[Alexander HornKeymaster10/04/2016 at 2:40 amPost count: 383]

#35931

How to install, launch, log-in, find your way

[John LawsonParticipant10/07/2016 at 12:56 pmPost count: 3]

#36057

I just signed up for QuantTrader. The only file I can open on my MacBook is the help file in PDF. I don’t see any instructions for downloading, opening and starting the other files. Please advise.

[VangelisModerator10/07/2016 at 1:13 pmPost count: 154]

#36058

Hello John,
You should receive a welcoming email with the download link as well as your username. Please contact us for further help.

[mitchParticipant12/02/2016 at 1:21 pmPost count: 7]

#36976

In the most recent blog post, Frank discusses the changes to the bond hedge in many of the strategies. I agree that adding TIP’s and rotating bond sectors as a hedge makes very good sense.

Are you making the updated strategies available in quanttrader? If so, can you please update the quanttrader download page.

Also, my current version 301S, does not allow me to build strategies with 5% allocations. I have to set the allocation to a minimum of 10% else the program crashes.

Thanks in advance for your help!

[John McGuireParticipant01/01/2017 at 8:46 pmPost count: 2]

#37451

I purchased quant trader tool about 30 minutes ago, trying to log-in using my user-name and password for 1st time and am not able to log-in. Even after resetting my password.

Please advise.

Thank you!

[Alexander HornKeymaster01/01/2017 at 8:47 pmPost count: 383]

#37452

Hi John, thanks for your interest. Looking into it and will come back in some minutes.

[awParticipant01/03/2017 at 3:26 pmPost count: 3]

#37523

With the QuantTrader Software, do I still need a signal subscription or are the signals easily accessible in the tool?

[VangelisModerator01/03/2017 at 5:27 pmPost count: 154]

#37524

The Quanttrader subscription is all you need. It includes the All-Strategy subscription so you will have access to all signals online and via email.

[jmadillParticipant02/02/2017 at 10:11 pmPost count: 1]

#38149

Quick question to the team: if I were to subscribe to a sample portfolio (say the MaxCAGR Vol<7% portfolio discussed in Richard’s recent article), how many trades (buy/sell) on average would I need to execute in a given year? Just trying to estimate the commission fees I’d run up. Any rough estimate would be helpful.

Thanks for the very interesting products,
Jamie

[Alexander HornKeymaster02/02/2017 at 10:27 pmPost count: 383]

#38151

Hi Jamie,

Thanks for your interest! Depends a bit on your account size, for example if running less than $50k I would drop the smaller allocations to some strategies (let´s day the 1-5% ones) and rebalance only if deviation to target allocation gets bigger than 5% precisely to reduce trading costs. As is I would guess about 120 transactions a year, but you can reduce it probably to half without impacting performance too much.

Use the Max CAGR Vol < 7% as template and built your own portfolio with the strategies you feel you can handle. Either in the online tool, or optimize your own mix with the Excel tool (on a rainy weekend).Also pick a good low cost broker with the tools you need. Interactive Brokers for example (and we´re really not affiliated!) has a rebalance tool where you see current % allocations by instrument, and then simply update these % allocations to the target (when needed due to allocation differences >5%). The tool will then create orders translated to shares.

This is what I mostly do, keeps cost down and speeds rebalancing up to 15-30 minutes.

[Gordon CooperParticipant02/17/2017 at 11:05 amPost count: 16]

#38449

Hi Alex-

I just subscribed to a QT trial a few minutes ago and downloaded QuantTrader311S.zip from the Updates page on the QT forum. When unzipped I ended up with two files: QuantTrader311S.exe and QuantTrader.ini.

So I downloaded a small group of symbols and started the Strategy Backtester. It works fine, but none of the LI strategies are populated into the Portfolio pull down window of the Strategy Backtester or listed in the Portfolio Manager tool. Also there were no pre-loaded symbols.

I’m guessing I’m missing a file or two.

Thanks,

Gordon

[Gordon CooperParticipant02/17/2017 at 2:29 pmPost count: 16]

#38455

PROBLEM SOLVED

I figured out the problem- When I extracted the .zip files, I changed the default location and extracted them to a folder within “program files”. But when I extracted to the default “downloads” folder, all is good.

[LanemcParticipant03/22/2017 at 9:18 amPost count: 10]

#39679

Good morning, just getting started with Quanttrader and have a question. Looking at the #NASDAQ 100 hedged portfolio, it appears to take the Nasdaq 100 Meta strategy and combine it with a hedge. I noticed that if I run the 100 hedged it selects 4 stocks, AAPL, MU NVDA amd SYMC. However, the current positions in the NASDAQ 100 Meta are NVDA, MU STX and WDC.

Not sure this real critical but it is a confusion factor for me. comments?

1 user thanked author for this post.

Alexander Horn

[Alexander HornKeymaster03/22/2017 at 3:54 pmPost count: 383]

#39683

You will find two Nasdaq strategies, the simple one corresponds to the signals we publish, the hedged one you mention is an extra for QT subscribers.

[Frank GrossmannModerator03/24/2017 at 8:34 amPost count: 157]

#39725

I think you reference to the “current allocation” window. This is in fact the allocation as calculated for the last available close. The one we publish is the allocation calculated with the last months close. The calculated allocations can change within the month, but it does not make sense to follow these changes in your portfolio. Rebalancing once per month gives better results.

[Alexander HornKeymaster03/30/2017 at 2:22 pmPost count: 383]

#39984

A recently added feature which is very handy, but probably we´ve not highlighted enough is the option to pull intraday prices into QT.

Why is this handy? Because it allows you to execute your rebalancing at-close with “fresh” intraday strategy signals.

For example tomorrow, March 31st, 2017, you can refresh intraday prices at 2pm EST, and comfortably execute before close of the markets – and relax over the weekend, while we cut signals for our non-QT subscribers.

Here a short instruction:
1) Open QuantTrader
2) Reload the Historical Data
3) Verify the intraday prices in the “Show Stock Data” window of the Trader window.
4) If you like, compare to Yahoo Finance prices.

Your strategy signals now consider the last intraday prices.

Warm and cozy feeling – powered by Logical Invest!

All the best,
Alex

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[ben123789Participant07/28/2017 at 8:33 amPost count: 4]

#44139

Hi All, I’m new to LI and haven’t had the chance to review the QuantTrader software yet. I’m wondering if that software can give a more up to date signals for all the quant strategies provided here? Other than the prices and the corresponding quantities, I was told that the signals provided on the online consolidated tool are updated only once or twice a month but I’d like to find a more real time signal if possible. Thanks.

EDIT: it seems that my question might’ve already been addressed by the posting above this one.

[Petr TrauškeParticipant08/14/2017 at 4:20 amPost count: 9]

#44590

Hello Alex,
where can I set leverage in Quant Trader? Usually I am trading with leverage 1:2. I am using your strategies and I am creating multistrategies from them. Have I to set it for each ETF individually or it is a way to set leverage for all strategies?

Best regards

Petr

[Alexander HornKeymaster08/16/2017 at 5:03 amPost count: 383]

#44652

Hi Petr,

there is no direct way to set leverage in QT. Easiest is to upscale the allocations outside QT before doing your rebalancing.

For example, if you´re using strategy A with 60%, B with 80% and C with 60% (total 200%), then you´d use 30%, 40% and 30% in QuantTrader (or let QT decide dynamic allocations), and double the allocations at ETF level before rebalancing.

[MarkParticipant08/21/2017 at 9:06 pmPost count: 7]

#44791

Hello Alex, would it be possible to publish the QuantTrader setting for all of the base LI strategies similar to what Tom Gnade published in his excellent Morpheus paper? As I’ve worked in QT, I’ve changed the settings on some of the base strategies and cant figure out a good way to get back without reloading and starting over. If there’s an easy way to get back, perhaps you could point me in the right direction. Thanks for the help

Best regards, Mark

[Alexander HornKeymaster08/24/2017 at 4:22 pmPost count: 383]

#44866

Hi Mark, simply download a fresh QuantTrader install and look at the setting and the included ini file. These include always the current parameter settings for all of our strategies. You can always keep different QT configurations and ini files in separate folders, e.g. one as playground, one for final testing and one for “production”.

Hope this helps

[Tanner DanceParticipant08/24/2017 at 4:11 pmPost count: 2]

#44862

I am curious if any one else is having the same issue as me. I have 3 different equity strategies and one bond strategy. I would like to backtest a combination of all four strategies with the model rotating between 3 of the four strategies but always be at least 50% invested in the bond strategy. When i click on components in the portfolio manager and go to min allocation for the bond strategy I put in 50% but this does not hold true in the back tester.

Does anyone know why or how to fix this?

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[Alexander HornKeymaster08/24/2017 at 4:19 pmPost count: 383]

#44865

Hi Tanner,

pretty impressive list of custom strategies in your screenshot, congrats! Did you yet hear about our “Post One – Get 10 back from the community” promotion?

Sounds simple, but can you try activating the check box at the min 50% allocation? Normally this option works like a charm. Or pls send me your ini file by email to see in detail.

[Tanner DanceParticipant08/25/2017 at 3:41 pmPost count: 2]

#44887

Hey Alex

I tried to click the check mark but it still does not work. When I click the check mark I click save and then see if it has updated on the backtester. After checking the backtester I open up portfolio manager again to see if the “Min Allocation” box is still checked and it is not.

Any idea why it is not saving? Even when I click save.

Thanks

[Alexander HornKeymaster08/28/2017 at 2:46 pmPost count: 383]

#44956

Yes, seems to be a technical glitch in recent version, worked fine in all V30x, so please try this one – but might encounter issues due to later implemented functionalities you´d be using.

[MarkParticipant10/28/2017 at 6:49 pmPost count: 7]

#47005

On the main portfolio screen under Allocations, what is the difference between the Actual & Invested tabs? The Alloc. % changes with the tab.

Thanks

[Alexander HornKeymaster11/01/2017 at 9:59 pmPost count: 383]

#47208

The “Invested” tab is the past allocation, e.g. from last rebalancing. The “Actual” is the current, a.g. as you would rebalance if today was rebalancing day.

[Gordon CooperParticipant02/16/2018 at 4:04 pmPost count: 16]

#50178

OPTIMIZING MEAN REVERSION VALUES FOR EQUITIES

Hi All-

I haven’t seen much forum discussion on the QuantTrader settings MEAN REVERSION WEIGHT and MEAN REVERSION PERIOD.

These two items have a huge impact on strategy performance. I have tried optimizing strategies using several different combinations of reversion weight and period. Some of the reversion combinations I have used are: 0.00 & 0.00, -50 & 3, -100 & 7, -200 & 15, -300 & 20 and -400 & 20, where the first number is Weight and the second is Period.

1) is there any way to have QT optimize the Mead Reversion factors?
2) if not, what setting combos do you suggest I try for equity strategies?

Regards,

Gordon

[Alexander HornKeymaster02/18/2018 at 2:57 amPost count: 383]

#50216

Hello Gordon,

our strategies are mainly based on the modified sharpe ratio, e.g. return and volatility. Mean reversion is so far rather an add-on to catch short-term price action reversals. Interesting enough, it works both for positive and negative weights, e.g. subtracting short term “over-shoots” that might revert to the mean, but also adding short term “under-valued” which might pick-up again.

So you see how it works, the formulae is simplified: Sm = (Rl + (MRw * Rp)) / V ˄ f, where MRw is mean reversion weight, Rp the return during the mean reversion period.

To your question:
1) Currently these variables are not considered in the optimization, and probably adding them would considerably slow down the brute-force optimization, so not on the to-do list for now
2) I normally use only short term periods, e.g. 2 to max 6 days, depending on the overall lookback period. Weights mostly +100 or -100.

Honestly never tried bigger values like +/-300 weight and 20 period, curious how these work, please share further findings.

1 user thanked author for this post.

Gordon Cooper

[Gordon CooperParticipant02/20/2018 at 11:01 amPost count: 16]

#50274

I have found (for stocks anyway) that optimizing using a Mean Reversion Weight of -200 and a Mean Reversion Period of 15 often improves performance over leaving the Reversion fields blank.

[StefanMParticipant02/23/2018 at 11:50 amPost count: 11]

#50351

Hi LI team,

I have enjoyed using QT in my trial period and have some observations:

1. I struggled to find a detailed explanation of how to interpret the QT Optimiser report (’50 shades of grey…’):
1.1 For example, I assume the red block in the report is the Optimiser’s choice of lookback and attentuator?
1.2 How do we tell if the portfolio is stable over the backtest period?

2. Do you have a link/video on how to create substrategies (along the lines of ‘the beast’ algo from Tom Gnade)?

3. For QT susbscribers, am I correct in understanding there may be the option for 1 to 1 training in Switzerland (being closest to my location in London)?

Thanking you in advance.

[Alexander HornKeymaster02/23/2018 at 7:35 pmPost count: 383]

#50356

Hi Stefan,

regarding 1) we´re just doing some video tutorials and will cover the optimizer in detail. Same to 2) not yet, in progress.

For 3) training, I´m sure Frank will happily meet with you when around Zurich area. But either of us can walk you through using Skype at anytime.

1 user thanked author for this post.

StefanM

[trrParticipant04/22/2018 at 9:55 pmPost count: 14]

#51822

Has anyone managed to get QuantTrader to work on a MacBook? — perhaps using a PC emulator or something?

[reuptakeParticipant04/23/2018 at 4:28 amPost count: 97]

#51832

trr wrote:

Has anyone managed to get QuantTrader to work on a MacBook? — perhaps using a PC emulator or something?

It runs under Parallels quite well.

1 user thanked author for this post.

trr

[VangelisModerator04/23/2018 at 9:47 amPost count: 154]

#51843

I own 2 macs with windows installed via bootcamp. QuantTrader runs fine on both. I also keep a small Amazon aws EC2 instance running windows 24/7 that I can remotely connect from anywhere and run QuantTrader (as well as other windows apps, costs around $14/month). This is good solution since you can connect from a borrowed laptop or even a smartphone and get the signals from anywhere.

3 users thanked author for this post.

reuptake, trr, trr

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