractal analysis of time series by M. M. Dubovikov, N.V. Starchenko, M. S. Dubovikov This is the article that served as a basis for the iVAR calculation you can download the Variation index iVAR read the original...Characteristics of High Frequency Trading by Fredrik Henrikson
By JohnLast 4726 days ago Comments (2)How to detect HFT?This is interesting paper about High Frequency Tradings. It is of a great interest and that is why I choose to upload it as a file and not to share as a link. The conlusions in this paper are not decisive. However there are...
Sample Lyapunov exponent input files
By JohnLast 4740 days ago Comments (1)Here I add the excel template. Here you can see exactly what I did. 1. First I export the data from the MT4 history. 2. I open the CSV file with Excel or Open office Calc 3. I create a new column where I use the =ln (F3/F2), the F...File shared by Mr. Zapart Tsentropy
By JohnLast 4740 days ago
Group activity
- JohnLast created a page Chaos kernel function using the logistic map?
- jaguar1637 commented on a bookmark Hurst Exponent, Lyapunov exponent and the Stock market Predictability
- JonnoB commented on a bookmark Hurst Exponent, Lyapunov exponent and the Stock market Predictability
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Group pages
Chaos kernel function using the logistic map?
Last updated 1703 days ago by JohnLastI make a copy of this article in my blogspot https://fxhackers.blogspot.com/2012/03/i-made-some-experiments-with-different.html I made some experiments with different kernels and I would like to share among friends some ideas. Well it is...-
Trading methods: from Complexity to Simplicity and Back Again
Last updated 4575 days ago by JohnLast Comments (3)In our trading methods and experiments here on Forex-TSD and Forex Factrory that way basically to move from complexity to simplicity. What does it mean in practice? We used some advanced methods in order to preprocess the time series. There... -
Chaos kernel function using the logistic map?
Last updated 4572 days ago by JohnLast Comments (20)I made some experiments with different kernels and I would like to share among friends some ideas. Well it is about to use a function expressing chaotic behaviour itself as a kernel. The simplest thing was to look at the most simple logistic... -
Experimental Gaussian kernel function for genetic optimized neural net
Last updated 4591 days ago by JohnLast Comments (3)I worked recentrly on transfer functions in order to use the native genetic optimizer under Metatrader 4 platform. We are still at the experimental stage. 1. The sample percetrone code with gaussian transfer function A percetron code...
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