DATA SCIENCE AND VIZUALIZATION IN PYTHON

Algoritm creation processes, from data cleaning to Data vizualization and solving optimization overfitting processes.

-NUMPY
-MATPLOTLIB
-PANDAS
-SEABORN

PROFESSIONAL DEVELOPMENT FOR NinjaTrader

 STRATEGY DEVELOPMENT ON NT 8 AND METATRADER

-FUNDAMENTAL FACTOR TRADING
-ALPHA FACTOR OPTIMIZATION
-NINJATRADER PROGRAMMING

PROFESSIONAL DEVELOPMENT FOR PINE SCRIPT

Pine script is a programming language created by TradingView 

-STRATEGY DEVELOPMENT 
-INDICATORS DEVELOPMENT
-STUDY DEVELOPMENT

Explore ''Pay What You Need'' in the our listed products

BNFTRADER-Strategy of the Best Japan Trader




BNFTRADER-ORDER NOW 89$


Pls contact us to order this product

One of the most famous methods, used by BNF in his trading, was the 25%-35% Deviation, from the 25-Day Moving Average.

The trading approach, in the BNF trading strategy, is that Mr. Takashi buys stocks, that deviate more than 25% from the moving average and if the stock deviates closer than 35%, then this is a strong signal. We also heard from various sources that Mr. Takashi used volume, as one of the important factors in his trading decisions. Therefore we have added this factor, to this indicator too.

WAVETREND-The Best Volatility and Volume-Based Strategy




WAVETREND-ORDER NOW 89$


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If you want to find the optimal levels with high volatility and increased volumes, then our indicator is for you.

The best universal indicator applicable to any other strategy. Allows you to optimize trading and is applicable to any other classic trading methods: Elliot Waves, Channel Trading. Built by traders for traders.

IMPULSEDETECTOR-Find advantage of Volatile markets





IMPULSEDETECTOR-ORDER NOW 89$


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This indicator does a great job of finding impulses, as we know impulse is being actively traded by both contra-trend and trend following traders.

This indicator can be conveniently used to filter impulses by certain criteria like impulse size and percentage.

 

INSTITUTIONAL ARBITRAGE OF DEPOSITARY RECEIPT GDR/ADR




Institutional trading of ADR/GDR/Stock arbitrage /DEPOSITARY


Pls visit UDEMY to buy this course

Learn how simple is to make money on arbitrage by trading Depositary receipts! You will learn: 1) What is GDR/ADR 2) What is DR arbitrage 3) How to protect from the risk of price movements and conversion delays 4) Building charts in Python for spread analysis 5) GDR/ADR arbitrage strategies 6) How to open account with local broker

LATEST STORIES

Strategy Design

When some market patterns stop working, others start to work.

The trader's task is to look for patterns and quickly switch from one to another

HOW WE ARE WORKING

READY PRODUCT

After payment, we will try to fulfill your order as soon as possible

CONFIDENTIALITY

Your ideas belong only to you. We promise not to pass on your ideas to anyone or use them ourselves.

PAYMENT

After agreeing on the terms of reference, we will inform you the details for payment.

CONSULTATIONS

Given our large experience at the CIS, we are ready to advise any even the most experienced investor.

SUPPORT

We look forward to a long cooperation, therefore customer support is our first priority

IDEA

DESIGN

DEVELOPMENT

PRODUCT

«PREDICTING THE COURSE OF A COMET IS EASIER THAN PREDICTING THE STOCK PRICE OF CITIGROUP. THE ATTRACTION, OF COURSE, IS THAT YOU CAN MAKE MORE MONEY BY SUCCESSFULLY PREDICTING A STOCK THAN A COMET »

Jim Simons

Founder of the Renaissance Technologies Hedge Fund

CONTACT US

Tokmurzin Askar
Tokmurzin AskarOwner of WIN-ALGO.COMsales@win-algo.com
PROFILE: Stock and bond trader. In-depth knowledge of market making and running client prop book. Algorithmic trader and trading systems developer. SPECIALITY: London GDR’s & Kazakh cash equities, Eurobonds and international future contracts on indices & currencies.  Proprietary trader, long/short for maximum returns. More than 14 years of International  career in front office positions, as head trader and head of trading in Investment banks. Experienced market maker for more than 50 emerging market securities.

Learn more about Algorithmic tradingDepository arbitrage Data science in tradingIndependent researchB2B Financingbelow!!!!

TYPE OF QUANT STRATEGIES

FACTOR INVESTING STRATEGY

Factor investing  strategy that chooses securities on attributes that are associated with higher returns, models are used to select stocks that share one or more characteristics that have historically led to outperformance. General factors include value, momentum, market capitalization, and growth. More specific factors include ratios like price to book, price to free cash flow and return on equity. Quantitative investing factor models usually score each stock on a range of metrics and then calculate a total score which is used to rank stocks.

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EVENT-DRIVEN ARBITRAGE

Event-driven arbitrage strategies take advantage of price patterns that typically occur before or after events. Events include earnings releases, economics data announcements, corporate action, and regulatory changes. Portfolios are constructed by buying or selling short securities to lock in profits if price action follows a typical pattern.

SYSTEMATIC GLOBAL MACRO

Systematic global macro strategies are based on quantitative analysis of the economies in each country and region. This analysis is used to allocate capital to countries, regions, asset classes and sectors that have favourable fundamentals.

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RISK PARITY FUNDS

Risk parity funds balance a portfolio’s risk across asset classes, based on how each asset class tends to behave in different types of environments. The idea is that volatility and losses in one asset class will always be offset by the other asset classes. This approach doesn’t necessarily outperform equity only funds but can produce better risk adjusted returns over time.

STATISTICAL ARBITRAGE

Statistical arbitrage is a one of the more active quant trading strategies. This is a mean reversion approach that looks for mispricing based on the relationships between securities. Long and short positions are opened in related stocks to profit when prices revert to normal. Statistical arbitrage also makes use of financial ratios to identify mispriced assets.

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SMART BETA

Smart beta strategies are used to systematically manage passive investing vehicles like ETFs and mutual funds. Smart Beta strategies seek to deliver attractive risk-adjusted returns relative to standard market-cap indices by utilizing common equity factors in a transparent and cost-effective manner. sRather than using market capitalization to weight stocks, other factors can be used to improve the risk adjusted return of a portfolio.

QUANTATIVE VALUE FUNDS

Quantitative value funds use a methodical approach to go through each line of the income statement and balance sheet of each company. An aggregated value score is then calculated and used to rank stocks. This systematic value investing approach can be very effective, but a long-term time horizon is required.

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SENTIMENT TRADING STRATEGY

Sentiment trading strategy involves taking up positions in the market driven by such bulls or bears. The sentiment trading strategy can be momentum based i.e. going with the consensus opinion or market sentiment and if it's a bull we invest high and sell higher or vice versa.

MACHINE LEARNING

Machine Learning involves feeding an algorithm data samples, usually derived from historical prices. The data samples consist of variables called predictors, as well as a target variable, which is the expected outcome. The algorithm learns to use the predictor variables to predict the target variable.

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INSIDER TRANSACTION STRATEGY

The insider investment strategy that analyzing the transaction patterns of corporate insiders. The strategy is  follows the buying and selling decisions of insiders. The primary insiders have information advantage and the proven theory is that they as a group over time will do better than the average investor on the Stock Exchange.

ALTERNATIVE DATA STRATEGY

Alternative data strategy provides algorithmic trading developers potential to improve quantitative and systematic trading strategies by providing a new source of trading signals.  Examples of Alternative Data Strategies;Geolocation (foot traffic),Credit card transactions, Email receipts, Point-of-sale transactions, Web site usage, Mobile App or App Store analytics, Obscure city hall records.

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WIN-ALGO
«The fool is doing something wrong all the time. The Wall Street fool thinks he should always trade».Jessie Livermore
Investor,Trader

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RISK WARNING:

Past performance is not necessarily an indicator of future performance.

These results are based on simulated or hypothetical work results, which have certain inherent limitations. Unlike the results shown in the real performance report, these results do not reflect real trading. In addition, since these transactions have not actually been completed, the results may not be adequately or excessively offset by the influence, if any, of certain market factors, such as lack of liquidity. Modeled or hypothetical trading programs in general are also subject to the fact that they are developed based on previous indicators. None of the reported system performance reports guarantee that any account will achieve the same profit or loss ratio close to those shown.

 In addition, hypothetical trading does not involve financial risk, and the indicators of a non-hypothetical trading report cannot fully take into account the impact of financial risk in actual trading. For example, the ability to sustain losses or adhere to a certain trading program, despite trade losses, is a significant factor that can adversely affect the actual results of trading. There are many other factors related to the markets as a whole or to the implementation of any particular trading program that cannot be fully taken into account when preparing hypothetical results, each of which can adversely affect the actual results of trading.

Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.