Відео

portfolio_sims meaning portfolio of simulations? Tip: Use the typing module to explain types and use descriptive variables to make sense

Nice! but te music is too loud.

lame

The only ones who are really winning: Market makers and brokerage firms. The others are at the mercy of luck, with inconsistent wins and losses.

error: module is not found for pandas_datareader

does someone have the link to 2rd part of video?

Hi PyQuant! May I know is it possible to simulate stock prices using the same technique? In this video you assume the returns follows multivariate normal distribution and then do the Monte Carlo simulation for returns. I am wondering if I can do the same thing for stock prices by assuming certain distribution such as GBM?

It would be interesting to see how time value is determined.

Newbes may become frustrated by this video ... but ... hes telling truth ... Investors gain success only by developping strategies beyond well known infos and models. Total transparency causes no chance for mechanical/software-driven success. First you have to learn all about common tools and strategies ... then you have to select and check ... then make a decision about your own strategy ... then check the markets for chances ... Dont forget - the closer you stay at mechanical workflows, automated ones the more compettitors you get ... and the more you develop your own system the more risk you take until reality fits to it.

Another clown. Stopped watching after hearing "I will show you my 3 strategies that are guaranteed to make money". What a joke 😂😂

This is more relevant to ML strategies. Good video anyway

Doom is coming for the world get ready worst than corona

As an Algorithmic Trading Quant, which is the most exclusive and cryptic type of Quant, I can objectivelly and without any bias that this role is meant only for men who have an eidetic memory, prophetic vision, omniscient sagacity and a coruscant brilliancy to easily master fields which are by nature both recondite and often out of reach for the common genius. Basically, a quant is a person who has a profitable trading algorithm with a track record which has stood the test of time. Also, if you're a lower class of Quant, you're basically a data scientist or wanker. If you think physics and maths is hard, remind yourself that those guys try to be quants and fail so hard they start to teach physics to PhD.

I want discussion on topics not mentioned in books like people on other side of trade and orderflow analysis

Background music that last for two minutes is very noisy

Johnatan how is it possible to transfer cryptocurrency to your account for HFT traiding under your control?

The video is cool and useful but the code don't work, the move of price of the option is not coherent with the strike one

What is with the stupid background music?

I don't get it. Why is the covariance matrix used? This means the stocks are not independent from each other. They are the same industry but apart from that they should not be tied together. What am I missing? Does this portray the sentiment of the market as a whole?

The Black and Scholes equation is wrong: The Black and Scholes (risk-neutral) premium is the first moment of the option expiry for an asset that has all risk and no market return (the risk-neutral measure), that which has been debased of market return (by holding portfolio returns fixed flat at r). This idiotic asset (the risk-neutral measure) is stochastically dominated by bonds in that bonds have the same return (r) but without the risk whilst it is stochastically dominated by stocks since stocks earn market return for the equivalent amount of risk: bonds have LOWER RISK for the SAME RETURN as the debased market asset (the risk-neutral measure) whilst stocks have HIGHER RETURN for the SAME RISK as the debased market asset (the risk-neutral measure) Either way, the 'risk-neutral measure' is totally idiotic and stochastically dominated by all non-redundant asset classes. It is not deep and it is not abstract. All it is is the market asset without return (which is then used to price the derivative and so is wrong and inaccurate). If a trader wants an option, then he must not take an offsetting position that nullifies the option position. There is nothing risk-neutral about that. An option premium must have a mean mu in the drift term, otherwise it is wrong... wrong for derivatives and wrong for efficient and non-communist finance. nb: I had to say 'no risk' when I sat several of the courses in undergraduate (almost two decades ago). It was clear as day to me then that it was inaccurate (and proved by me definitively now more than one decade ago).

THanks, I learned a lot

For those struggling to get the Yahoo data: instead of using "from pandas_datareader import data as pdr", use "import yfinance as yf" then, the function should be "StockData = yf.download(stocks, start, end)['Adj Close']"

Excellent video, Congrats!!...btw, I could not find the website you refered to at the end of the video. I wonder if you could share the URL or link with us. Thx in advance!

im on mac and im not really sure how to get jupyter lab working i have pandas and pandas-datareader downloaded in python but it is not working

The problem is knowing what questions to ask. Making answers without understanding the questions is garbage in garbage out. The questions come from life experience that can't be learned from books solely

You never gave the retail trader an understanding of where his advantage may lie or how he could increase his chances of making consistent profit. You never explained what Alpha looks like as an example so that your audience understands what Alpha is ?

Thank you very much! Very good explained!

'NoneType' object has no attribute 'group' getting this error

fantastic video!! Quick question - what does it mean to say "variance accumulates at rate one per unit time"? Thanks!

Wrong.

On a serious note 1. I would recommend the book on Probability Theory by Atanasious Papoulis. 2. Then the book Introduction to Econophysics Next what I would like to point is that everything you read on Finance will always use Gaussian distributions as the basic principle. However if you look at real market data you will see that real world is not “Normal”. But the first book that I recommended will give you the tools needed to navigate this abnormal market world.

You mention the next video, but there's no link :(

Wow very good video, POV I didn't think of. So far from trading, I see that there a strategies that can help get that edge, but the best strategies are the ones that keep you in the trade longer while managing low risk. So for me (and this can change after writing this) that would be Supply and Demand, why? because that is literally what moves markets! Thank you for the video

if I pull out one year of historical prices data of a particular stock, how can I estimate the mu and sigma in this case?

Thank you so much for this educational video. Don't know much about Phyton if not at all😂🙏, but DCA is the answer for me to be disciplined about money

can someone give me the link for the asx options calculator ? thanks

Can I ask a serious question? How often are you actually correct with this model? Meaning, how close does the model actually come to accurately measuring realized volatility?

Short selling is you sell when the price is high to buy it low

awesome tutorial! Learnt a lot of new stuff ,thanks a lot mate!

bro, buy a 5$ microphone you are trashing your product yourself, it makes an ear cancer to hear it

Direct and quick!!! Excellent!

very well explained tutorial , thanks a lot @QuantPy !!

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Making $$$ by trading is not easy. Most people are simply "undercapitalized". Shortage of $$$. Shortage of equipment and understanding

Greats vids mate. Very informative. I work at Lacima with Les and Chris in Sydney and fyi Les' surname is pronounced as "Clue - low". Low as in not so high ;-) Keep up the great content 🙂

Hi I'm not understand about what you mention, bj can combine to b and uj can combine to u, can you explain more further in detail, thank you!

When I study time series data, I always doubt that how come they use only date and value of stock to predict the future outcome while they can just observe the social economic and political policy such as inflation rate, unemployed rate,..

the github specific tutorial link goes to the lookback option code ?

Are there any short term certifications available that could qualify me as a Quantitative Analyst? I hold a B.A. in Business Administration and am not inclined towards pursuing a Master's degree. By short term I mean 1 year or less. My dream job is to work for a firm that does HFT(high-frequency trading). Any advice or suggestion to point me in the right direction is appreciated. Thank you.

amazing, im definitely going to follow along and build my own the slow way this week to see how it all works line by line. been trying to learn some of this stuff to do my own forecasting for probability of profit / probability in the money / probability of touch... i get that data from my broker using Thinkorswim currently, but i'd like to have my own in-house probability forecasting. hoping that breaking down this model will help me build my own in the future. thx for your contribution, you're helping a lot of ppl! cheers from kuwait