Discover and read the best of Twitter Threads about #algotrading

Most recents (23)

Here is the thread­čžÁ of our most viewed blog on algorithmic trading which we think will be helpful for you.

Part 1

#Thread #StockMarket #algotrading #trading #blog #Trending #Python #career #MachineLearning
1 - blog.quantinsti.com/install-ta-libÔÇŽ
Learn how to install the Ta-Lib python library on Windows, macOS as well as Linux. Also, create technical indicators using Ta-Lib and plot them.

#Python #Linux
2 - bit.ly/3oGT2ln
This blog will empower you to be able to use the Python codes to fetch the stock market data of your favourites stocks, build the strategies using this stock market data and analyse this data.
Read 8 tweets
Types of regression in finance - What are they? How to learn about them? This is your one-stop #Thread to the various types of regression.

­čžÁ(1/4)

#finance #regression #stockmarket #trading #trader #traderlifestyle #career #finance #machinelearning #algotrading
Read 4 tweets
How to develop yourself in High-Frequency Trading. First topics, books and good practices.

#HFT #trading #cryptocurrency #algotrading
First of all, I would like to tell you that it is only my opinion about how to develop yourself in HFT and I based it on my experience and background. The most important thing is to be critical and think for yourself.
I think that a great HF Trader should be good in a lot of things. Do not concentrate only on one thing - it will not be good, because a good HF Trader has to be also a leader, not only for algo traders but also for developers and other people. You have to have a lot of skills.
Read 19 tweets
Grab your seat and fasten your seatbelts, because the biggest LIVE Trading Marathon is here ÔťĘ sedg.in/2hdy8vri

Presenting, SuperSix! A 2-Day LIVE Trading Marathon with 6 eminent mentors with 6 distinct styles­čôŐ­čôł

Scroll down for the lineup(­čžÁ)... (1/7)
1. Learn to use RS More Efficiently to filter out the strongest stocks in the market, guaranteed for ­čÜÇ­čÜÇ

Join Premal Parekh (@premalparekh) and his RS Warriors: sedg.in/27l9pts5 (2/7)
2. The mastermind behind OI Pulse, Sivakumar Jayachandran (@Justsiva123) has earned a name for his unique #Options Strategies!

Learn his Open & High Strategy in Index Options & #Futures­čôł

Book your seat­čĹë sedg.in/tcla7jhu (3/7)
Read 7 tweets
(2) Yatay piyasa filtrelerinin amac─▒ ├Ânce yatay piyasan─▒n varl─▒─č─▒n─▒ belirlemek sonras─▒nda da o kural─▒n─▒za g├Âre yani piyasa yataya sar─▒nca a├žt─▒─č─▒n─▒z i┼člemi kapamak veya hi├ž i┼člem a├žmamakt─▒r. Kullan─▒rsan─▒z i┼člem say─▒n─▒z azalacakt─▒r.
(3) En klasik/basit yatay piyasa filtresi ADX'tir. Grafikte 30 dk alt─▒ periyotlarda ADX(14) i├žin 25 daha uzun periyotlarda 20 de─čeri trend varl─▒─č─▒ i├žin s─▒n─▒r kabul edilir. Yani sisteminizi yatay s─▒n─▒rlar─▒n─▒z i├žinde i┼člem yapmas─▒n isterseniz .... "AND ADX(14) > 20" yazacaks─▒n─▒z.
Read 14 tweets
Make best out of your hedges
1. Buy pe /ce strike 1000 points away from atm for nifty and 2000 points for banknifty on Friday morning as MIS weekly expiry
#Nifty #banknifty #algotrading
1/n
2. Execute your intraday straddles / strangles during the day .
3. Close your straddles / strangles at 3.10
4. Covert your hedges from MIS to NRML after 3.10

2/n
4. Next day at market open letÔÇÖs say at 9.20 convert your hedges from NRML to MIS
5. Execute your intraday trades
6. Repeat above steps till expiry day
7. On expiry either close hedge trades at 3.20 or leave them to expire worthless
3/n
Read 5 tweets
How I have automated my #algotrading and spend less than Ôé╣10 to execute it monthly. This is running on #AWS

Thread ­čĹç

1. use Python to execute the #algo
2. commit the #algo files in a git repo - I use GitHub (you can use anything else)
3. Use AWS Lambda to start and stop the AWS ec2 small instance (I will switch to AWS Fargate later)
4. Pull the latest code from git.
5. Server starts at 9am - auto-login
6. starts data service by 9.15am and start collecting data for signal generation
7. Wait for Signal
8. Log everything in a log file.
9. All positions and PNL are logged every minute to the Dynamodb database. (This helps to understand what happened through the day)
10. close all positions at 3.14pm - send PNL on telegram
11. upload all log files to AWS s3 for review.
Read 5 tweets
Design your first algorithmic trading system using this simple approach:

(1/5) To begin with, design a simple strategy that works and can be executed using a simple infrastructure. As far as possible, keep it simple, intuitive and donÔÇÖt overuse indicators.
(2/5) Once backtest results are positive, conduct a walk-forward test or a paper trading test, and see how the system behaves in the live market environment.
(3/5) Once you establish that the system is behaving as expected, you may start running the strategy in the live market environment. Start with a small capital and gradually increase the allocated capital, donÔÇÖt go too big too soon.
Read 6 tweets
My misconceptions (MC) cleared by Algo & backtesting (BT) on Intraday Trend following system (Cash Market)

MC-1: Algo trading is THE ONLY REMEDY to all trading issues and making money.

Realism vs MC-1 :
My Algo is merely a reflection of what you are up to till that point.
1/n
Algo will not render holy grail strategy by solving RR, MM, DD and psychological issues.

Algo is Just a tool to outsourcing my clerical job of finding and executing trades as per my trade setups.
2/n
So, I can avoid staring trading screen to work on other day to day activity.
I must develop better understanding about market, RR, MM, psychologically and continue to evolve with the market personally.
3/n
Read 12 tweets
A small thread on various historical data analysis and trading strategies articles that I have shared so far. #TradingSystem #AlgoTrading 1/n
"Is long strangle strategy profitable?" squareoff.in/is-long-strangÔÇŽ
"Is #Intraday trading profitable?"
Every long term investor was once a Intraday trader.

If you avoid the below three mistakes, intraday trading is definitely profitable.

squareoff.in/is-intraday-trÔÇŽ
"The best way to invest in #StockMarket, follow this simple rule"

LetÔÇÖs consider two different scenarios,

Market crashes after your investment
Market rallies after your Investment

squareoff.in/the-best-way-tÔÇŽ
Read 50 tweets
1ÔâúTeknik analizde dikkat etti─čim bir ka├ž ayr─▒nt─▒ yazay─▒m. #GARAN #isctr #asels #petkm #tuprs #thyao #algotrading #viop30 #silver #GOLD #Bitcoin #BIST30 #BORSA #GUBRF #ekgyo #dohol #kozal #karsn #kartn #sise #krdmd #teknosa
2Ôâú ─░ndikat├Âr olarak mobil uygulamada 50-100-200 periyotluk basit hareketli ortalama kullan─▒yorum. Formasyon olarak dikkat ettiklerim 3'l├╝ dip veya tepe. Ciddi bir diren├ž veya destek k─▒r─▒lacaksa genelde 3.seferde k─▒r─▒l─▒r. 3 defada k─▒r─▒lmad─▒ysa en olas─▒ durum piyasan─▒n d├Ânmesidir.
3Ôâú 2'li dip/tepe pek dikkate alm─▒yorum. RSI hi├ž sevmiyorum ├žok anlams─▒z buluyorum. Sadece orta-uzun vadeciler i├žin fiyatla pozitif/negatif uyumsuzluk anlam─▒nda i┼č yap─▒yor. Bunun i├žin en az 60 dk hatta daha ├╝zeri periyotlara bakmak laz─▒m. Benim gibi 5 dk-15 dk.c─▒lara uygun de─čil.
Read 10 tweets
S─▒r gibi saklan─▒p k├╝├ž├╝k yat─▒r─▒mc─▒ya g├Âsterilmeyen form├╝ller;

1Ôâú GOLDENCROSS;
Cross(Mov(c,50,s),Mov(C,200,s))
*kullan─▒c─▒ peryot de─či┼čtirlebilir
**kullan─▒c─▒ tersini yazarak a┼ča─č─▒ kesenleri de bulabilir

#matriks #algoritma #algotrading #explorer #taramaForm├╝lleri Image
2ÔâúCross(Mov(c,10,e),Mov(C,50,e))

10g├╝nl├╝k hareketli ortalamas─▒ 50 g├╝nl├╝─č├╝ kesenler

*kullan─▒c─▒ peryot de─či┼čtirlebilir
**kullan─▒c─▒ tersini yazarak a┼ča─č─▒ kesenleri de bulabilir

#matriks #algoritma #algotrading #explorer #taramaForm├╝lleri Image
3Ôâú son 3 peryottur hacmi artanlar
sum(v>ref(v,-1),3)=-3

*kullan─▒c─▒ 3 vs de─či┼čtirebilir

#matriks #algoritma #algotrading #explorer #taramaForm├╝lleri Image
Read 40 tweets
2020 has been an eventful year. Ending with 148%.
#thor performed extremely well when markets tanked and volatility spiked.
A minor allocation of portfolio to such strategies will help in hedging during such volatility.

#Nifty #NiftyBank #NIFTYFUTURE #banknifty Image
Monthly % returns and actual pnl Image
Tested 30% drawdown twice, when consecutive SL hit exceeded backtest figures and slippages. Emotionally not responding to the DD helped in sailing through. #bankniftyfuture Image
Read 4 tweets
1Ôâú ─░yi ak┼čamlar herkese. Yine sorulardan gidelim. Yeni ba┼člayanlara tavsiye sorulmu┼čtu. Bu ak┼čam biraz anlatmaya ├žal─▒┼čay─▒m bu konuyu. #V─░OP #V─░OP30 #BIST30 #GARAN #ASELS #THYAO #EREGL #Algotrading #USD #DOLAR #DolarTL #Alt─▒n #GOLD #BTC #fx
2Ôâú Arkada┼člar borsa b─▒rak─▒n zengin olmay─▒ k─▒sa s├╝rede para kazan─▒lacak bir mecra kesinlikle de─čil. ├ľncelikle herkesin bunun bilincinde olmas─▒ laz─▒m. ├çok artt─▒ veya ├žok d├╝┼čt├╝ diye bir hisse al─▒nmaz veya sat─▒lmaz.
3Ôâú Hisse almak ciddi bir i┼čtir. Piyasan─▒n o an belirli bir fiyat bi├žti─či bir hisse i├žin, o hissede i┼člem yapan herkese "Ben bu i┼či sizden daha iyi biliyorum, bu hissenin fiyat─▒ bu kadar olamaz ger├žek de─čeri bu kadar olmal─▒" diyorsunuz ├ž├╝nk├╝. Yapt─▒─č─▒n─▒z i┼čin ciddi oldu─čunu bilin.
Read 12 tweets
1Ôâú Temel sorular geldi─či i├žin bir ka├ž ├Ârnek payla┼čmakta yarar var gibi g├Âr├╝n├╝yor. #V─░OP #V─░OP30 #BIST30 #GARAN #ASELS #THYAO #EREGL #Algotrading #USD #DOLAR #DolarTL #Alt─▒n #GOLD #BTC #fx
2Ôâú Gel vatanda┼č gel #matriks 'te robot nas─▒l yap─▒l─▒r burda :) Golden crossla ba┼člayal─▒m. ├ľnce herhangi bir hissenin grafi─čini a├žal─▒m. ─░stedi─čimiz periyodu se├želim. #KCHOL g├╝nl├╝k bakal─▒m. Sonra sol ├╝stteki "KHN" men├╝s├╝nden "System Tester" se├želim. Sonra "Yeni System" ImageImageImage
3Ôâú Sisteme Golden_cross ismini verdim. 50 periyotluk ├╝ssel hareketli ortalama, 200'l├╝─č├╝ yukar─▒ kesince als─▒n. Tam tersi durumda da sats─▒n. ─░sterseniz ├Ân tan─▒ml─▒ fonksiyonlardan "moving average" se├žip d├╝zenlersiniz veya kodlamaya a┼činaysan─▒z direk yazabilirsiniz. Image
Read 9 tweets
Both #Nifty & #BN Algo are still in the long trade giving back a decent amount of profits from today's high. #Systemtrading #Algotrading #discipline
#BankNifty Algo exited at 23945.5 with 1648 points in the bag. #Nifty Algo still in the trade
#Nifty Algo too exited at 10505.1 and went short. Gave back 250+ points profit.
Read 3 tweets
Pandemi nedeniyle yazl─▒─ča ve kalabal─▒k tatillere gidemedim, baba oca─č─▒nday─▒m.

Yaz KaradenizÔÇÖde kurak ge├žiyor.

Bu f─▒nd─▒k bah├želeri i├žin b├╝y├╝k s─▒k─▒nt─▒, ├žift├žiler i├žinse ├Ânemli bir dert.

B├╝t├╝n g├╝n├╝m bu derdi bertaraf etmekle ge├žti.

Toprakla u─čra┼čmak insan─▒ yorsa da huzur veriyor ImageImageImageImage
Piyasalarla u─čra┼čanlar─▒nsa dertleri bamba┼čka:

S├╝rekli ekran ba┼č─▒nda olmak,
Haber takibi yapmak,
Sinir & Stress...

─░ster beyaz yakal─▒ olun,
ister ├žift├ži,
ister holding patronu...

Robotlar─▒n─▒z varsa b├Âyle ┼čeyler derdiniz olmaktan ├ž─▒k─▒yor.

Sizin yerinize onlar bu i┼čleri yap─▒yor. Image
Tek derdiniz sadece daha iyi sistemler geli┼čtirmeye ├žal─▒┼čmak...

Bunun i├žinse haftada birka├ž saat ├žal─▒┼čma yapmak yetiyor.

Geriye kalan zamanlarda herkes i├žin dile─čimse:

Bol huzur ve sa─čl─▒k.

#AlgoTrading ImageImage
Read 3 tweets
(1/2) #AlgorithmicTrading #AMA - We bring to you the most asked questions about #AlgoTrading. Nitesh Khandelwal (Co-founder and CEO, QuantInsti) answers them in the form of short narrative videos.

Check out the entire playlist here: bit.ly/AMAPLYT
What is High-Frequency Trading, Low-Frequency Trading and Medium-Frequency Trading?


#HFT #LFT #MFT #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading
Where to get historical and real-time market data?


#Data #marketdata #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading #traders #trading
Read 25 tweets
#1
HereÔÇÖs the Trade Setup for the Volatility Burst Strategy:
Volatility = ATR of the last 20 Days
High & Low Vol = Highest High & Lowest Low of Volatility in last 252 Days
Upper Band = Highest High of High over the last 50 Days
Lower Band = Lowest Low of Low over the last 50 Days
#2
Back-test reports of the Volatility Burst Strategy show that its Annual Return Percentage is 28.47%. This is what the equity curve looks like.

As you can see, itÔÇÖs important to take a position at the right time. But itÔÇÖs also important to know how to exit when youÔÇÖre losing.
#3
The drawdown graph of the Volatility Burst Strategy shows the maximum loss incurred.
The next step? WeÔÇÖre going to add a trailing stop loss and see what happens next.
#backtobasics #trading #algotrading #backtesting #volatility #indicator #drawdown #volatilityburststrategy
Read 5 tweets
Thanks much for the wonderful feedback, we are really glad that our #TradingBots helps the retail traders. Back in 2015, i remember spending lacs to setup an #AutomatedTrading system like this but now the same is available at 1/10th of the cost. #UPSTOX #Zerodha #algotrading ImageImageImageImage
It really feels great seeing such good feedback, it's worth all the time n effort we put in creating this #TradingBots Image
Yet another profitable day for the #Trading bot users. Only #Traders who trade with a #TradingSystem can be a successful trader in the long run. Join the list of #AlgoTrading users community and make the most out of our free trading bots. t.me/squareOff_ChanÔÇŽ ImageImageImageImage
Read 7 tweets
Starting this thread on the handpicked videos about investments & life I found intriguing. Looking forward to knowledge & Goodwill compounding
#gyanwithsatwik #ValueInvesting
1) "We should be a little more sceptical about our ability to build Excel models, calculate margins of safety & give more focus to think about people"Rob Vinall
Of RV Capital in an eye opener on mgmt. quality judgement
Link:
Courtesy @abhymurarka
"Participation in price movement is not same as ownership of business"- Anthony Deden
Amazing insights into capital preservation, fallacies of #WallStreet , seeing #stocks as participation by @RealVision
These 145 mins will leave you thinking for days
Read 32 tweets

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