Видео

Send me your LinkedIn and twitter, website anything else

Maybe, I try to avoid things like openbb I think it's a cool project but I'd rather use the actual API's at the source. I have never worked with kbd or kafka so could be cool

What are you trying to use them for?

@@ethernetwink7230 market behaviour in different data and predict the high level greeks in anomaly detection

I'm really not sure what this is

@@hackerborabora7212 if we’re not forecasting what are we trying to accomplish?

@@ethernetwink7230 hhhh sorry I'm beginner 😆😆

It's just mathematics and a kind of striving for a living. This is life. You search for something and believe in it, and it comes true. But not always, because God's laws are above everything.

@@hackerborabora7212 Amen

Find someone who compliments your thinking. I have a mentor who's an amazing trader while I am more versed on the math and programming side. So we work really well together. Honestly I'm not sure who is good to follow on twitter besides myself. All jokes I mostly post Bible verses and myself playing guitar on twitter I would read The Misbehavior of Markets by Benoit Mandelbrot, and other things from people like Nassim Nicholas Taleb. Also find a niche you like, maybe order flow, options, futures price action whatever and dive super deep into it. I love fractals, volatility, and options. Build what you want to! If you find a way to find a good network let me know HAHA

@@ethernetwink7230 do you have any ideas for other niches, because I already know what you've mentioned and I'm aiming to automate strategies with them, but if you knew of other niches that would be great. + Feel like creating a discord?

@@MLirola what do you want to talk on?

@@ethernetwink7230 Just how you're developing yourself, in terms of math, strategies, websites to seek information and knowledge and also to increase my network. I would like to meet people that are in the same path as me.

@@ethernetwink7230 Just to see how you're developing yourself in terms of math and strategies. I'm interested on profiles (twitter) and sites to seek information (i have an entire folder just with things about quants) and of course to expand my network, i would like to meet people that are in the same path as i am.

@@archie7534 I answered this in a different comment friend

Do you have discord?

​@@ethernetwink7230unfortunately no

Is there anyway else I can contact you?

@@srijankar9159 email me scorsonejoseph4 gmail

@@ethernetwink7230 thanks

I'm glad man. I really wanted these videos when I first started but they didn't exist lol. I'm even still learning. check out these links www.quantconnect.com/docs/v2/writing-algorithms/universes/equity/fundamental-universes#99-Examples www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts#06-Security-Changed-Events www.quantconnect.com/docs/v2/writing-algorithms/universes/equity/chained-universes#06-Chain-Fundamental-and-US-Equity-Options better to do something like this, again still learning lol. Planning on making pt. 2 to this lol def initialize(self): self.set_start_date(2024, 1, 1) self.set_cash(100000) self.universe_settings.asynchronous = True self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW self.universe_settings.resolution = Resolution.DAILY universe = self.add_universe(self._select_coarse) self.add_universe_options(universe, self._option_filter_function) # Parameters self.every_indicator_dict= {} def _option_filter_function(self, universe: OptionFilterUniverse) -> OptionFilterUniverse: return universe.IncludeWeeklys().Strikes(1, 1).Expiration(timedelta(self.dte), timedelta(self.dte)) def _select_coarse(self, coarse: List[CoarseFundamental]) -> List[Symbol]: selected = [c for c in coarse if c.has_fundamental_data] sorted_by_dollar_volume = sorted(selected, key=lambda c: c.dollar_volume, reverse=True) symbols = [c.symbol for c in sorted_by_dollar_volume[:self.uni_size]] return symbols def on_data(self, data: Slice): # for options universes for sym, chain in data.option_chains.items(): symbol = chain.underlying.symbol spot = chain.underlying.price # for stock universes for symbol, bar in data.bars.items(): if symbol.id.security_type != SecurityType.EQUITY: continue close = bar.close def on_securities_changed(self, changes: SecurityChanges) -> None: for security in changes.added_securities: self.every_indicator_class[security.symbol] = all_my_indicators() trade_bars = self.history[TradeBar](security.symbol, 252+1, Resolution.DAILY) for trade_bar in trade_bars: self.every_indicator_dict[security.symbol].mas.update(self.time, trade_bar.close) self.every_indicator_dict[security.symbol].custom_indic_1.update(trade_bar.close) self.every_indicator_dict[security.symbol].custom_indic_2 .update(trade_bar.close) for security in changes.removed_securities: indic = self.every_indicator_dict.pop(security.symbol, None) class all_my_indicators: def __init__(self): self.mas = SimpleMovingAverage(100) self.custom_indic_1 = cool_thing() self.custom_indic_2 = better_than_goldman() def update(self, time, price): self.mas.update(time, price) self.custom_indic_1.update(price) self.custom_indic_2 .update(price) Been super busy with college and other things. Comment if you have an idea you want me to code, and I do freelance.

@@ethernetwink7230 Ooooo thanks for sending those through, I'll have a bit of a look. I'm a technical data analyst by trade so I can code well enough to build this stuff, I just only recently started with QC and wasn't sure if my way of handling indicators in universe algos was correct or not but you've done it and it makes sense to me

Sorry bud. Forgot to put it in the description github.com/EthernetWink/Black-Scholes-Model-Option-Pricing-CPP

@@alexanderverhaeghe4484 sounds like a plan

Any time!

Idea credits: ruclips.net/video/fpL5fMmJHqk/видео.html

@@alexanderverhaeghe4484 check recent upload. Don’t feel bad about your failing. Topology is hard man 😭 I want to dig deeper into this though. It reminds me of long memory and clustering a lot of

Scorsonejoseph4@gmail.com hit my line there we’ll sort something out

​@@ethernetwink7230 hey! Thanks for replying, I just sent you an email. It's regarding a MACD crossover strategy.

No, I got this laptop before I was into this stuff I didn't care then and don't have the time or patience to change now.

@@ethernetwink7230 Are packages not super aids to get on C++ on windows? I literally gave up after a while.

@@mukundyadav6913 i have a video on my channel called “Pricing Options Using Monte Carlo Simulation in C++”. In that description I have a link to the theme and I responded to a comment with specifically which one it is friend.

@@ethernetwink7230 Thanks. I had another question. Around 10:30 in the video you run a .exe file that displays different prices, vega values, volatility etc. Where did yo u get the data for the prices values? Do you fetch that from an API (as in is it real market data?) or do you randomly generate them? I am asking because I am making a c++ project myself and want to fetch some data from the market using boost and asio, so if you have insights on that then it would be great!

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I'm glad you like the videos! I was hungry and had an internet connection hahaha. I had a few brilliant people nudge me in the right direction and I saw how much money Quant Engineers make so I realized since I love doing this why not make a big buck someday. Some very informative books are The Misbehavior of Markets, and Fooled by Randomness, I haven't read it yet, but The Black Swan is also apparently a good one for how to work Essentialism and Think and Grow Rich. I like Python, but because I want to work at CME some day I decided using C++ could be good because they are like engines and very fast. Always need a fast option quote, Idk which language they write stuff in but using C++ made sense to me. I also just wanted to get better at it. People who subscribe to my business get access to a discord. Not many people chat in it, as they really just wanted the indicators, but I like the idea, maybe at 1k subscribers.

@@ethernetwink7230 Awesome, thanks for the response. I too would like to get better at C/C++ so maybe ill give a project like this a shot. I'll have to check out those books, thanks for the recommendations.

@@isilb5185of course! Best way to get better at a language is to code something you want to code in it

@@wasd9929 thank you!

A cool idea could be to somehow model the payoff of certain spreads trades. I'm not sure what else off the top of my head for a low level language. Some sort of profit calculator could be cool. Like input the premium you paid and it'll spit out what the price will be at certain prices

@@ethernetwink7230 Great ideas, thanks!

email me please brother. scorsonejoseph4@gmail.com

HI! I'm really glad you enjoy the videos, I have an idea for a series once the semester starts again that I think will bring in more viewers that aren't so quant finance savvy. What I do know employers in the field want is a personable person. In our world, it really is a superpower. Can you talk about pricing models and then the last Knicks game? Or hockey? Whatever you are into. Because let's be real, everyone going for these positions is super smart. Not everyone is very smart and charismatic, it helps a lot to have a pleasant and confident aura. Also, the price tag attached to our services is just inherently bananas, so they want someone who really does enjoy doing it regardless of the salary. Also, could you be sure you can work in a team? Solo projects are great, but nothing in this field is done alone. People in this field happen to be more direct in their speech so do it too. Apples to apples. Solo projects are awesome, but be sure to land an internship or two. That has been the thorn in my side. A little trick as well, winter internships are weighed higher than summer. I am actually reading Fooled By Randomness currently and have The Black Swan on a shelf for when I finish it. Another tip, have hobbies. Burnout is very real be sure to avoid it and know when you are close to it. Really glad you enjoy the videos man. Btw what are you using for gui's in cpp?

Go to the link for the theme in the description. And this specific on is called “Box UK Contrast (rainglow)

@@ethernetwink7230 thanks mate!

Class. I’m glad you enjoy the videos

I don’t have the means to pay an employee my friend. If you’re hungry you’ll get it! I didn’t know anything about this at one point. Read The Misbehavior of Markets by Benoit Mandelbrot and you’ll learn a lot. Find a nuance in the market that you like and dive into it. At first mine was market microstructure and making order flow strategies. Now I’m super into options and risk. Make things, break them and work hard

@@ethernetwink7230 i will do it for free and you will teach all you know

@@aaronp3781 glad you like it!

Don't neglect using multiple files and the jupyter notebooks :)

Honestly sounds a bit more fun

@@joschomo1010 i never knew about that. Thank you for letting me know. Do you have a link to it?

@@ethernetwink7230 RUclips deleted the comment, I can't post links in comments

@@ethernetwink7230 can't post link here, they get auto removed

Everything I comment is being auto rem_ved for some reason. Will try to send elsewhere

@@joschomo1010 dm my twitter. In the description my friend

Yes. Instead of “price * 1.07” you can do “price + 10” or whatever point amount. And to go by tick just divide the number by 4. So if you want 4 ticks it’s 1 point. Each tick is 0.25. Hope this helps, happy you found value!

@@ethernetwink7230 Thanks a bunch ! I appreciate you !

this is the default dark mode in VScode :)

Hey! HFT isn’t so much my style but it interests me. I prefer making directional trading strategies or scalping. HFT is fast fast. Check out other videos on my channel about quant connect. Those frameworks in the videos are solid. Then adapt them to your needs. I never really traded tick by tick, but may be a cool thing to try and make a video about. Lmk any ideas for videos you have!

It took me a decent amount of time. I’m also going into my junior year of college. I started learning QuantConnect when I graduated high school, now I’m very comfortable with it. I’m gonna put you on game with ICT concepts hahaha. I’m not sure if you have a tradingview account, but if you do, find an open source indicator that has the ICT concepts and translate from pinescript to python. A tall order but don’t reinvent the wheel. Highs and lows being broken is simple, just need a rolling window. I can make a video about different ways to use a rolling window if you’d like. They’re critical. I’m really glad you like the channel. Consider giving my business twitter a follow friend :)

@@ethernetwink7230 Yeah I'd be super interested in a rolling window video (: Also sounds great thanks!

COT?

⁠commitment of traders by the CFTC

@@alexanderverhaeghe4484does QC support that data?

@@ethernetwink7230 Nope didn't find it but you could do it with custom data. I looked into it more but there are no clean excels with the data so its a lot of work to filter it.

sounds like a plan

glad you like it!

Thank you so much for the kind words. I’m really happy you enjoy the tutorials. Is there anything you’d like me to make? College and personal projects has taken away from my recording time

@@ethernetwink7230 Good that you're busy with your projects. Hope that everything is going well for you. As I said above, I'm in the process of both improving my coding skills for creating my own algo projects and learning more on QuantConnect platform so I can run, backtest, forward test my algo there. Maybe you can create a series on making algorithms on QuantConnect where you can test out trading ideas and at the same time show an in-depth walkthrough of the coding process? I don't mind watching hours long videos or livestreams, whenever you have the time to do so. Btw, I'm sure you will do great with college and your personal projects. Best of luck!

Do tell more. What is the differences in persistence and anti-persistence vs uptrend and downtrend? Have I been using it wrong the whole time?

@@ethernetwink7230 Apparently you have. Unbelievable.

Hurst expo tells weither the market is trending, mean-rev or random walk

@@ethernetwink7230 Apparently you have

I never knew they were building one hahaha, no problem