SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Statistical data gather for you

May 2nd, 2019, 2:57 am

Dear everyone.

https://www.surveymonkey.com/r/37FRQ5K

While all of you might have been looking away, I've settled down with my trusty excel and done the following.
1st of May, Called up as many banks, investment firms and research firms as possible.
More than 40 larger organizations have already had my call or gotten an email from me. I still have  large number to go and will sadly not have time to call or produce emails before the weekend is upon us. If any of you have already been contacted by me, ask your receptionist if anyone from Denmark called during the week or check your company email addresses, I'm sure to have had an email going to your company if it's anywhere on the top 10 list found on google.

I'm doing this to better understand what all of us are thinking about and what we might be capable of doing to develop ourselves in regards to finance, I've used the search engines on the quantforums Wilmotts and QuantNET to research the following.
What is the difference between the new comers and the pros?
What mathematics, programming and general expertise divides the two groups?
What topics do the new comers look at? What do the pros look at? What do the pros of the pros look at?
How well connected is the quants community to reality? Do they interact with the more down to earth parts of the financial world? Brokers, other researchers and consumers?

Going forward I will also be doing research from two more perspectives, I will be seeking out brokers, government connections such as the FED, taxing departments in my own country and ECB, alongside those I'll be adding on technical analysts to correspond expertise areas from Quants and Technical analysts.

1. Absorb, store and process all the necessary data from Broker and investment researcher sites and forums, via FB, forums and other sites(to be found soon)
Ask the brokers, investment researchers and others about the following in simple terms
What mathematics do you use for understanding the financial markets?
How exposed to news, psychology, interpersonal relations, poltics and the consumers are you?
Are you well connected with the other groups Quants, brokers, Investment researchers?
What topics are trending for these groups? In here it's maths and particularly SDEs PDEs stochastics, what turns the crank for brokers, investment researchers and so on, is there anything to be learned?
What do these people look at mostly?

2. After gathering data I will start crunching on the following major topics
What do everybody look at collectively as in data? Where do they find it?
Are there differences? Are they Major? Could any particular group become better?
What Major topics fills the heads of everyone? Volatility? Risk? Crisis? Debt?
Who is most exposed to the real world? Who could take being exposed a little more?
What are the forefronts? And who are the front runners?

When I move along on all of this I will be updating my statistics and diagrams everywhere to keep all of you updated with what I find. I won't promise beauty in my diagrams and statistics, but I will move towards getting them to look better as I reach the finishing line. I also have put out a series of questions on a large number of forums, if any of you stumble across one of those. PLEASE! Do reply


Best regards Mark Brezina
Attachments
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Last edited by MarkBrezina on May 2nd, 2019, 8:53 pm, edited 5 times in total.
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: Statistical data gather for you

May 2nd, 2019, 3:33 am

Furthermore, all of the big fellas Like Amin, Cuchulainn, Alan, Ppauper, ISayMoo, Outrun, Katastrofa, Paul and Bearish at Wilmott's forum.
These people have more than 1000 posts, thereby one could assume they're experienced in compare to a newbie like myself with 2 posts.
I have yet to search through QuantNETs forum in regards to the big fellas


The common technical trend topics in their posts are SDEs(statistical/stochastic differential equations), ODEs, PDEs, software development, Machine Learning, Neural Networks and AIs. Perhaps even differential geometry, topology and very high order maths

Meanwhile the students might focus on the following. Statistics, distributions, probability and perhaps very slightly PDEs and stochastic variables. 
The students therefore have to understand the following, it's not ONLY about statistics
Last edited by MarkBrezina on May 2nd, 2019, 5:03 am, edited 1 time in total.
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: Statistical data gather for you

May 2nd, 2019, 3:39 am

If any of you would like for me do any more on these subjects.

Please do take the time to, very briefly, reply to my question in the student forum section.
viewtopic.php?f=8&t=101798

It might be quite hilarious to you that anyone would poke around like this. But this is dead serious to me. I will find the information I want, with or without your help. So! Please reply quite briefly, because I have near impossible amounts of data and only myself + my excel.

Best regards Mark Brezina
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: Statistical data gather for you

May 2nd, 2019, 6:05 am

The majority of you guys use C++ or Python,
You want intraday, daily or monthly, high-frequency if possible and realtime.
the data and information gathering pages you use are

For newbies(like myself) https://www.quantstart.com/articles
World bank data yty https://data.worldbank.org/indicator/ny ... view=chart
Tradingview https://www.tradingview.com/ most used by respondends in FB group https://www.facebook.com/groups/stockma ... uktraders/
Yahoo Finance https://finance.yahoo.com/
Historical FX Rates: http://oanda.com/convert/fxhistory
Historical intraday https://www.quantshare.com/sa-426-6-way ... ock-market
Historical MIXED data https://pitrading.com/historical-market-data.html
Historical MIXED data http://www.kibot.com/

Forex https://www.forexite.com/default_en.htm ... enuItem=34
Forex historical data http://ratedata.gaincapital.com/2018/12%20December/
Forex Metatrader data http://www.mechtrading.com/
Dataset company https://quantquote.com/
MIXED https://www.alpari.com/en/
Everything economics http://www.economagic.com/
Economic data http://econompicdata.blogspot.com/
Real time Equities data http://www.iqfeed.net/QCollector/index. ... n=services
Historical Stock Prices: 
http://finance.yahoo.com/q/hp?s=yhoo
Recent LIBOR rates: 
http://www.bba.org.uk/public/libor/
Some Implied Volatilities: 
http://www.ivolatility.com
Delayed Commodities: 
http://www.liffe-commodities.com/
US Fundamentals: 
http://www.sec.gov
Economic data:UK: 
http://www.statistics.gov.uk
US: http://www.census.gov , http://www.bls.gov , http://www.federalreserve.gov , http://www.ssa.gov , http://www.treasury.gov
Dukascopy https://www.dukascopy.com/swiss/english/home/
Gilts https://www.macs.hw.ac.uk/~andrewc/gilts/

The financial forecast center https://www.forecasts.org/
U.S treasury bonds futures https://www.cmegroup.com/trading/intere ... -bond.html
Berkeley Options Database with high quality data, only available at universities and years 1976-1997

Wolframalpha, all sorts of knowledge, maths, physics, etc. https://www.wolframalpha.com/
Quandl https://www.quandl.com/

Blogs, websites and non data related
https://quantivity.wordpress.com/
https://quantocracy.com/
https://allocatesmartly.com/?aff=634
https://financial-hacker.com/
http://www.quantatrisk.com/
https://oxfordstrat.com/rd-blog/
http://www.turingfinance.com/
AQR insights https://www.aqr.com/Insights#

Forums
https://wilmott.com/
https://quantnet.com/forum/

FB groups
https://www.facebook.com/groups/stockma ... uktraders/
https://www.facebook.com/groups/singaporeinvestment/
https://www.facebook.com/groups/StockAnalysts/
Maths functions page
http://people.math.sfu.ca/~cbm/aands/intro.htm#006

T
he lot of you read Bloomberg, Thomson Reuters,
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: Statistical data gather for you

May 2nd, 2019, 7:15 am

As a final touch, I have a larger series of keywords I've gone through for the upper layers of quant researchers on both Wilmotts and QuantNET.
I've looked through the following the forums for the amount of times the words has come up. All of this to find out what the most important terms are(the ones least used, meaning by the people with the most knowledge and expertise) In this way it would be possible to understand where the development forward is going towards and coming from.
Attachments
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Skærmbillede (93).png
Last edited by MarkBrezina on May 2nd, 2019, 12:02 pm, edited 1 time in total.
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: Statistical data gather for you

May 2nd, 2019, 11:02 am

Dear everyone.
I have just woken from sleeping. I do intend to proceed from here with analysis on the very large pile of data that you lot have given me, but within the quants world very little trending is left to do. I will therefore proceed with the following strategy.

1. absorb, store and process all the necessary data from quantforums Wilmott's and QuantNET
 The leftover topics are political exposure, psychology exposure, news exposure, connections to consumer banking, connections to brokers, connections to investmentresearchers(technical analysis)

1.5 Absorb, store and process all the necessary data from Broker and investment researcher sites and forums, via FB, forums and other sites(to be found soon)
Ask the brokers, investment researchers and others about the following in simple terms
What mathematics do you use for understanding the financial markets?
How exposed to news, psychology, interpersonal relations, poltics and the consumers are you?
Are you well connected with the other groups Quants, brokers, Investment researchers?
What topics are trending for these groups? In here it's maths and particularly SDEs PDEs stochastics, what turns the crank for brokers, investment researchers and so on, is there anything to be learned?
What do these people look at mostly?

2. After gathering data I will start crunching on the following major topics
What do everybody look at collectively as in data? Where do they find it?
Are there differences? Are they Major? Could any particular group become better?
What Major topics fills the heads of everyone? Volatility? Risk? Crisis? Debt?
Who is most exposed to the real world? Who could take being exposed a little more?
What are the forefronts? And who are the front runners?
 
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katastrofa
Posts: 8303
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: Statistical data gather for you

May 2nd, 2019, 4:37 pm

Furthermore, all of the big fellas Like Amin, Cuchulainn, Alan, Ppauper, ISayMoo, Outrun, Katastrofa, Paul and Bearish at Wilmott's forum.
These people have more than 1000 posts, thereby one could assume they're experienced in compare to a newbie like myself with 2 posts.

That's the common problem with big data: quality ;-)
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: Statistical data gather for you

May 2nd, 2019, 5:36 pm

I agree, quality is a very large issue in all of this. I have to make so rough estimates it's ridiculous to me. But without just simply assuming "above 1000 is experienced people" I'd be searching the forums for hours on end to get the experienced people
 
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katastrofa
Posts: 8303
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: Statistical data gather for you

May 2nd, 2019, 7:52 pm

Good luck then. You should at least filter out posts with photos of cats, though (about 50% in my case).
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: Statistical data gather for you

May 2nd, 2019, 7:59 pm

I noticed, and classical music amongst the lot of you guys is popular. I think it's quite nice though, drifting through oceans of information and than I see joy
 
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Cuchulainn
Posts: 60154
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: Statistical data gather for you

May 2nd, 2019, 10:26 pm

Furthermore, all of the big fellas Like Amin, Cuchulainn, Alan, Ppauper, ISayMoo, Outrun, Katastrofa, Paul and Bearish at Wilmott's forum.

I've seen bigger.

The queen of the forum is @trackstar who is one of the original Wilmott "triumvirate" (speaking metaphorically) {trackstar, ppauper, Cuchulain}  and of course @Alan.

Why is my name not first on the list?

BTW this thread is very interesting - not just because yours truly created it - but also it is a history of prediction 2005 - 2019.
viewtopic.php?f=10&t=30875

BTW I sent you an invite on LI. BTW, what's your IQ?
Last edited by Cuchulainn on May 2nd, 2019, 11:05 pm, edited 2 times in total.
 
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Cuchulainn
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Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
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Re: Statistical data gather for you

May 2nd, 2019, 10:51 pm

I noticed, and classical music amongst the lot of you guys is popular. I think it's quite nice though, drifting through oceans of information and than I see joy
Kind of. Inside each classic afficiando there's a metal head banger trying to get out.

viewtopic.php?f=15&t=92881

I created that thread for all the head bangers on Wilmott, and believe me, it is full of them.

@mama was the first to post a utube vid. QN is not so far (yet).
 
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Cuchulainn
Posts: 60154
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: Statistical data gather for you

May 2nd, 2019, 11:06 pm

Furthermore, all of the big fellas Like Amin, Cuchulainn, Alan, Ppauper, ISayMoo, Outrun, Katastrofa, Paul and Bearish at Wilmott's forum.
These people have more than 1000 posts, thereby one could assume they're experienced in compare to a newbie like myself with 2 posts.

That's the common problem with big data: quality ;-)
A motley crew, that lot!
 
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katastrofa
Posts: 8303
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: Statistical data gather for you

May 2nd, 2019, 11:45 pm

I hope those who made it to the list are laughing as hard at me being listed as a finance expert as I would laugh if they* claimed expertise in statistics or machine learning. Oh wait... Looks like everything goes in finance! ;-)

*with the exception of ISayMoo
 
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bearish
Posts: 5049
Joined: February 3rd, 2011, 2:19 pm

Re: Statistical data gather for you

May 3rd, 2019, 12:47 am

To bring this full circle, we should bring back list (aka list1).
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