Webinar: Prototyping Trading Strategies in Python w/Ran Aroussi - Matlab, R project and Python | futures io social trading
futures io futures trading


Webinar: Prototyping Trading Strategies in Python w/Ran Aroussi
Updated: Views / Replies:2,131 / 27
Created: by Big Mike Attachments:0

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

Webinar: Prototyping Trading Strategies in Python w/Ran Aroussi

  #21 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,319 since Jun 2009
Thanks: 3,529 given, 3,931 received


andby View Post
Hi guys,

just wondering, did any of you guys actually tried to run Ran's notebook? Perhaps below happens only sometimes ... In Anaconda (Windows 10x64 - latest&greatest versions), "import talib as ta" returns module not found error ...
doing "conda info ta-lib" after adding <https://anaconda.org/Quantopian/> channel gives dependencies: numpy 1.9 & python 2.7 ... which kind of gets us back to the never ending package inter-dependency time-consuming discussion.
Was Ran running on python 3.6.0 (Anaconda 4.3.1 x64) or something else?

I think it was Python 3.5.2 (Anaconda 4.2.0).

Success requires no deodorant! (Sun Tzu)
Reply With Quote
The following user says Thank You to sam028 for this post:
 
  #22 (permalink)
 Vendor: diversifyportfolio.com 
PTA, Gauteng
 
Futures Experience: Advanced
Platform: Self built + Sierra + TWS
Favorite Futures: Stocks and Options
 
DarkPoolTrading's Avatar
 
Posts: 1,027 since May 2012
Thanks: 1,196 given, 1,282 received


andby View Post
Hi guys,

just wondering, did any of you guys actually tried to run Ran's notebook? Perhaps below happens only sometimes ... In Anaconda (Windows 10x64 - latest&greatest versions), "import talib as ta" returns module not found error ...
doing "conda info ta-lib" after adding <https://anaconda.org/Quantopian/> channel gives dependencies: numpy 1.9 & python 2.7 ... which kind of gets us back to the never ending package inter-dependency time-consuming discussion.
Was Ran running on python 3.6.0 (Anaconda 4.3.1 x64) or something else?

Keep in mind that Anaconda is just used as a convenience. There's no reason why you can't simply install each package as required into a virtualenv. That way you're not doing a system wide update to your installed python packages, and you're also not installing a massive library of packages when all you need is a handful of them.

It's fairly quick (and clean) to just create a virtualenv per project and only install what you need into it.

Diversification is the only free lunch
Reply With Quote
The following 2 users say Thank You to DarkPoolTrading for this post:
 
  #23 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,898 since Jun 2009
Thanks: 29,116 given, 81,738 received


Hi guys,

It is my pleasure to welcome back Ran Aroussi on Wednesday, May 24th @ 1:00PM Eastern US for another webinar.

This webinar is titled "Backtesting & Optimization Strategies w/Python", and bullet points include:

- Different types of backtesting
- How to prepare your data
- Backtesting pitfalls and how to avoid them
- Optimizing strategy parameters
- Monte Carlo optimization

Register for the event:
https://futures.io/webinars/

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.


Last edited by Big Mike; May 22nd, 2017 at 04:01 PM.
Reply With Quote
The following 3 users say Thank You to Big Mike for this post:
 
  #24 (permalink)
Webinar Host
Austin, TX
 
Futures Experience: Intermediate
Platform: F-16CM-50
Favorite Futures: JDAM
 
tturner86's Avatar
 
Posts: 5,700 since Sep 2013
Thanks: 9,781 given, 10,906 received
Forum Reputation: Legendary

Please note tomorrow's webinar is at 1 PM EDT. Not 4:30 PM EDT.

Reply With Quote
 
  #25 (permalink)
Elite Member
london
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 1 since Jul 2014
Thanks: 14 given, 0 received

Awesome webinar. Many thanks.
Cant wait for 3th and 4th.

Reply With Quote
 
  #26 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,898 since Jun 2009
Thanks: 29,116 given, 81,738 received

Webinar recording:



Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #27 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,898 since Jun 2009
Thanks: 29,116 given, 81,738 received

What did everyone think of the webinar?

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #28 (permalink)
Webinar Host
Austin, TX
 
Futures Experience: Intermediate
Platform: F-16CM-50
Favorite Futures: JDAM
 
tturner86's Avatar
 
Posts: 5,700 since Sep 2013
Thanks: 9,781 given, 10,906 received
Forum Reputation: Legendary

Ran posted his slides and code to github.

https://github.com/ranaroussi/futuresio-webinars

Reply With Quote
The following user says Thank You to tturner86 for this post:

Reply



futures io > > > > Webinar: Prototyping Trading Strategies in Python w/Ran Aroussi

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

FIO Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

May

An overview of volumetric analytical tools w/Sergey Sokolov @ PTMC

Elite only

John Hoagland (TBA)

Elite only

FuturesTrader71 Extended Ask Me Anything (AMA)

Elite only

Pete @ Jigsaw Trading (TBA)

Elite only

John @ No BS Day Trading (TBA)

Elite only

An Afternoon with FIO member Softsoap (being rescheduled)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Webinar: John Ehlers on Indicators for Effective Trading Strategies Big Mike Traders Hideout 64 May 13th, 2017 10:41 AM
Webinar: Ernest Chan - Comparison of Matlab, R, Python and more for trading Big Mike Matlab, R project and Python 16 November 7th, 2016 06:50 PM
Python Backtesting Libraries For Quant Trading Strategies Aufidius Matlab, R project and Python 2 August 23rd, 2015 07:55 AM
Webinar: Options Trading 201 - Spreads and strategies (Carley Garner) Big Mike Options on Futures 16 March 6th, 2013 08:22 PM
Knight Trading Program Ran Amok, With No ‘Off’ Switch Quick Summary News and Current Events 0 August 4th, 2012 06:20 AM


All times are GMT -4. The time now is 10:12 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-05-27 in 0.10 seconds with 19 queries on phoenix via your IP 54.145.118.24