![EthernetWink](/img/default-banner.jpg)
- Видео 33
- Просмотров 13 530
EthernetWink
США
Добавлен 20 ноя 2020
I write algorithmic trading code, and teach people how to do it to.
Simple Order Flow Futures Trading Algorithm in QuantConnect! Beginner Friendly | QC Tutorial 13
In this video I make a trading algorithm that works on a fixed universe of futures in QuantConnect. I go over how to organize data and structure a project like this.
QC Discussion: www.quantconnect.com/forum/discussion/17967/orderflow-trading-on-a-fixed-universe-of-futures/p1
FREE Prometheus Products: www.tradingview.com/u/PrometheusAnalytics/#published-scripts
Prometheus Products: whop.com/prometheus-analytics/
Prometheus Twitter: x.com/prometheusmondo
Personal Twitter: x.com/scorsone_joe
QC Discussion: www.quantconnect.com/forum/discussion/17967/orderflow-trading-on-a-fixed-universe-of-futures/p1
FREE Prometheus Products: www.tradingview.com/u/PrometheusAnalytics/#published-scripts
Prometheus Products: whop.com/prometheus-analytics/
Prometheus Twitter: x.com/prometheusmondo
Personal Twitter: x.com/scorsone_joe
Просмотров: 224
Видео
Orderbook in GoLang Project Part 1
Просмотров 181День назад
In this video I kick off a series where I make an interactive web app orderbook in GoLang. This is the first basic idea. @CodingJesus How's it looking? Coding Jesus video: ruclips.net/video/GW0Wh1qjbi0/видео.html Twitter pricing tweet: x.com/Hamptonism/status/1819474874147991992 Prometheus Analytics Products: whop.com/prometheus-analytics/?pass=prod_y21wZqFPuhLXL Prometheus Analytics Free stuff...
an ai hot take with no evidence to support it
Просмотров 7714 дней назад
In this video I speak about why I do not think AI is worth our while for trading models. links to references and articles: ruclips.net/video/lV29EASsoUY/видео.html www.nature.com/articles/d41586-024-02420-7#:~:text=Researchers gave successive versions of,AI — and observed rapid collapse medium.com/@sgino209/deep-reinforcement-learning-for-automated-stock-trading-c661299ebe0f x.com/lizziegibney ...
Pricing Options Using the Binomial Pricing Model
Просмотров 9321 день назад
In this video I calculate options prices using the Binomial Pricing Model. The video is more focused on the fundamentals about the options than the C code. AI was used in code generation, please let me know if you were ripped off, or if you could tell, curious. Repo: github.com/EthernetWink/Binomial-Pricing-Model Investopedia reference: www.investopedia.com/articles/investing/021215/examples-un...
Topological Data Analysis in Quant Connect! | QC Tutorial 13
Просмотров 656Месяц назад
In this video I modify code from this article: medium.com/@crisvelasquez/predicting-stock-market-crashes-with-topological-data-analysis-in-python-1dc4f18ca7ca to create a trading indicator in Python in Quant Connect. I wanted to get a video out more so than understand this specific topic, hence the use of an article. Also my equity is on HOUR timeframe not DAILY. Link to code in QC: www.quantco...
Calculating the Custom Indicators on a Stock Universe in Quant Connect | QC Tutorial 12
Просмотров 208Месяц назад
This video is about using custom indicators on a universe of stocks in QuantConnect. I chose to use the Hurst Exponent as my custom indicator to calculate a form of long memory. Business: whop.com/prometheus-analytics/ Business Twitter: x.com/prometheusmondo Personal Twitter: x.com/scorsone_joe
Calculating Implied Volatility on an Option Chain using C++
Просмотров 852Месяц назад
I apologize for all the breath in the microphone. I liked the way I spoke about everything so I am using this take. This video is about calculating implied volatility with the Newton-Raphson method and the Black-Scholes model. Link to the code: github.com/EthernetWink/Black-Scholes-model-and-IV-cpp/tree/main Links for more references: chatgpt.com/share/49fcb7ce-88c2-4922-8821-321ab60e9f01 www.q...
Pricing Options With the Black Scholes Model and Calculating Greeks in C++ (Beginner Friendly)
Просмотров 534Месяц назад
This is a video explaining code that calculates option premium using the Black Scholes model. I also calculate the Greeks, Implied Volatility, and intrinsic value. References: stackoverflow.com/questions/61196712/converting-days-into-years-seconds-and-minutes cplusplus.com/forum/beginner/62864/ en.wikipedia.org/wiki/Black–Scholes_model www.5minutefinance.org/concepts/the- greeks#:~:text=Let P r...
Pricing Options Using Monte Carlo Simulation in C++ (Beginner Friendly)
Просмотров 2,4 тыс.2 месяца назад
In this video I go over C code to price options using a Monte Carlo Simulation. I explain what a Monte Carlo Simulation is and why they can be used to estimate values. Disclaimer: ChatGPT was used to generate lines of code. If you want this video removed or credit because you believe ChatGPT had a hand in plagiarizing your source code, please contact me through scorsonejoseph4@gmail.com and we ...
Coding an Order Book in C++ (Beginner Friendly)
Просмотров 6222 месяца назад
In this video I explain code I wrote to simulate an order book in C . It supports multiple order types and works well with some small flaws I go over in the video. GitHub link for code: github.com/EthernetWink/Cplusplus-order-book Prometheus Analytics: whop.com/prometheus-analytics/ Prometheus Twitter: x.com/prometheusmondo Personal Twitter: x.com/scorsone_joe
How to Make a Rebalancing Portfolio in QuantConnect! | QC Tutorial 12
Просмотров 2172 месяца назад
In this video I make an algorithm, per request, that selects the most liquid stocks and then buys the ones with the lowest PE ratios. There is also a risk measurement that is dependent on the Federal Funds Rate. QC Documentation I used: www.quantconnect.com/docs/v2/writing-algorithms/algorithm-framework/universe-selection/fundamental-universes My Twitter: x.com/scorsone_joe Prometheus Analytics...
How to Create Custom Indicators on OPTIONS and UNDERLYINGS | QC Tutorial 10
Просмотров 1003 месяца назад
In this video I show how to make custom indicators in QuantConnect to work on both the underlying and on options. This is important because at-the-money contract symbols change and expire, we can't just subscribe to an indicator. Check out Prometheus: whop.com/prometheus-analytics/ Prometheus Twitter: prometheusmondo My Twitter: scorsone_joe
Buying A PUT and CALL At A Moving Average Tutorial | QC Tutorial 9
Просмотров 16110 месяцев назад
In this video I provide source code to buy a put and call option once SPX is at it's 200 day moving average. This video is for entertainment purposes only, do not use this code to trade for you. QC discussion forum: www.quantconnect.com/forum/discussion/16256/buying-options-at-a-moving-average-very-simply/p1 My Twitter: scorsone_joe
Entropy, Hurst Exponent Trading Algorithm | QC Tutorial 8
Просмотров 320Год назад
In this video I show how to use Entropy and the Hurst Exponent to make medium to long term decisions. This video is for educational purposes only, do not use this algorithm to trade for you. QC Discussion: www.quantconnect.com/forum/discussion/15773/hurst-exponent-entropy-trading/p1 My Twitter: scorsone_joe My Sub stack: substack.com/@joescorsone?
New Traders Aren't Supposed to Make Money
Просмотров 101Год назад
In this video I speak about trading psychology and things I believe traders should experience before they are capable of consistently making money and losing only a little bit of money. Substack post: joescorsone.substack.com/p/new-algorithm? twitter: scorsone_joe
How To Buy More Than One Future in the SAME Program! | QC Tutorial 7
Просмотров 154Год назад
How To Buy More Than One Future in the SAME Program! | QC Tutorial 7
4 Stocks for This Week! | Stock Sundays 4
Просмотров 34Год назад
4 Stocks for This Week! | Stock Sundays 4
Contrarian Trade Idea | Stock Sundays 3
Просмотров 32Год назад
Contrarian Trade Idea | Stock Sundays 3
Stocks For This Week Plus My System | Stock Sunday's 2
Просмотров 47Год назад
Stocks For This Week Plus My System | Stock Sunday's 2
Stocks I'm Looking at For This Week! | Stock Sundays 1
Просмотров 49Год назад
Stocks I'm Looking at For This Week! | Stock Sundays 1
The $SIVB Bank Collapse Explained Very Simply | Silicon Valley Bank Collapse
Просмотров 18Год назад
The $SIVB Bank Collapse Explained Very Simply | Silicon Valley Bank Collapse
Explaining a REAL Barclay's Options Strategy!
Просмотров 355Год назад
Explaining a REAL Barclay's Options Strategy!
Simple Order Flow Trading Algorithm in under 25 Minutes | QC Tutorial 6
Просмотров 2 тыс.Год назад
Simple Order Flow Trading Algorithm in under 25 Minutes | QC Tutorial 6
2 Ways to Calculate the Hurst Exponent in Under 15 Minutes! | QC Tutorial 5
Просмотров 1,1 тыс.Год назад
2 Ways to Calculate the Hurst Exponent in Under 15 Minutes! | QC Tutorial 5
2 Ways to Calculate Stock Market Entropy in Under 15 Minutes! | QC Tutorials 4
Просмотров 951Год назад
2 Ways to Calculate Stock Market Entropy in Under 15 Minutes! | QC Tutorials 4
Rolling Window, Futures Bracket Order Trading Algorithm in 30 Minutes! | QC Tutorial 3
Просмотров 312Год назад
Rolling Window, Futures Bracket Order Trading Algorithm in 30 Minutes! | QC Tutorial 3
How To Make a MACD Cross Futures Trading Algorithm in Quant Connect! | QC Tutorial 2
Просмотров 454Год назад
How To Make a MACD Cross Futures Trading Algorithm in Quant Connect! | QC Tutorial 2
Make a BlockChain Shell With Me In Python! PY tutorials 1
Просмотров 82Год назад
Make a BlockChain Shell With Me In Python! PY tutorials 1
How To Make an EMA Cross Futures Trading Algorithm In 20 Minutes! | QC Tutorial 1
Просмотров 930Год назад
How To Make an EMA Cross Futures Trading Algorithm In 20 Minutes! | QC Tutorial 1
re: Hey i know this is random but, i have already built a profitable trading bot on the quant side you could consider it a start up mini hedgefund and i was wondering if you were intrested in joining my devlopment team let me know if you are intrested.
Send me your LinkedIn and twitter, website anything else
Hey i know this is random but, i have already built a profitable trading bot on the quant side you could consider it a start up mini hedgefund and i was wondering if you were intrested in joining my devlopment team let me know if you are intrested.
Hello Joseph. I've got a C++ code to fix. I can´t fix it. Can you help me out to fix it?
great vid!
Pls can you do a video about using open bb or kdb for financial market with kafka
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
Hey can i use vprom with higher order greeks calculation
I'm really not sure what this is
Try nbeat or Nhit model it's good with time series data try put ratio and volatility and see if work with you don't complex problem just do it can't FORCAST no one can we just find
@@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
I don't know why it doesn't let me reply you back. I'm just interested on how you're developing yourself in terms of math and strategies. I'm also interested in profiles that share valuable information (twitter) and sites to seek information. And of course, i would like to expand my network and meet people that are in the same path as i am.
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?
Hey! I've seen a few videos of you and the content is amazing. I'm from spain and i'm learning quant strategies on my own. I would like to chat about some strategies and code if that's fine to you. Cheers.
@@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.
Nice to see your perspective on this topic!
what VScode theme is this you are using
@@archie7534 I answered this in a different comment friend
Hi is there anyway I can contact you
Do you have discord?
@@ethernetwink7230unfortunately no
Is there anyway else I can contact you?
@@srijankar9159 email me scorsonejoseph4 gmail
@@ethernetwink7230 thanks
This was such a no frills, straight forward video to answer the exact question I had. Honestly wish we had more people like you putting content out, it's so insanely appreciated.
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
Do you have any repository on Github?
Sorry bud. Forgot to put it in the description github.com/EthernetWink/Black-Scholes-Model-Option-Pricing-CPP
Algo idea: Last couple of days I saw a lot about the butterfly option strategy. Maybe you could make your next video about this subject?
@@alexanderverhaeghe4484 sounds like a plan
interesting topic thanks for sharing
Nice video, thanks for helping me out!!
Any time!
New trading algo idea: Topological data analysis based algo Something more difficult: TDA on order-book could also be a good thing too test, because then you can see if there is an unusual behaviour in orders PS: I've tried but failed :/ Just an idea, keep up the good work!!
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
Hey, could you please drop your email so I could get some help for my project. I'm new to algorithmic trading and really in need of guidance. Great stuff btw. Thanks.
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.
You’re not on Linux?
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.
Nice to see that this channel is growing!! Happy that you're back
what vs code theme is that?
@@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!
banger
‼️‼️‼️
Hey man, these videos are super cool. I am a programmer myself interested in finance. How did you become so knowledgeable about different financial models/functions/products? any books or resources you recommend to get a good understanding? Unrelated, what makes you want to use C++ for this work? Not a knock just curious, I would assume people would typically opt for Python for finance projects just for all the libraries. Lastly, you should make a discord if you don't already have one
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
good work man!
@@wasd9929 thank you!
Awesome stuff. I have been trading vertical put spreads for a long time and currently a CS major, also learning C as I would like to be more familiar with lower level languages. Do you think I could use programming in some way to quantify such a strategy? Not necessarily to make money, just to really learn programming while doing something im interested in. Thanks!
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!
Hey there , I was initially drawn in by your order flow algo intro vid. I use order flow tools to take trades and I was wondering if you would be open to help out on coding an alert algo based on my order flow parameters for my price reversal strategy ?
email me please brother. scorsonejoseph4@gmail.com
Hey Ethernet Wink, Im a computer science major looking to get into quant dev. I watched your video on creating an monte carlo options pricer and I loved it. You brought up the misbehavior of economics in that video and talked about how citi made a loss that was inconceivable to see. I think youd love the black swan by Nicholas Nassim Taleb (Hesa quant trader that opened his own firm), he talks about how the Black scholes formula is bs and the problem with extrapolating information and the problems that arise when using the Normal distribution. anyway I was just wondering what type of project do you think would attract quant dev employers? Ive been making a monte carlo options pricer with a gui in cpp and now that you released this video I was thinking of integrating both of them in a gui app. do you have any recommendations or tips on landing quant dev jobs or what type of projects theyd like to see on my CV? Im not sure what exactly you do but you seem knowledgeable in this field. anyway thanks for making these videos,. your bound to have a low view count because only a small amount of people would be interested in these niche topics, but you help those few people who watch your content massively. I just wanted to say that you should keep up this good work and I am grateful for your past 3 videos!
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?
What colour scheme is that please bud?
Go to the link for the theme in the description. And this specific on is called “Box UK Contrast (rainglow)
@@ethernetwink7230 thanks mate!
Nice vid, IS major so I like looking at business and technology. If there any project coming up you want contributions on I’m all game!
Class. I’m glad you enjoy the videos
can i work for you ...i want to learn please
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
Watching now, nice demonstration
@@aaronp3781 glad you like it!
Hey quick question, what steps would you recommend taking to learn QuantConnect if you could go back and relearn it? I have a decent knowledge of python, and the financial markets.
Don't neglect using multiple files and the jupyter notebooks :)
My brain read this title as “Ordering a cook book in C++” twice before I read it properly
Honestly sounds a bit more fun
There was a competition on twitter a few months ago to come up with the quickest ob implementation; would be cool if you compared yours to the winning implementation ( it was in c++ as well iirc)
@@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
Great video, thank you man ! Can we set up the bracket order to ticks or points for futures instead of percent ? thanks
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 !
hello bro can you tell me the name of the font you are using ? and good luck you are doing a good job :)
this is the default dark mode in VScode :)
Hey do you do HFT trading or like futures/options trading using code? If I want to get started on this path, how can I do it ? thanks bro . loved the video
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!
Hey EthernetWink! I think it's super cool how you're posting educational videos like this. I'm a Software Engineering major with 2 years experience trading NQ futures. It's my junior year of college, and I'm putting an emphasis on python, how long did it take you personally, to understand how to navigate quant connect. Also I'm not sure if you're familiar with ICT concepts, but how difficult would it be use quant connect, with variables such as liquidity sweeps or highs and lows being broken?
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!
Code here in discussion forum: www.quantconnect.com/forum/discussion/17404/monthly-rebalance-of-most-liquid-stocks-with-lowest-pe-ratios/p1
Algo idea: a forex trading algo based on COT data
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.
Can you make a diversifying long term portfolio algorithm based on inflation, interest rates or something else?
sounds like a plan
Love the content!
glad you like it!
Great info, thanks!
hey could you share me the link of this code? Thanks!!
Hi mate, just found out your channel today. I'm new to this whole quantitative trading realm and luckily I found your channel, who has similar vibes to me and also into quant trading. I'm watching your videos on QC Tutorial and I must say I truly appreciate them all. I really want to learn more on QC and hopefully you could continue making those tutorials, even for beginners like me who has barely any experience with QC and only some on coding algorithms. I have some personal interests in crypto trading, particularly creating algo that does futures trading via Binance API but I don't have much experience both in coding and using QC as mentioned earlier, so I would really appreciate it if you could make a long tutorial video (maybe livestreams too?) on everything about QC and also basic coding, and perhaps taking crypto futures as a topic. Anyways, I just want to say thank you and keep up with what you are doing. Know that you are helping at least someone out here <3
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!
Pls do more videos don't be lazy I love your Chanel ❤🎉
Nice, appreciate the tutorial content.
The Hurst exponent has NOTHING to do with whether the market is in an upturn or a downturn. It is about persistence and anti-persistence.
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
After watching this video I realised they was a building hurst libary, Nevertheless thanks
I never knew they were building one hahaha, no problem