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If they use alot of leverage in order to get those returns, how do they manage the risk involved with using leverage? Can you say something about that? Would love to know. Thanks.

Most Jim Simons videos are about how you can trade like him....billshit. Thanks for this interesting and informative breakdown on how it did it. Makes a lot of sense.

Best example Jim Simons gave about his trading systems: Christmas trade. Buy 1 day before christmas sell the day after christmas. For some reason it had a high winrate. So it is just big data+ statistics+ leverage.

First! Love your Content! Keep up the great work!

Assalamualykum Dear Sir, I really appreciate your vedio how the VWAP & MA are working, please make a vedio on 100% profitable strategy where to buy & exit surely....thankyou jazakallah khair.....👍👍👍

So, best to not use trailing stop loss because just holding in an SP 500 index ETF outperforms trailing stops in your example?

Great advice! What about using evals from futures prop to learn? A lot cheaper to brun evals to learn than own cash.

Thank you for this video. I've gone through tons of videos on different indicators and finally landed on VWAP. After looking at a few videos of AVWAP, I wanted to see data that compared the 2 and this video is just what I needed. I'll be sticking with the VWAP going forward.

An eye opener

Started using this indicator let me tell you it's a game changer if you can master this indicator it's could possibly be the holy grail if you can master it!

Would like to see this same test but for intraday only, meaning position is liquidated at the end of rth. I mean it's not hard to figure out buy and hold with no stop is best over a long timeframe for spy when it is in an unending uptrend over an infinite time horizon.

You have green screen, studio mic, nerd skills but still your video sound is messed up and sounds like a 96kbps quality cleaning robot?

What do you think? Do you agree that manufacturing is a superpower?

Great video!

I like this opinion

Great video! However, you never made clear what your p-values were with respect to. As you likely know, p values are often used in hypothesis testing. What was your hypothesis? Or were you curve fitting? In which case you p-values relate to the goodness of your parameter estimates. It’s not at all clear what you were doing. Finally, it did not look like you were trading. If you are not trading with the VWAP, then your results are essentially meaningless, because trading is the end objective and without doing a comparison with trading it’s kinda irrelevant what ever you did. What did I miss?

Yes the 10 bar moving average will be “more responsive” because every bar it drops the oldest bar data and adds the most recent. a true AVWAP would be place at key highs and lows as price moves in time, then you would see AVWAP as responsive as the SMA. you left it at the open. your comparison is not appropriate.

A billion dollars equals a lot of power to bend people to your will.

So brain Shannon is fooling us?

Great video. Have you done an analysis on the MACD?

I am a Mathematician, and to this day I still struggle with saying "statistically significant," and so you are not alone. And fantastic video, by the way!

I follow Scot1and on twitter. Great guy, humble and focused.

Great Insights...I really curious to know what is least time period is AVWAP effective more than a day , like weekly with 1hr time frame..it's possible in your systems. Basically Max endurance limit of AVWAP Thanks

This guy is legit

Excited for the episode.

Great video

I know it's a lot of work putting all this information together so thank you for that. I was wondering if you have ever looked at the Andrew's pitchfork? I see Dr. Andrews was a graduate from MIT and he claimed his median lines had an 80% probability of success. The tricky part about back testing median lines is finding the C point before it takes off to the median line. Anyway, I know that's too much work to do if you haven't already, but I was just curious if you have ever done any tests on that theory? One thing I can say after staring at charts for years, is that there does intuitively seem to be some weight to his claims, but I am not skilled enough to program the back testing on it. I am not asking you to do that or anything, I was only curious if you have ever looked into it already. I can program in 3 languages but I am not a very good programmer. It's easy for me to pick the pivot lines on my own, but programming it for back testing is another issue entirely.

intuitively I didn't think it was better either. Interesting work you're doing. I'll check out the other content you are working on.

Smart guy, but i didnt really gain any value from this interview when it comes to secrets behind the market.

Nice interview! The book author you're trying to remember is David Aronson (Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals)

This guy is Amazzzing..at this age, we knew practically nothing

Thank you for having me on, I hope to catch in a year or two 🔥

thanks for the interview guys 🙏

Bring Mark Minervini

I was surprised when you tested the ATR was it the default settings at 10 and factor 3?

Great quote at 29:10 "i don't keep a journal like i used to, because i just put on one kind of trade". Thanks for the interview!

Great stuff!! Though I'm thinking about his method of risk management/input data, which is definitely something others do also (from algos to other 000s of Jasons around the world), then the edge becomes being one step ahead of the peers which in the long term evens out at pure chaos (no model can be trusted anymore because everyone/everything is very sophisticated). After a few years in the game myself and watching hundreds of such interviews my gut feeling is that whatever process every experienced trader has only works when the inexperienced retail investors join the party and they're milked for anything they've got. When they've lost massively and leave the party, then the experienced turn against each other and the party ends even faster (better risk management etc). I'm been handed my ass for the past year on the perception that even the stupid retail can get some sense after some negative huge events... turns out they're degenerate gamblers and so arrogant that only taking their money away (high unemployment) would stop them. Talking here about Tesla, Netflix, Nvidia just to name a few. I'm afraid that the amount of savings and emotions invested in these stocks alone would be catastrophic for the economy when they fall by 80%, similar to the Japanese lost generation of the 90s.

I love this dude. I’m a cranky fuck and he makes me feel like I fart rainbows

Been listening to Jason since his last appearance on David Lin's show. I will most likely check out his charts.

What do you think? I love Jason's approach to the market. It really resonates with me. Let me know in the comments below what you think and if there are any guests you would like me to interview.

Hey, I really appreciate the video. Thank you for the insight.

I love it! I've been putting it on hold for years, but the has come for me to start "playing" with data, algorithms, ML, etc. Can't wait to get to the level where you are. What you have done is very much in line with what I want to do.

Nice Video. Got quite interesting perspective on AVWAP, one of the most popular indicator these days. Carry on with your good work of sharing knowledge. 😊

how dou you measure the forward returns? i not fully understand your jupyter

Nice video, but actually already common knowledge with all indicators that are based on moving average. Are you really going to trade live? That would be interesting.

Let me know your thoughts. Do you use AVWAP? Did you like video? Love to hear your comments!

Very nice, didn't know Kevin. A vast wealth of experience and knowledge!

Blessing indeed, Parker's story is very inspirational.

Sorry, whom is MHP that is referenced a couple of times here?