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skip to content the financial hacker a new view on algorithmic trading deep learning systems for bitcoin – part 1 since december, bitcoins can not only be traded at more or less dubious exchanges, but also as futures at the cme and cboe. and already several trading systems popped up for bitcoin and other cryptocurrencies. none of them can claim big success, with one exception. there is a very simple strategy that easily surpasses all other bitcoin systems and probably also all known historical trading systems. its name: buy and hold . in the light of the extreme success of that particular bitcoin strategy, do we really need any other trading system for cryptos? continue reading “deep learning systems for bitcoin – part 1” author jcl posted on december 27, 2017 march 25, 2018 categories machine learning , no math , system development tags autoencoder , bitcoin , blockchain , boltzmann machine , cryptocurrency , deepnet , economy , h2o , keras , money , mxnet , r , tensorflow 25 comments on deep learning systems for bitcoin – part 1 algorithmic options trading 3 in this article we’ll look into a real options trading strategy, like the strategies that we code for clients. this one however is based on a system from a trading book. as mentioned before, options trading books often contain systems that really work – which can not be said about day trading or forex trading books. the system that we’ll examine here is indeed able to produce profits. even extreme profits, since it apparently never loses . but it is also obvious that its author has never backtested it. continue reading “algorithmic options trading 3” author jcl posted on november 26, 2017 january 8, 2018 categories introductory , no math , system development tags call , earnings , etf , options , put , spy , strangle 22 comments on algorithmic options trading 3 hacking a hft system compared with machine learning or signal processing algorithms of conventional trading strategies, high frequency trading systems can be surprisingly simple. they need not attempt to predict future prices. they know the future prices already. or rather, they know the prices that lie in the future for other, slower market participants. recently we got some contracts for simulating hft systems in order to determine their potential profit and maximum latency. this article is about testing hft systems the hacker’s way. continue reading “hacking a hft system” author jcl posted on july 8, 2017 september 7, 2017 categories no math , programming , system evaluation tags arbitrage , es , etf , hft , latency , nxcore , spy 44 comments on hacking a hft system algorithmic options trading 2 in this second part of the algorithmic options trading series we’ll look more closely into option returns. especially into combining different option types for getting user-tailored profit and risk curves. option traders know combinations with funny names like “iron condor” or “butterfly”, but you’re not limited to them. with some tricks you can create artificial financial instruments of any desired property – for instance “ binary options ” with more than 100% payout factor. continue reading “algorithmic options trading 2” author jcl posted on june 18, 2017 january 7, 2018 categories introductory , system development tags binary options , black-scholes formula , butterfly , call , condor , options , profit diagram , put , strangle 26 comments on algorithmic options trading 2 bye yahoo, and thanks for all the fish just a quick post in the light of a very recent event. users of financial functions of r, matlab, python, or zorro got a bad surprise in the last days. scripts and programs based on historical price data suddenly didn’t work anymore. and our favorite free historical price data provider, yahoo , now responds on any access to their api in this way: continue reading “bye yahoo, and thanks for all the fish” author jcl posted on may 19, 2017 january 4, 2018 categories no math , programming tags api , google , yahoo 108 comments on bye yahoo, and thanks for all the fish algorithmic options trading 1 despite the many interesting features of options, private traders rarely take advantage of them (of course i’m talking here of serious options, not binary options ). maybe options are unpopular due to their reputation of being complex . or due to their lack of support by most trading software tools. or due to the price tags of the few tools that support them and of the historical data that you need for algorithmic trading. whatever – we recently did several programming contracts for options trading systems, and i was surprised that even simple systems seemed to produce relatively consistent profit . especially selling options appears more lucrative than trading ‘conventional’ instruments. this article is the first one of a mini-series about earning money with algorithmic options trading. continue reading “algorithmic options trading 1” author jcl posted on january 26, 2017 january 7, 2018 categories introductory , system development tags black-scholes formula , call , implied volatility , options , put , spy 49 comments on algorithmic options trading 1 better strategies 5: a short-term machine learning system it’s time for the 5th and final part of the build better strategies series. in part 3 we’ve discussed the development process of a model-based system, and consequently we’ll conclude the series with developing a data-mining system. the principles of data mining and machine learning have been the topic of part 4 . for our short-term trading example we’ll use a deep learning algorithm , a stacked autoencoder, but it will work in the same way with many other machine learning algorithms. with today’s software tools, only about 20 lines of code are needed for a machine learning strategy. i’ll try to explain all steps in detail. continue reading “better strategies 5: a short-term machine learning system” author jcl posted on august 12, 2016 june 18, 2018 categories 3 most clicked , machine learning , research , system development tags autoencoder , boltzmann machine , classification , confusion matrix , data mining bias , deepnet , experiment , price action , r , sharpe ratio , walk forward analysis 80 comments on better strategies 5: a short-term machine learning system get rich slowly most trading systems are of the get-rich-quick type. they exploit temporary market inefficiencies and aim for annual returns in the 100% area. they require regular supervision and adaption to market conditions, and still have a limited lifetime. their expiration is often accompanied by large losses. but what if you’ve nevertheless collected some handsome gains, and now want to park them in a more safe haven? put the money under the pillow? take it into the bank? give it to a hedge funds? obviously, all that goes against an algo trader’s honor code. here’s an alternative. continue reading “get rich slowly” author jcl posted on july 2, 2016 january 19, 2018 categories system development tags correlation matrix , covariance matrix , efficient frontier , etf , heatmap , markowitz , mean-variance optimization , money management , mvo , robo-advisor , sharpe ratio 82 comments on get rich slowly binary options: scam or opportunity? we’re recently getting more and more contracts for coding binary option strategies. which gives us a slightly bad conscience , since those options are widely understood as a scheme to separate naive traders from their money. and their brokers make indeed no good impression at first look. some are regulated in cyprus under a fake address, others are not regulated at all. they spread fabricated stories about huge profits with robots or eas. they are said to manipulate their price curves for preventing you from winning. and if you still do, some refuse to pay out , and eventually disappear without a trace (but with your money). that’s the stories you hear about binary options brokers. are binary options nothing but scam? or do they offer a hid

URL analysis for financial-hacker.com

http://www.financial-hacker.com/category/system-development/
http://www.financial-hacker.com/tag/decycler/
http://www.financial-hacker.com/tag/price-shock/
https://www.addtoany.com/add_to/linkedin?linkurl=http%3a%2f%2fwww.financial-hacker.com%2f&linkname=the%20financial%20hacker
http://www.financial-hacker.com/services/
http://www.financial-hacker.com/category/general/
http://www.financial-hacker.com/is-scalping-irrational/#more-483
http://www.financial-hacker.com/tag/information/
http://www.financial-hacker.com/the-cold-blood-index/#comments
http://www.financial-hacker.com/tag/spectral-filter/
http://www.financial-hacker.com/boosting-systems-by-trade-filtering/#more-320
http://www.financial-hacker.com/tag/support-vector-machine/
http://www.financial-hacker.com/build-better-strategies-part-5-developing-a-machine-learning-system/#comment-38949
http://www.financial-hacker.com/tag/mean-reversion/
http://www.financial-hacker.com/tag/fisher-transformation/

Whois Information

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Domain Name: FINANCIAL-HACKER.COM
Registry Domain ID: 1956270054_DOMAIN_COM-VRSN
Registrar WHOIS Server: whois.1and1.com
Registrar URL: http://registrar.1and1.info
Updated Date: 2017-08-31T07:09:49Z
Creation Date: 2015-08-30T07:10:30Z
Registry Expiry Date: 2018-08-30T07:10:30Z
Registrar: 1&1 Internet SE
Registrar IANA ID: 83
Registrar Abuse Contact Email: [email protected]
Registrar Abuse Contact Phone: +1.6105601459
Domain Status: clientTransferProhibited https://icann.org/epp#clientTransferProhibited
Name Server: NS-DE.1AND1-DNS.BIZ
Name Server: NS-DE.1AND1-DNS.COM
Name Server: NS-DE.1AND1-DNS.DE
Name Server: NS-DE.1AND1-DNS.ORG
DNSSEC: unsigned
URL of the ICANN Whois Inaccuracy Complaint Form: https://www.icann.org/wicf/
>>> Last update of whois database: 2017-09-08T10:05:55Z <<<

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The Registry database contains ONLY .COM, .NET, .EDU domains and
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  REGISTRAR 1&1 Internet SE

SERVERS

  SERVER com.whois-servers.net

  ARGS domain =financial-hacker.com

  PORT 43

  TYPE domain

DOMAIN

  NAME financial-hacker.com

  CHANGED 2017-08-31

  CREATED 2015-08-30

STATUS
clientTransferProhibited https://icann.org/epp#clientTransferProhibited

NSERVER

  NS-DE.1AND1-DNS.BIZ 217.160.81.1

  NS-DE.1AND1-DNS.COM 217.160.82.1

  NS-DE.1AND1-DNS.DE 217.160.80.1

  NS-DE.1AND1-DNS.ORG 217.160.83.1

  REGISTERED yes

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