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Sir, For pair trading forex say gbp/aud and gbp/nzd how do you like idea to use actual cci values mtf to decide which pair is more deflected from its average price. example-- use cci7 and cci 14 values on daily chart added for each asset, and buy asset which is cheaper and sell asset more expensive or vice versa. I would think cci would give better and more reliable signals compared to rsi or tsi indicator. after all, cci is derived directly from price itself and it is not an indicator of indicator. we seek your wisdom and thank you.

i dont really see an advantage over cointergration or correlation related strategies...

Great content! I have a question about bootstrapping in time series data: Since financial time series are sequential and each data point depends on the previous ones, doesn't bootstrapping break this dependency by randomly sampling points? How do we preserve the temporal structure while still using bootstrapping? Would block bootstrapping or another method be more appropriate?

Horrible microphone quality. Thanks for uploading tho

Can someone tell me why the simulation is necessary here? Since we can get real data from yfinance?

23:40 Shouldnt it be a buy trade?

The best way to use simulation data as to create your own data in an abitrage formation that way you account for all possible outcomes. The problem with using real or large data you might be moving in cycles if you are not awere they may look different but in reality they are the same. What iam trying to say using data as a sample of simulation you may end up getting not all possible outcomes of which is a walk forward method .

Amazing book. 🎉

is there a code?

Hi! Thanks for the great video- wondering is there a link to the Presentation for the ML approach?

Try to understand Prado's concepts, your videos help a lot, thanks. Where can I get the source code and data to play myself?

Your course and its possible influence are impressive! I would be delighted to work with you to spread the word about it. Let's talk about how I can effectively assist in getting the word out. I'm interested in hearing your opinions! Warm regards.

Fake

Whats the difference between using the spread a - b or the ratio a/b when looking for stationarity and cointegration?

Too much mouse-clicking noise...

what is the point of making a state space with a big dimension ?

amazing video

Hoodsohne and tomes need to get better speekers

explication is too vague

Your mic is so bad

акцент выдал с первой секунды(

The tick imbalance bars concept is still unclear. The book seems to jump right into the algorithm rather than explaining the concept behind it. What sources do you recommend referring to aside from this video and your book?

Hello, I hope this message finds you well. I would greatly appreciate a few minutes of your time for a constructive conversation regarding your Udemy course. If possible, would you be available for a quick call? Thank you in advance for considering my request.

This video is missing several key aspects of explaining TBM and its practical considerations.

please next time only put up a video with 10,000 trades mininum and 20+ assets

Thanks for the clear and easy to understand lecture. ❤❤

Random comment, I hear your South African accent lol. Much love from SA!

So, is this approach correct? First, we train the primary model using historical data. Then, we train a secondary model to identify false positives. For instance, if the primary model predicts a positive outcome, we rely on the secondary model to assess whether to trust that prediction or not. We don't apply this process to negatives since it doesn't impact our pnl. However, considering market stationarity and other factors, I'm unsure how to effectively evaluate these models. Traditional train-test methods are flawed due to the non-stationary nature of the market, and it seems we lack reliable tools to prevent overfitting.

Quality stuff, thank you

could you give an idea about the architecture used for DQN?

Somebody's been quite busy in last few hrs :D I am not complaining, good to see quality content after a big break :) Excited for more.

You know, it's a shame that clickbait financial videos have millions of views, when videos like this are where the real money is

These eastern Europeans barely can string an Articulate sentence

Understand the rapid development timeline of large language models and its implication for open-source initiatives. 0:25 Adopt low-rank adaptation (Lora) and quantization techniques to make the training of large language models more accessible. 5:59 Explore FinGPT as a potential framework for generating financial large language models, despite its current limitations. 10:00 Recognize the significance of data quality over data scale in fine-tuning large language models. 13:14 Consider creating open, goal-specific, fine-tuned financial large language models to advance the field beyond the capabilities of closed models like Bloomberg GPT. 18:18 Publish and share data sets and trained model weights to democratize the development of financial large language models. 21:32 Challenge proprietary control over large language models and contribute to the open-source development to ensure equitable access and innovation. 21:53

they just wanted to get published in NeuralIPS conf. and get some media attention. FinGPT is a crap. I looked at the code. I can develop that in a week. But what is the point of developing such a useless open source which solves nothing. Bloomberg GPT is also crap if any one evaluated it in detail.

Problem. Can it replicate radial asymmetry and association strength being an increasing function of volatility and financial distress

You have mentioned machine learning many times in the video. Isnt Pairs trading based on Statistics (White Box Models) not on Machine Learning (Black Box Models)?

If the beta is calculated by the MLL then why overfit the ou model with another calculate😂

Truly enjoy watching your research and analysis, keep it going .

I think the project has advanced in the last couple of months.