Quantitative trading and quantlib
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Thread: Quantitative trading and quantlib

  1. #1
    Hello, I am investigating neuronal networks and quantitative trading.I am interested in knowing if someone here has used Quantlib and what is his opinion about it.I hope to launch something to the public in a few months.For now, everything is very experimental.Greetings!

  2. #2
    What tickets do you plan to use?Only the price?

  3. #3
    The quantitative trading is new to me, but I want to focus on configuring profitable stupps of price action.I think in this case it is probabilities.In other words, what I hope to obtain is the identification of patterns such as PIN bars in James16's thread.But it does not have to be so obvious to the naked eye, provided that the software can identify it;So you will have many more high probability settings.I think that even if you take the last 2 waves of 1h or 4h, you can use genetic algorithms and find good configurations with a probability of more than 65%.

  4. #4
    So ... the answer to your question is a resounding no!I will definitely not use the price.I am creating a tool in which you can visually link inputs and exits.In this way, you can train your own neuronal network using, for example, the MA rainbow (as in the Linuxtroll system

  5. #5
    Ahhhh, very interesting .... I should have warned you that I have been investigating a lot about neuronal networks lately ... and Linuxtroll's rainbow was the first thing I thought.In fact, I used 100 more to train a neuronal network, but then I realized something ... the most are really just recalcules of the same price, so the price is the purest form of its movement.In other words, the patterns in the price should be better than any arc pattern in NN (in theory

  6. #6
    Quantlib will not serve at all in the Forex spot market;It is more oriented to the creation of models for fixed income markets and derived from interest rates.

  7. #7
    Interest rates have a lot to do with Forex, for example, Australia/New Zealand bonds.I currently work at a quantitative trading firm (own trading

  8. #8
    Do you really think that neural networks can capture something useful in markets?It seems to me another attempt to over-technify something that should be easier.In the end, we are talking about prices and trends, not a mission to Mars.Sometimes I think that these complex models only serve to justify that people pay for ideas that do not achieve what they promise.That said, I know that many have taken the neuronal networks and quantitative models juice.Maybe I am a little outdated, but I still believe that nothing exceeds a careful reading of the graphics and some intuition.I would like to know how it has gone and if you really see difference in performance.

  9. #9
    Of course, I understand skepticism.But the difference here lies in how you address the data and what logic you apply.The advantage of neuronal networks is that they can identify patterns that may not be so evident to the human eye, especially in small temporal frames.The problem is not the tool, but how you use it.Models and algorithms do not replace human judgment, but complement it.I have spent hours looking at graphics and I can assure you that having a quantitative tool allows you to do the analysis much faster and more precise.

  10. #10
    If you need a neuronal network for trading to work, it is that you are doing something wrong.Honestly, I see all this as a way of hiding the lack of skill after a lot of mathematics.Or have you had such bad experiences that you now depend on complex formulas to earn money?I do not say that your project does not have merit, but it may be more useful to invest time in learning about real trading and simplify things instead of getting tangled up with models that only generate noise.After all, a neuronal network will not change the nature of the market.

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