I will make a video on it sometime on roughly some of the things I've done since my strategies are a bit weird meaning Algo works on intraday but I have a longer term focus overall. I will try to explain it in near future .
BTW I really appreciate your support so far! I think I want to have a few weeks of boring fundamental programming videos and then I will add one day of week of my strategies I used in the past that have worked/not worked.
Thanks. I will try to see if I can improve that or do videos from other rooms.. You spoke about Dash btw are you good with web development/JavaScript just wondering ?
I just run with 1 vm. No container, but I probably should. I usually run separate clientIds and processes for each stock I am trading. So for example for all my algos related to just any TSLA option I have clientID 4, META clientID 5 and so on.
@@MLAlgoTrader I haven't tried multiple yet but I wonder if a batch file (.bat) from the cmd prompt could work. Each model could be a separate ClientID.
@@JohnintheTyranny Yes you can, although you can get into issues if two clients request same market data so be careful with that. Also, I think it is easier to start with multiple jupyter notebooks since then you can debug and interact very easily, but lots of people don't like Jupyter :)
can you tell me how I can get euro option pricing work on last day of expiry because quantlib take time to expiry in days left and on expiry day it says option expired
Hey so this is the thing by default Quantlib only works on a daily granularity so you should think of day of expiry as close day before expiry. There is a way to build Quantlib for intraday. See this. I did the intraday install once before if I have time I can make a video on it but don't expect one in next 6 weeks since I don't have much time because moving. quant.stackexchange.com/questions/73298/how-do-you-handle-non-integer-time-intervals-in-quantlib-for-options-pricing-ie
Very usefull video . Thanks a lot for a free content and time u give for it .
Hope your channel grow big soon.
Thanks
Thanks! Haha. Feel free to share if you want lol
@@MLAlgoTrader For sure
Follow back question sir . do we got series for quantlib tho
Maybe one day . Lots of plans so little time.
For your own trading, are you running 100% algo Options strategies? Also, are you focusing on intraday timeframes?
I will make a video on it sometime on roughly some of the things I've done since my strategies are a bit weird meaning Algo works on intraday but I have a longer term focus overall. I will try to explain it in near future .
BTW I really appreciate your support so far! I think I want to have a few weeks of boring fundamental programming videos and then I will add one day of week of my strategies I used in the past that have worked/not worked.
@@MLAlgoTrader No worries. Your content has been very useful, and is enjoyable to watch.
I think there is a little echo in the room, but much better than before
Thanks. I will try to see if I can improve that or do videos from other rooms.. You spoke about Dash btw are you good with web development/JavaScript just wondering ?
@@MLAlgoTrader no but I want to make something where trades happen when i click on a button depending on what i see in a datagrid 🙂
How do you run multiple algos at the same time? With a batch file? VMs? Containers?
I just run with 1 vm. No container, but I probably should. I usually run separate clientIds and processes for each stock I am trading. So for example for all my algos related to just any TSLA option I have clientID 4, META clientID 5 and so on.
@@MLAlgoTrader I haven't tried multiple yet but I wonder if a batch file (.bat) from the cmd prompt could work. Each model could be a separate ClientID.
@@JohnintheTyranny Yes you can, although you can get into issues if two clients request same market data so be careful with that. Also, I think it is easier to start with multiple jupyter notebooks since then you can debug and interact very easily, but lots of people don't like Jupyter :)
How is the microphone? Too loud? Is it better than past videos?
Sound quality is good, clearer than previous videos. Btw thanks for these videos.
Thank you! Was Quantlib interesting for you? Just wondering. Or are you more focused on Interactive ? There is a ton to the library.
can you tell me how I can get euro option pricing work on last day of expiry because quantlib take time to expiry in days left and on expiry day it says option expired
Hey so this is the thing by default Quantlib only works on a daily granularity so you should think of day of expiry as close day before expiry. There is a way to build Quantlib for intraday. See this. I did the intraday install once before if I have time I can make a video on it but don't expect one in next 6 weeks since I don't have much time because moving.
quant.stackexchange.com/questions/73298/how-do-you-handle-non-integer-time-intervals-in-quantlib-for-options-pricing-ie