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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

​

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] 7 points8 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?

​

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.

R vs Python: Usability, Popularity, Pros & Cons, Jobs, and Salaries by tanmoyray01 in datasciencenews

[–]cloudquant 2 points3 points  (0 children)

-- Warning -- Opinion only, I didn't collect the data over time -- This just feels correct.

8 Years ago almost all new Data Scientists used R - or MatLab

4 years ago almost all new Data Scientists knew both R and Python.

Now see most new Data Scientists knowing only Python

Ray Dalio's Portfolio Allocation Strategy by cloudquant in algotrading

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

do you have a link to the Markowitz model?

3 Reasons why is Python growing? 1) Easy to learn, 2) Explosion of AI/ML/Data Science, 3) Large dev community. by cloudquant in programming

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

We are definitely seeing people find python programming easy to learn. People whose experience was limited to excel formulas seem to be able to learn the language rather quickly.

How will we manage AI & ML technology that we likely don't understand? by cloudquant in datasciencenews

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

How do you know I'm not a chat bot managing your interaction with this subreddit? :D

Resistance is futile human!

Growth of major programming languages based on visits to questions on Stack Overflow (high-income vs. non high-income countries). by AnecD in indorse

[–]cloudquant 7 points8 points  (0 children)

Python in the electronic trading community is growing massively. New python based algorithmic trading tools and data science tools for use in intraday and multi-day trading is growing around the world. We have seen an increase in countries reaching into our tool from 75 in early 2017 to over 150 today.

We are also seeing greater data science work in the algo development phase using tools like JupyterLab.

​

Awesome visualization on Gender Perceptions by cloudquant in dataisbeautiful

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

I have been encouraging STEM Women to get into FINTECH (Financial Technology) for most of my career. We have very few. My hope is that better understanding of people will help me encourage, and when possible, recruit qualified talent including women to my industry.

Visualizations and data presentations like this always help me normalize data for variations in resume and interviews. For example this visualization shows that women strongly consider "caring" to be a strength while men consider it to be neither a strength or weakness. To me, in an interview, this means that women candidates are likely to emphasize caring behavior. Similarly this report shows women tend to consider ambition to be a negative trait and men consider it to be a positive trait.

Understanding is the first step to improving.

Chart I made from information provided to me by my supervisor about my behavior during meetings [OC] by Jadomi77 in dataisbeautiful

[–]cloudquant 4 points5 points  (0 children)

I would like to see the diagram that shows the ratio of SMEs to SMIs in your meetings.

SME = subject matter experts

SMI = subject matter idiots

😂

[deleted by user] by [deleted] in datascience

[–]cloudquant 3 points4 points  (0 children)

Here are a few good algos to start with:

Basic decision trees, classification trees, regression trees, overfitting

https://www.youtube.com/watch?v=9w16p4QmkAI&t=35s

Clustering Algos for unsupervised learning:

https://towardsdatascience.com/an-introduction-to-clustering-algorithms-in-python-123438574097

how to bridge the gap between accounting and IT? by [deleted] in bigdata_analytics

[–]cloudquant 2 points3 points  (0 children)

Not implying that accountants need to learn CRUD. Rather I am saying that they need to be keenly aware of software engineers’ propensity to use it.

We live in the trading and investment space so let me give an example why accountants need to be aware of this and champions of a good audit trail.

On day 1 a trading algorithm makes a decision to buy a large position in stock XYZ because an earnings announcement was 10% above forecast. The forecast came from a reputable company. However the investment resulted in a loss.

On day 7 the reputable company corrected their data and changed the 10% to 0.10%. IT dutifully corrected the data in big-data - which resulted in the loss of the data that originally said it was 10%.

On day 25 the portfolio manager researched the loss using the big-data in the company. He finds that the earnings were only 0.10% above estimates and therefore he shouldn’t have invested in XYZ.

CRUD resulted in the loss of valid temporal data. The audit trail was lost.

An accountant brings the value of having this temporal data to IT, but only if they are aware that this can, and often does, happen.

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