love your channel! any chance of publishing (even snippets of) code for something like to see how you implement it? there are tons of ways and I wonder how you actually approach this kind of task
so those distributions at 4:55 are the results of backtesting. We basically see how the strategy would have performed had we used it at several different weeks during the year. Your question might be whether we tried longer lookback periods and the answer is not yet but it's a solid idea!
@ right, I think these strategies may work better in the long run, because you’re not leading with that much volatility. Interesting approach btw, i loved your clear explanation
You're doing a fantastic job! Could you help me with something unrelated: I have a SafePal wallet with USDT, and I have the seed phrase. (alarm fetch churn bridge exercise tape speak race clerk couch crater letter). What's the best way to send them to Binance?
It's pretty simple on purpose; we basically buy the mentioned amounts of each ticker at the beginning of the week and then sell them at the end of the week. We've previously tried more dynamic buy/sell strategies like with our multi-armed bandit as well
@@ritvikmath thanx for the vdo rec, i am a new subscriber. but i meant the day trading code implementation explanations for prev models also. As a novice in programming with bg in stats and econ, i wanted some help to develop an understanding of algorithmic intradays. thnx.
love these real life applications of data science videos
thanks!
Love your channel and content.
love your channel! any chance of publishing (even snippets of) code for something like to see how you implement it? there are tons of ways and I wonder how you actually approach this kind of task
Interesting. Did you do any kind of backtesting? It’d be interesting to see how it behaves for different time spans
so those distributions at 4:55 are the results of backtesting. We basically see how the strategy would have performed had we used it at several different weeks during the year. Your question might be whether we tried longer lookback periods and the answer is not yet but it's a solid idea!
@ right, I think these strategies may work better in the long run, because you’re not leading with that much volatility. Interesting approach btw, i loved your clear explanation
bro finally remembered his youtube password 😂
bruh. i actually missed your videos. I'll check them out
It would be interesting to run the same idea with technology companies, instead of grocery companies.
great idea! I think we'll try a version of this with other industries in the new year
try fixed income?
You're doing a fantastic job! Could you help me with something unrelated: I have a SafePal wallet with USDT, and I have the seed phrase. (alarm fetch churn bridge exercise tape speak race clerk couch crater letter). What's the best way to send them to Binance?
Could you please explain the stock buy sell implementation logic nd code from your previous strategy vdos. Gr8 content
It's pretty simple on purpose; we basically buy the mentioned amounts of each ticker at the beginning of the week and then sell them at the end of the week. We've previously tried more dynamic buy/sell strategies like with our multi-armed bandit as well
@@ritvikmath thanx for the vdo rec, i am a new subscriber. but i meant the day trading code implementation explanations for prev models also. As a novice in programming with bg in stats and econ, i wanted some help to develop an understanding of algorithmic intradays. thnx.
Do you have any discord ??
no I don't, thanks for the suggestion though!