Quants based trading

[trump]

I can search on internet, but may be you can use your brain (xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx).

What is taught in FRM has hardly anything to do with the type of trading any individual trader will do.

FRM, CQF and QA is used in institutional trading. It a different world altogether.


Answer:


Quant Trading has hardly anything to do with Technical Analysis. IT is about Time series analysis which most here do not even have a clue about.

If you are offended my apologies. But just look properly and you will appreicate the difference.

See brother, this is totally meaningless. There is absolutely nothing in Technical Analysis which cannot be programmed. Just google.

Detecting double tops: http://www.amibroker.com/library/detail.php?id=19

don't you think these two statements are contradictory or am I missing something?

 

[rkkarnani]

FYI, there is a big difference between Automated Trading and Quantitative Trading. Your definition is all about auto trading.

There are many quant groups on internet which are free and open, anybody interested can learn
http://www.quantnet.com/forum/
http://www.wilmott.com/index.cfm?NoCookies=Yes&forumid=1

Hi, Whenever you get time, would you be kind enough to post some thing very basic about Quants!! Even a link to a proper site where this info is available would do!!
Something like "An Idiot's Guide to Quant Analysis!!"
Never heard about it hence wish to understand just for academeic interest!!
Regards.

 

[Do Or Die]

I'm just saying that quant trading is not for 'normal' traders, it is used mostly by institutions only.

If you have any trading idea which you can define in English, it can also be programmed, almost always without the use of quant analysis.

 

[Do Or Die]

you forgot the word "might " in the sentence, doesn't matter.
here is what investopedia defines

Trading strategies based on quantitative analysis which rely on mathematical computations and number crunching (not TA!) to identify trading opportunities. Price and volume are two of the more common data inputs used in quantitative analysis as the main inputs to mathematical models. As quantitative trading is generally used by financial institutions and hedge funds, the transactions are usually large in size and may involve the purchase and sale of hundreds of thousands of shares and other securities. However, quantitative trading is also commonly used by individual investors.

 

[trump]

:lol:
there are many types of quants, any way number crunching and computations are only a part of it, now you say that " head and shoulders pattern" is coded, now when one back tests the code its pure numbers but the code is based on the pattern right.you can also do statistical analysis only in which there would be no technical analysis, but it encompasses both.
although its widely used by institutional traders like big hedge fund houses as it is very resource intensive , but there are individual retail traders who are also in it.

 

[Do Or Die]

:lol:
there are many types of quants, any way number crunching and computations are only a part of it, now you say that " head and shoulders pattern" is coded, now when one back tests the code its pure numbers but the code is based on the pattern right.you can also do statistical analysis only in which there would be no technical analysis, but it encompasses both.
although its widely used by institutional traders like big hedge fund houses as it is very resource intensive , but there are individual retail traders who are also in it.

You are not bothered by what actual quant community says, and what your own quoted definition from investopedia says. I give up

 

[trump]

by the way technical analysis doesn't mean only patterns , it can be pure numbers such as moving avg.s etc, even then when one goes for building a quantitative trading system there is logic at its core which may be derived from a plethora of resources.
and you didn't reply to my post no 11.
and you forgot to read the last line of the investopedia definition.
and as you say if I have no brain then why you quote my posts, you could have just ignored it as a blabber.

 

[trump]

You are not bothered by what actual quant community says, and what your own quoted definition from investopedia says. I give up

there are many types of quants, so going by some segment would be misleading.by the way your first post was regarding auto trading and quantitative trading which was later ignored.by the way there is no point in giving up or giving in, its just a terminology which can be interpreted in myriad ways.I also quit on this.

 

[Do Or Die]

by the way technical analysis doesn't mean only patterns , it can be pure numbers such as moving avg.s etc, even then when one goes for building a quantitative trading system there is logic at its core which may be derived from a plethora of resources.

I'm a CFA myself and have engineering background spent 2 years learning QA. If you use the same language as here on those forums no one will bother to reply you.

and you didn't reply to my post no 11.

I did. Coding an idea does not means QA.

and you forgot to read the last line of the investopedia definition.

I did, you can look for other reliable sources for cross reference.

and as you say if I have no brain then why you quote my posts, you could have just ignored it as a blabber.

That was a pun and I apologized in same post. You have taken offense ok. But I see our discussion going nowhere, so let me the first to shut up.

 

[trump]

no dear no offense meant from my side, just your point I thought.by the way I am not that learned as you, CFA and an engineer.excellent qualification.may be an MBA would be added to the arsenal.