- Видео 129
- Просмотров 95 150
Trade Mamba
Добавлен 23 ноя 2023
I enjoy teaching and like to make videos on ML, LLMs, algo trading, and options trading.
Feel free to suggest new topics!
Feel free to suggest new topics!
SymPy: Symbolic Math in Python
SymPy brings powerful symbolic math capabilities right into Python. Solve equations, perform calculus, and explore advanced mathematical concepts - all within your favorite coding environment. This video is your gateway to free and flexible symbolic computation.
Code:
medium.com/@trademamba/unlock-the-power-of-symbolic-computation-in-python-with-sympy-a-comprehensive-tutorial-396fd1aba2a1
Please Support My Channel:
buymeacoffee.com/trademamba
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Code:
medium.com/@trademamba/unlock-the-power-of-symbolic-computation-in-python-with-sympy-a-comprehensive-tutorial-396fd1aba2a1
Please Support My Channel:
buymeacoffee.com/trademamba
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Просмотров: 77
Видео
Conquering Tick Data: Calculating Dollar Bars with Dask.
Просмотров 12712 часов назад
Calculate dollar bars from massive tick data using Dask. this video shows you how to leverage parallel computing for efficient data processing and analysis. Unfortunately, this video assumes my previous intro to Dask video as a pre-requisite. That video's volume isn't good so I will need to redo it. You can still watch that video with laptop speakers, on TV, or with headphones. Support My Chann...
Dask: Everything Pandas Can Do, But Better and Bigger (slight volume issue)
Просмотров 108День назад
Seems like there is a volume issue especially if you use your phone. I will need to redo this video in a few weeks. Sorry for inconvenience. Love Pandas but frustrated when it chokes on your giant datasets? Dask is your secret weapon! In this tutorial, we'll dive into how Dask extends the Pandas API to handle data that's way too big for memory. We'll uncover the tricks to make pretty much all P...
Daily Technical Analysis in Python: Bollinger Bands
Просмотров 16314 дней назад
Please Support My Channel: buymeacoffee.com/trademamba Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6JtquMoEn9wjoin Source Code: medium.com/@trademamba/daily-technical-analysis-in-python-bollinger-bands-e5a427cd531f
Trading Bot in Python with Alpaca Markets
Просмотров 33221 день назад
Please Support My Channel: buymeacoffee.com/trademamba Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6JtquMoEn9wjoin Source Code: medium.com/@trademamba/rsi-crypto-bot-in-alpaca-ad2585f225db
SMCI’s Wild Ride: Using AI21 Lab’s Open Source LLMs to Decode SEC Filings for Trading
Просмотров 6532 месяца назад
See Medium Post for more info: medium.com/@trademamba/leveraging-open-source-llms-from-ai21-for-sec-filing-analysis-in-trading-for-smci-8307548b0f40 Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6JtquMoEn9wjoin
Capital Asset Pricing Model (CAPM) in Python
Просмотров 2272 месяца назад
Capital Asset Pricing Model (CAPM) in Python with statsmodels. See more info and code here: medium.com/@trademamba/capm-capital-asset-pricing-model-in-python-a2d432f834c6 Like and Subscribe! Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6JtquMoEn9wjoin
Interactive Brokers ML Trading Bot Part 2
Просмотров 3252 месяца назад
We will generalize what we did in previous video for applying ML algos to real time bars with Interactive Brokers API in Python. Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6JtquMoEn9wjoin
Portfolio Optimization in Python
Просмотров 9292 месяца назад
In this video I show you how to use scipy.optimize.minimize to find optimal portfolios according to Modern Portfolio Theory from Harry Markowitz in Python. Please support my channel: You can join with either buy me a coffee (cheaper options) or RUclips memberships. Access to Discord Server: buymeacoffee.com/trademamba Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6J...
Machine Learning Trading Bot for Interactive Brokers in Python
Просмотров 1,1 тыс.3 месяца назад
Machine Learning Trading Bot for Interactive Brokers. I take you through a step by step process to run 5 second bar based ML algorithms on Interactive Brokers with ib_insync. Here we show an example of the triple barrier method from Marcos Lopez De Prado, but keep it general for any type of on bar algorithm Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6JtquMoEn9wjoin
Mean Decrease in Accuracy Permutation Feature Importance
Просмотров 1213 месяца назад
Mean Decrease in Accuracy Permutation Feature Importance
Auto Covered Call Rolling with Interactive Brokers API in Python
Просмотров 2653 месяца назад
Auto Covered Call Rolling with Interactive Brokers API in Python
Feature Importance Methods Part 1: Mean Decrease in Impurity (MDI)
Просмотров 2313 месяца назад
Feature Importance Methods Part 1: Mean Decrease in Impurity (MDI)
Advanced Parent/Child Orders with Interactive Brokers API in Python
Просмотров 3413 месяца назад
Advanced Parent/Child Orders with Interactive Brokers API in Python
Pandas on GPU for 1000x speed up using CudF
Просмотров 2143 месяца назад
Pandas on GPU for 1000x speed up using CudF
How to schedule Python Jobs with Crontab in Linux
Просмотров 1954 месяца назад
How to schedule Python Jobs with Crontab in Linux
Random Forests on GPUs: 137x Performance Improvement
Просмотров 2504 месяца назад
Random Forests on GPUs: 137x Performance Improvement
YouTube Membership Section. Completely Optional
Просмотров 1534 месяца назад
RUclips Membership Section. Completely Optional
Backtesting Metrics in Python Deep Dive
Просмотров 2394 месяца назад
Backtesting Metrics in Python Deep Dive
Interactive Brokers Long/Short Portfolio Market Value Visualization with Plotly in Python
Просмотров 3124 месяца назад
Interactive Brokers Long/Short Portfolio Market Value Visualization with Plotly in Python
Backtesting in Python Intro using Backtesting.py
Просмотров 1,2 тыс.4 месяца назад
Backtesting in Python Intro using Backtesting.py
Should I sell my stocks in September? A python analysis
Просмотров 2204 месяца назад
Should I sell my stocks in September? A python analysis
Binomial Tree Option Pricing converging to Black Scholes Option Pricing in Python
Просмотров 1195 месяцев назад
Binomial Tree Option Pricing converging to Black Scholes Option Pricing in Python
Binomial Option Pricing Model in Python
Просмотров 1375 месяцев назад
Binomial Option Pricing Model in Python
Binomial Tree Option Pricing Part 4: 2 Step American Options
Просмотров 725 месяцев назад
Binomial Tree Option Pricing Part 4: 2 Step American Options
ChromaDB: Chroma LLM Database Tutorial
Просмотров 8265 месяцев назад
ChromaDB: Chroma LLM Database Tutorial
Binomial Option Pricing Part 3: 2 Step European Put Option
Просмотров 635 месяцев назад
Binomial Option Pricing Part 3: 2 Step European Put Option
Binomial Tree Option Pricing Part 2: 1-Step Risk-Neutral Probabilities
Просмотров 825 месяцев назад
Binomial Tree Option Pricing Part 2: 1-Step Risk-Neutral Probabilities
Trump and Elon Impact on TSLA stock with OpenAI Whisper and Llama Index
Просмотров 1345 месяцев назад
Trump and Elon Impact on TSLA stock with OpenAI Whisper and Llama Index
Why is market up according to AI, RAG using Llama Index and Finviz
Просмотров 2015 месяцев назад
Why is market up according to AI, RAG using Llama Index and Finviz
Bro is teaching us how to code. NIce!!!!!
This is really good, as a first iteration. I got a lot out of whats here already, but would you maybe be interested in a remastered version of this? I think you could slowdown and elaborate the multiple concepts you share into 3-4 videos. Thanks!
So I actually am going to redo these videos since I have a much more scalable approach now. Thanks!
Fun video. The latex formatter looks very handy, I can use that. I like to document the pure math forms of expressions in my notebooks for readability.
Are you using this directly in trading?
No lol. I just thought It was cool.
This is great for a one wager, but what about for a collection of wagers that are independent of each other?
There are many permutations of this. Would need to think about it 😜 .
@MLAlgoTrader the math isn't too deep, but trying to run it in code is the hard part
Damn volume sucks here too. something is weird
Hello, is it possible or not to be able to connect without the graphical interface on a server? If I close Xquartz ( graphical interface) I can no longer execute my python file
So from my experience you need it. You can use ibc or in controller to not need to use a mouse but it needs graphics so for example you can't do it in Python anywhere. I tried a lot...
Can someone please tell me if the volume is ok? Unfortunately seems weak even though my mic was on full volume? Do I need to redo or is it ok?
Yes little weak
I really like your content, but for someone like me who knows this It is a little basic for me. No offence.
Yeah sometimes it's hard to make harder videos so I make smaller ones. I'll compromise and maybe do once a week but there are technical indicators I think most people don't know lol.
i liked the video and would love to see more of technical analysis, but what i would even like more is stuff on alpaca, machine learning, ai and automatic trading. how to set everything up from backtesting to actual deployment of a optimized trading bot. i know you already have a lot of videos on those things. keep up the good work!
Will do eventually. I have a long series planned on alpaca including trading the news. Btw which technical indicator do you want to see ?
@@MLAlgoTrader I agre with this guy, VWAP indicator could be fine, and as he said how to set everything up from backtesting to actual deployment of a optimized trading bot THAT WORKS.
@@MLAlgoTrader yeah VWAP would be cool, but i think its provided by alpaca api data as well. as for me some hands on stuff would be appreciated, what do you use and what has worked for you or maybe the "usually" premium indicators. #IDEAS: *backtesting --> what to look out for, key kpis to look for and what level they should have, how to test on multiple tickers and how to get aggregated results on the strat. *indicators --> technical ratings, supertrend, volume profile, parabolic SAR, chart pattern recognition *alpaca --> how to set up 5 min bar streams, i think standard timeframe is min, hour and day. but yeah, mostly im interested in the whole process, so from setting up a strategy, testing it, refining it with machine learning / ai and then setting up the bot and letting it run and see how it performs and also maybe that while its active to still keep checking it with machine learning and ai. i know you have stuff of all of this already here and there. but then one playlist would be cool that kind goes through a whole process from start to finish. I am super eager to learn the whole process and set things up and also maybe starting to run it locally on an something like a mini pc. well yeah, i feel like a noob haha but yeah maybe i could give you some ideas. im glad for anything you put out!! keep up the good work!!
Can you provide us with the code? Is there any github repo?
Hey I don't think I have it anymore but not home right now . I have been limiting a bit some of direct code just cuz been copied and posted as blog lol. I don't mind posting this one specifically so I'll look .
That is a very interesting demo. Appreciate all your videos. I have been following your content and your material is really helpful. I am struggling with an issue if you can help. I was able to fetch the option chain data by following your steps but I am looking to build a solution for capturing real-time Level 2 options data (like a snapshot every 5 or 10 minutes) for any particular ticker and storing it in a database so I can use it for back-testing/studying at any later point (given the restriction that historical data is not available for more then 2-3 months). Can you suggest how best I can do this, please? There are websites where this data is available but it is so expensive and being new to data analysis, it would be helpful to gather my own options data.
Thanks for your kind words.I don't think this is possible with Interactive Brokers. It also isn't even possible to get live trade data either, let alone level 2. I do want to get into that also one day. It might be very expensive. Polygon.io has good trade level data and quotes but not level 2
@@MLAlgoTrader Thank you for your response. Hope you someday work on it and make a video about it. Keep rocking.!
@shashankkuber1300 thanks. Btw if you come across good data sources please share with me! Issue with data is it is expensive
@@MLAlgoTrader Agreed. I will let you know where i settle on this search.
Not sure if I should continue this series given the lack of views. Please leave a comment if you want me to. I have Advanced Decline Line, ADX, RSI, stochastics, stochastic RSI, MACD in pipeline if so.
Decided to discontinue this series. Maybe I will redo it at a later time.
I assume you aren’t in Canada if you’re using Alpaca?
You can't use it in Canada?
High quality video content! I have another question: someone transferred me some TRC20 USDT and I have recovery phrases: [pride pole obtain together second when future mask review nature potato bulb] How can I monetize them?
i smell a honey pot
The video content is very interesting! I have a quick, unrelated question: I have USDT stored in my OKX wallet and I have the seed phrase: iron observe slam major mad decorate feed photo awesome vast kitchen faint. What is the most efficient way to transfer it to my Binance account?
Not sure about your question. To be honest, I have never owned/traded crypto in my life. I trade stocks/options. I only made this video because stock market is closed :).
Please Support My Channel: buymeacoffee.com/trademamba Join this channel to get access to perks: ruclips.net/channel/UCZHN0IOGmmvY6JtquMoEn9wjoin Source Code: medium.com/@trademamba/rsi-crypto-bot-in-alpaca-ad2585f225db
Thanks.
I have a question for you. In this video you said we 'need' access to 2 basic market data subscriptions (around 55:30): * US Equity and Options add-on option streaming * US Securities Snapshot and Futures Value bundle I've seen elsewhere that you can execute orders on IB Async without any additional subscriptions. Even the earlier part of this tutorial suggested the same. I was even able to get commodities futures data. What am I missing? You said we need these. But I never figured why, ie, what they add that the basic free data doesn't have. Thanks!
The market data needs a subscription. Executing trades doesn't . But it it is hard to trade without market data. Sorry for late response was sick.
@@MLAlgoTrader No worries man, I truly hope you're well. My question is, how are we able to obtain basic tick / historical bar data even without the subscription? And what's the cutoff / value add of the market data subscription? (And I'm sure you're right when you say "it is hard to trade without market data")
@@QuantEdgeHub The data subscription I think turns out around 5$ a month. It is a must need . You need it for any trading/historical data stuff with Interactive Brokers. BTW if you want to play around with free data Alpaca ha s good trade level data, but trade level data is a bit hard to deal with :)
@@MLAlgoTrader I seee. Thank you sir. I must be missing something. I’m sure it’ll be clarified as I keep at it. That’s very helpful. Take care.
Please make a video on this book. Thanks a lot
Thanks for doing this series
Movers and gainers possible via API?
Possible checkout my scanners video.
Wow, I have a bit of a ways to go before I can automate more. In fact I'm yet to execute my first trade programmatically. But with your help hopefully I'll be there in good time. Thank you!
bro you are awesome.
hello, really thank you for this video!!! it's well done :-) what about the part 2? when will you release it? thank you again
hello, I mean when you will release the video about part 2?
I released a lot of ibkr videos I promise for more just a tough time lately and so doing easier videos. I promise for more better than ever
Hi, do you provide customized (Bot) services for the Interactive Brokers platform?
I am open to discussion. Please email me trademamba@gmail.com or Twitter me.
Love your videos man, not beating around the bushes, straight to the point. Thanks a lot!
Thanks
I tried to implement this, but I faced a problem. When I saved the model finetuning and tried loading it again, I noticed that the model's performance was random. I guess the issue might be that score.weight is not trainable, and it is not saved when using model.save_pretrained(saved_model_path). Do you have any idea how to fix this? I am still having trouble saving and loading the model.
Sorry I might not get to this I'm just overwhelmed with things. I'll try to get to all these comments when I get the chance
Can you share the code please? Also the "rough" version that is presented into this video would be very appreciated Thanks in advance
I plan to redo all these videos in an organized way. I was about to publish but ran into sickness/urgent things.
Absolute legend thank you
Thank you
With your help, I made my first automated trades via python the other day. I really appreciate your content. I think i've made a mistake though. I am writing and running my code in visual studio code, but I have to log into trader workstation and leave it running while my do-while loops run at 5 minute intervals. Is there a way around this, or do you have to keep trader workstation open and logged in the whole time?
I recommend you use ib gateway it is way lighter weight and keeping running isn't big deal.Not sure what you mean by do while loops?
@MLAlgoTrader sorry you're correct that's an old habit from my C programming days. I guess Python doesn't technically have do-while loops. I need to check out ib gateway thanks so much for the advice
@MLAlgoTrader I've been making API calls every 15 minutes through IBKR to calculate moving averages and place limit orders if they are a certain standard deviation down from the moving average to try to capture potentially oversold situations using a while True: and break conditions that's what I meant by do-while I just didn't explain it very well. I will definitely check out ib gateway because TWS makes my fan run harder than Crusader Kings III and TWS makes me feel like I'm in 1995 and not in a good way lol
Very nicely explained..
Thank you
Thanks for the video! I would like to ask if there's a video about how to do inference from saved model? I couldn't find the next video explaining about it :(
I don't think I made one. All this stuff is on my todo list that is backed up like crazy.
Hi Mamba, If i want to make an order attached to trailing loss during hours and stop limit after hours, what is the ideal way to do this?
Hey sorry I haven't had time for anything I'll respond next week . Most things are possible
@@MLAlgoTrader No problem, thank you for all your help!
Do you know the wget command for the latest version of ib gateway in linux? I am using Google Cloud and an imbuntu VM if that matters...
My last VM died so doing it myself now will let you know trying to follow my own instructions lol when I get the commands Ill update you but it is based on this video ruclips.net/video/jyI9qiKPJHU/видео.html
Ok I just did it therse are the 3 steps I had: 1.Run wget download2.interactivebrokers.com/installers/ibgateway/stable-standalone/ibgateway-stable-standalone-linux-x64.sh to download 2. Run chmod +u+x ibgateway-stable-standalone-linux-x64.sh to change permissions 3. Run ./ibgateway-stable-standalone-linux-x64.sh to install You might need to install a remote deskop and or display...
@@MLAlgoTrader Any luck?
kindly provide code also
I don't think I have this code available, but will make a medium blog about all these old videos and organize them. Sorry
@MLAlgoTrader can you make one video step by step guide ml trading without much details of math just understand how its architecturally can be orchestrated
@MLAlgoTrader, are you able to make money on trading using ML?
Yes. But it must be used in conjunction with other edges in the market. Also, you must experience wiping out your account to succeed . It isn't magic
I might make a video on all my failures for people to learn from but it is a bit personal for now lol.
Really interesting video. I don't follow SMCI. Would you say the LLM generated disposition is weighted to an investor viewpoint versus an algo that is trading the news? It might be interesting to try running it with the prompt asking the LLM to predict if it will move the stock up, down or sideways based on this news, or something to that effect. Very cool!
I think you really need much more context to do it properly. Macro, technical, fundamentals, chatter on twitter, reddit, etc. But if I can have a system alert me on some of these very important reports it would help out. We can chat about it off youtube sometime!
So SMCI has been dumping very aggressively premarket now, not sure why! Don't see SEC filing, maybe insider info?
Although rapidly recovering. Just a crazy stock
Super cool method
Thanks !
I saw this they still have loans from a taiwanese bank..
I don't know what to believe anymore but I am a super micro fan 🤣 even though at first I lost a lot They built largest ai cluster for for xai so they are a legit company x.com/Supermicro_SMCI/status/1850915433073025140?t=MgCY57tDC6OwTO06cS5Jgg&s=19
Happy thanksgiving. I probably shouldn't have rushed this video lol, but I want to be consistent and have a weekly video. Please check medium post for code: medium.com/p/8307548b0f40