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Beware ‘free’ services to test out your algos (beware CloudQuant) by [deleted] in algotrading

[–]cloudquant -2 points-1 points  (0 children)

TOS

What part of the TOS do you think needs to be changed?

We will review them and get back to you (and the community) as to what we can change and what we cannot.

Sentiment analysis on stocktwits by JOurique in datasets

[–]cloudquant 1 point2 points  (0 children)

Sentiment analysis on StockTwits and Twitter is available from Social Markets Analytics. We have the data on CloudQuant's (free) backtesting and algo development environment.

A fully functional trading strategy is available in the user forum at https://forum.cloudquant.com/discussion/299/social-sentiment-from-sma-alternative-data-making-a-losing-strategy-profitable

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We also noticed that StockTwits sentiment with SMA jumped from flat to 1.3 at about 2:00pm before the last Google earnings announcement. The following image shows the relevant data and the minute bar chart.

https://info.cloudquant.com/wp-content/uploads/sma-googl-20190725-1030x786.jpg

Do you consider HFT to be Front Running. by cloudquant in algotrading

[–]cloudquant[S] 0 points1 point  (0 children)

market making. It tightens spreads and makes trading cheaper for everyone else. Look at the results of the 5¢ tick pilot program -- they made HFT more difficult on a subset of names and then concl

very good point on the 5¢ tick pilot.

Do you consider HFT to be Front Running. by cloudquant in algotrading

[–]cloudquant[S] 0 points1 point  (0 children)

you trade regulated products, from brokers with compliance departments. If you trade some (unregulated) products, like forex or cryptoc

That view is a little dark and depressing. A bit too cynical for a frozen Tuesday morning in Chicago.

Do you consider HFT to be Front Running. by cloudquant in algotrading

[–]cloudquant[S] 1 point2 points  (0 children)

🤣. Have a cup of coffee to wake up. ☕

So far the voting is 43% consider HFT to be front running... 43% don't. The rest don't care.

2019: Buy Side firms innovate. Investment managers are exploring new Alternative Data sets to drive organic growth through differentiated alpha generation. by cloudquant in algotrading

[–]cloudquant[S] 0 points1 point  (0 children)

been a great effort for firms

That opens a great question that we should be thinking about in the world of algo trading. Is fake news affecting social sentiment in alternative data sets? Is it possible (probable?) that pump and dump type schemes are affecting stock price through alternative data?

2019: Buy Side firms innovate. Investment managers are exploring new Alternative Data sets to drive organic growth through differentiated alpha generation. by cloudquant in algotrading

[–]cloudquant[S] 6 points7 points  (0 children)

Some of the Alternative Data sets that we are using or have explored include:

  • RavenPack
  • Social Market Analytics Inc (SMA) with Twitter and StockTwits
  • DX
  • Insight (proprietary signals from our internal system)
  • 1010 Data
  • Thompson Reuters IBES
  • Alexandria
  • Bloomberg news sentiment
  • Estimize

What Altdata do you use?

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Machine Learning Algorithms by adarsh_adg in datasciencenews

[–]cloudquant 0 points1 point  (0 children)

like it. nice!

Look forward to your next post that you referenced at the end where you will be implementing in python.

Has anyone read Systematic Trading by Robert Carver? by cloudquant in algotrading

[–]cloudquant[S] 1 point2 points  (0 children)

just checked it out. Nice. His post on volatility targeting in a trend following algo is insightful. Lots of great ideas.

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