Відео

@@ethantimmy8656 yes. I make some open source ones and offer some for a premium

@@killer1o165 that’s why I suggested QC so much, it’s all built in to the online ide. If you want to code locally I’d use either yfinance or alphavantage for free just to develop. Or databento for more production style and dynamic stuff. I believe I put the API’s in the description, that google doc. In terms of tools, numpy, pandas, scipy for python, and in Go you’d probably have to make most the stuff yourself. A gift and a curse lol

@@HitAndMissLab the whole point is that I did not show a back test and on the twitter for my business there are screenshots of trades I have taken with this. Sorry I haven’t been able to be a full time trader while double majoring. If you want me to show you an overfit backtest I can do that. And if you want me to describe a stringent way to use this indicator in an esoteric way. I can also do that. Sticking a hand in the fire is a strange way to say that. We do that with any trade. You don’t have to buy it but making claims based on something you simply cannot be certain of is strange.

@@ethernetwink7230 Contrary to popular belief risk of trading algo strategy is much higher then in discretionary trading because with alogo trading one has to wait for dorwdown to surpass drawdown from backtest. And that can be quite a large number of successive losses. yeah, of course I would like to see the back test. How can it be done? What timeframe bars is strategy using? I'm missing the point of of not showing the back test?

yeah, I would be interested to see backtest. In a meantime you can check this video to see how the top seller on MQL5 trading strategy marketplace markets his trading strategy, for x100 sales of $1,000+ per month: ua-cam.com/video/KAzb-iEJcwg/v-deo.html

@@HitAndMissLab if I show you a backtest you have zero way to know if it’s overfit. You also have zero way to know if I faked it, it is a closed source indicator. Id rather show what the indicator looks like as it alerts. It’s also confining I find. If I show you a backtest trading options on a 5 minute, but you want to trade futures on a 4 hour. You still don’t have any information. I also have never head the paradox of drawdowns from an indicator being greater than not. Why not still make your own decisions and use the indicator as a tool?

@@HitAndMissLabthank you for the resource

Looking at Quant Trader or Quant Dev roles

I’m doubling my friend

@@ethernetwink7230 Unfortunately Double major of Math/CS isn't offered

@@NadidLinchesteinthen I’d do computer science. I think it’s easier to teach a programmer math. Than a mathematician programming.

@@ethernetwink7230I would disagree. Learning math is harder than programming.

@@abelkidanemariam6485 thank you :)

@@marcovalentinoalvarado3290 thank you so much for the like and subscribe! It’s funny you comment this now I am planning on putting out a video on this topic how to start algorithmic trading. I might record and upload it tonight I don’t want to put it off anymore. But since you know exactly what you want to trade. Either find a good data provider and broker in one. So you can get data and manage orders from the same API. Or use QuantConnect. I love QC for live alerts

I’m not familiar with that kind of strategy

lol he’s asking for an implementation worth hundreds of millions of dollars

Hi what do you want to chat on?

@@pratikpatil8395 this website is called QuantConnect. I have a bunch of videos on my channel about writing code in it. Their documentation and community support is really good though

@@JosephKimani-o7r i got you man

@@dibyojyotibhattacherjee4279 right. The language isn’t bad especially with them implementing a safe keyword for functions. But it’s really esoteric for some reason. I wish visualization and imports was more intuitive. But for stuff like this, C++ or Go is the best imo. Quick and reliable

@@Exzal123 you can either warm up manually or set a flag in the initialize. In my latest orderflow video on QC I make an entropy indicator and I think that the structure of that code can help you

@@ethernetwink7230 Thanks man, love ur vibe ✌

@@eigensmith8316 i try to be hahaha. I like the title but anyone who does analysis like this is a quant

@@JosephKimani-o7r sounds fun. On Quant Connect?

And thanks for the kind words!

@@ethernetwink7230 NO thank sir you do not know how i have been struggling with building an option trading bot in python, i am trying to use the trading view scripts but it is kinda hard to convert them to python i have to use chatgpt, which is not quite accurate and i end up failing the debug part

@@JosephKimani-o7rtranslating python to pinescript or vise versa is so so so annoying I’ve done it a few times myself. I’ll make that strategy you asked about on QuantConnect. Do you think I should do a pinescript video? It’s actually kinda similar to Go the way I think about setting up my types and stuff. One file is kinda annoying

@@NadidLinchestein I’m planning on making a code along video soon. Idk if it’ll be in C++. Probably something with concurrency in Go

@@ethernetwink7230 Please waiting for C++)

@@HitAndMissLab in the most recent futures trading vid I put out I show how to calculate entropy better. I’ll do this video again I think the title would get me a lot of clicks hahaha

Learned it a while ago and it holds water now with backtests. Lmk if you find any literature

@@ethernetwink7230 The reason I was asking is that there is this paid trading strategy for NinjaTrader v8 that is called Futures Analitica ( they have YT channel ). This strategy works off the order flow as well, but user has to manually interveene and tell to the software when market is ranging or trending mode. So I found it interesting that you hopefully indipendently found the same to be true. Actually they do lots of live real time trading videos and you can see them manually switching between ranging and trending while placing live trades.

@@anangelsdiaries i think ML will be a standard for classification in the future. Things like K means and PCA are proven and awesome. But like you said, overfitting a trading strategy make it a pain to understand what is going on

@@horsei glad you enjoyed brother

@@ethernetwink7230 hey man,could u recommend some good apis to fetch the implied volatilities to make this more dynamic

Send me your LinkedIn and twitter, website anything else

Maybe, I try to avoid things like openbb I think it's a cool project but I'd rather use the actual API's at the source. I have never worked with kbd or kafka so could be cool

What are you trying to use them for?

@@ethernetwink7230 market behaviour in different data and predict the high level greeks in anomaly detection

I'm really not sure what this is

@@hackerborabora7212 if we’re not forecasting what are we trying to accomplish?

@@ethernetwink7230 hhhh sorry I'm beginner 😆😆

It's just mathematics and a kind of striving for a living. This is life. You search for something and believe in it, and it comes true. But not always, because God's laws are above everything.

@@hackerborabora7212 Amen

What timeframe are we talking about, one minute, five minute or one day?

Find someone who compliments your thinking. I have a mentor who's an amazing trader while I am more versed on the math and programming side. So we work really well together. Honestly I'm not sure who is good to follow on twitter besides myself. All jokes I mostly post Bible verses and myself playing guitar on twitter I would read The Misbehavior of Markets by Benoit Mandelbrot, and other things from people like Nassim Nicholas Taleb. Also find a niche you like, maybe order flow, options, futures price action whatever and dive super deep into it. I love fractals, volatility, and options. Build what you want to! If you find a way to find a good network let me know HAHA

@@ethernetwink7230 do you have any ideas for other niches, because I already know what you've mentioned and I'm aiming to automate strategies with them, but if you knew of other niches that would be great. + Feel like creating a discord?

@@MLirola what do you want to talk on?

@@ethernetwink7230 Just how you're developing yourself, in terms of math, strategies, websites to seek information and knowledge and also to increase my network. I would like to meet people that are in the same path as me.

@@ethernetwink7230 Just to see how you're developing yourself in terms of math and strategies. I'm interested on profiles (twitter) and sites to seek information (i have an entire folder just with things about quants) and of course to expand my network, i would like to meet people that are in the same path as i am.

@@archie7534 I answered this in a different comment friend

Do you have discord?

​@@ethernetwink7230unfortunately no

Is there anyway else I can contact you?

@@srijankar9159 email me scorsonejoseph4 gmail

@@ethernetwink7230 thanks

I'm glad man. I really wanted these videos when I first started but they didn't exist lol. I'm even still learning. check out these links www.quantconnect.com/docs/v2/writing-algorithms/universes/equity/fundamental-universes#99-Examples www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts#06-Security-Changed-Events www.quantconnect.com/docs/v2/writing-algorithms/universes/equity/chained-universes#06-Chain-Fundamental-and-US-Equity-Options better to do something like this, again still learning lol. Planning on making pt. 2 to this lol def initialize(self): self.set_start_date(2024, 1, 1) self.set_cash(100000) self.universe_settings.asynchronous = True self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW self.universe_settings.resolution = Resolution.DAILY universe = self.add_universe(self._select_coarse) self.add_universe_options(universe, self._option_filter_function) # Parameters self.every_indicator_dict= {} def _option_filter_function(self, universe: OptionFilterUniverse) -> OptionFilterUniverse: return universe.IncludeWeeklys().Strikes(1, 1).Expiration(timedelta(self.dte), timedelta(self.dte)) def _select_coarse(self, coarse: List[CoarseFundamental]) -> List[Symbol]: selected = [c for c in coarse if c.has_fundamental_data] sorted_by_dollar_volume = sorted(selected, key=lambda c: c.dollar_volume, reverse=True) symbols = [c.symbol for c in sorted_by_dollar_volume[:self.uni_size]] return symbols def on_data(self, data: Slice): # for options universes for sym, chain in data.option_chains.items(): symbol = chain.underlying.symbol spot = chain.underlying.price # for stock universes for symbol, bar in data.bars.items(): if symbol.id.security_type != SecurityType.EQUITY: continue close = bar.close def on_securities_changed(self, changes: SecurityChanges) -> None: for security in changes.added_securities: self.every_indicator_class[security.symbol] = all_my_indicators() trade_bars = self.history[TradeBar](security.symbol, 252+1, Resolution.DAILY) for trade_bar in trade_bars: self.every_indicator_dict[security.symbol].mas.update(self.time, trade_bar.close) self.every_indicator_dict[security.symbol].custom_indic_1.update(trade_bar.close) self.every_indicator_dict[security.symbol].custom_indic_2 .update(trade_bar.close) for security in changes.removed_securities: indic = self.every_indicator_dict.pop(security.symbol, None) class all_my_indicators: def __init__(self): self.mas = SimpleMovingAverage(100) self.custom_indic_1 = cool_thing() self.custom_indic_2 = better_than_goldman() def update(self, time, price): self.mas.update(time, price) self.custom_indic_1.update(price) self.custom_indic_2 .update(price) Been super busy with college and other things. Comment if you have an idea you want me to code, and I do freelance.

@@ethernetwink7230 Ooooo thanks for sending those through, I'll have a bit of a look. I'm a technical data analyst by trade so I can code well enough to build this stuff, I just only recently started with QC and wasn't sure if my way of handling indicators in universe algos was correct or not but you've done it and it makes sense to me

Sorry bud. Forgot to put it in the description github.com/EthernetWink/Black-Scholes-Model-Option-Pricing-CPP

@@alexanderverhaeghe4484 sounds like a plan

Any time!

Idea credits: ua-cam.com/video/fpL5fMmJHqk/v-deo.html

@@alexanderverhaeghe4484 check recent upload. Don’t feel bad about your failing. Topology is hard man 😭 I want to dig deeper into this though. It reminds me of long memory and clustering a lot of

Scorsonejoseph4@gmail.com hit my line there we’ll sort something out

​@@ethernetwink7230 hey! Thanks for replying, I just sent you an email. It's regarding a MACD crossover strategy.