Monkey Trader

How to measure dispersions of stocks?

Given n stock time series X 1 , X 2 , ... X n , I want to measure how much they have dispersed over time. For example, are they moving "more together" this year co If there are only 2 time series, then I can just calculate the correlation of X 1 and X 2 . ...

3
1,787
1 year ago
 
admin

Connect Trading Account with Kucoin

ALGOGENE now supports users to trade with Kucoin accounts using ALGOGENE dedicated trading gateway! ...

2
4,840
1 year ago
 
user

Hi , is it possible to import a cython module into

Hi , is it possible to import a cython module into the strategy code to use its functions ? ...

1
1,539
1 year ago
 
Kyle

Futures on Interactive Brokers

Is it possible to trade futures on Interactive Brokers through Algogene? I want to set up some TV webhooks for a few strategies I've developed but it appears that it may not be poss ...

3
1,952
1 year ago
 
Kaonashi

Simple concept about portfolio

In a simple setup, let's say (w 1 , w 2 ) are weights invested in assets 1 and 2. I only saw discussions when w 1 +w 2 =1, even if short selling is allowed. ...

2
1,752
1 year ago
 
Nicole

Unleashing the Power of Robo-Traders: A Comparative Analysis

In the fast-paced world of financial markets, algorithmic trading has emerged as a game-changer, providing traders with a competitive edge and the ability to capitalize on market opportunities swif ...

0
2,335
1 year ago
 
Mukesh Ram

How to implement CAPM?

This may be a simple question. My trading idea is to buy stocks which have positive excess return base on CAPM theory. Anyone can give some guidance how the backtest code should be ...

2
1,761
1 year ago
 
admin

Guideline to use ALGOGENE Wallet

What is ALGOGENE Wallet? It is a stored value digital card to make efficient online payment/transfer on ALGOGENE. Some of the benefits include: fast payment process to purchase on ALGOGENE ...

0
2,336
2 year ago
 
Gary Fung

How to close orders by orderRef?

Hey there! I have a backtest script containing multiple strategies. I managed the orders in a way that orders opened from the same strategy will have the same order reference. ...

1
2,171
2 year ago
 
Tommy Lai

How to register Bitget account for HK residents?

Hi, we are participants for the Algo Trading Challenge 2023/24 (Global) for the crypto stream. We check that Bitget website is not accessible for HK residents. How can we register Bitget acc ...

1
4,108
2 year ago
 
Zero

Backtest setting question for competition

Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...

1
2,041
2 year ago
 
Nezuko

Too annoying for IBKR to re-auth weekly...

Hi, does anyone use IBKR TWS for trading? I've been getting lots of "None" type returns from IBKR's API. Is IBKR's API still doing that thing where you have to install their clien ...

1
1,763
2 year ago
 
cau

Introducing Singular Spectrum Analysis (SSA) for Time Series Decomposition

By performing the Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) on moving average helps improve the sensitivity of the model to pivot points and rebounces. SSA is often use The aim of SSA is to decompose a time series into smaller components to better interpret its trends. SSA takes the chracteristic difference between a sliding window as the major contributing signal ...

2
3,473
2 year ago
 
Ivan

A good strategy must outperform in many uncorrelated assets?

Hello, I've been backtesting many different ideas and i have been talking with a friend about this topic and we conclude that there's no a general ...

2
2,184
2 year ago
 
admin

Guideline to setup Incoming Webhook Signal with TradingView

We are excited to announce the release of our latest feature - Webhook signal trading! Now, you can trigger your ALGOGENE strategies based on TradingView alerts! This means a new world of possibilities such as: ...

6
32,779
2 year ago
 
Zhang Jun

Bond Market Introduction

A bond is a financial instrument typically issued by a government, company, or other entity to raise funds. A bond is a form of borrowing in which the issuer (debtor) lends money to the buyer (cred ...

1
2,392
2 year ago
 
admin

Guideline for Performance Report Generator

ALGOGENE is excited to announced a new system feature for performance report generation! Unlike usual backtest where you are required to code and define your trading logic/model, this function is f ...

2
2,744
2 year ago
 
小霸王

What is the best method to extrapolate financial time series?

As titled, from you guys experience, what would be the best extrapolation method suggested for future price prediction? ...

2
2,184
2 year ago
 
admin

A Python Example to Publish Trading Signal using REST API

Hi there! If you are managing your own trading system(s) on a local server, and want to list them on Algo Marketplace to attract inves ...

1
3,317
2 year ago
 
admin

Connect Trading Account with BingX

ALGOGENE now supports users to trade with BingX accounts using ALGOGENE dedicated trading gateway! ...

1
7,966
2 year ago
 
Kelvin Yeung

What percentage of investor really make money?

Hi all, as titled, I am curious to know how many people can really make money in financial market. Any reference link to some research or reports will be much appreciate. ...

3
2,438
2 year ago
 
admin

Connect Trading Account with MEXC

ALGOGENE now supports users to trade with MEXC accounts using ALGOGENE dedicated trading gateway! ...

0
9,161
2 year ago
 
Donald

Order closed with unexpected price

Hi there, I have a script running in the live-test environment. I found that one of my order for 7500HK was closed at $4.77 on 7-Jul. However, I checked other data sources, the lowest price on that day doesn't hit that low. ...

2
2,005
2 year ago
 
I can beat Buffett

Understand the difference between Pip, Point, Tick

Pips, Points, and Ticks are common trading terms to describe price changes in financial markets. The use of these terms depends upon the market being discussed and the amount of the price change in ...

3
3,524
2 year ago
 
SuperB

Question about restart algo

When I restart the algorithm, will the variables and its stored values in previous script be deleted or not? If the variable won't be deleted, can the system handle new variables I added under " __init__() "? ...

2
2,241
2 year ago



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