Applying Graph Theory to Algorithmic Trading | Time Series Visibility Graphs

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  • Опубликовано: 29 сен 2024

Комментарии • 27

  • @halilibrahimakgun7569
    @halilibrahimakgun7569 11 месяцев назад +4

    What does it mean if one day's closing price is visible on another day? So what information does being visible give us? The graph can also be created by other methods. What is the logic of this method?

  • @jeremycarroll451
    @jeremycarroll451 Год назад +8

    Every video you produce is more fascinating than the previous..

  • @bongkem2723
    @bongkem2723 Месяц назад +1

    wow all the math i learned back 20 years ago suddenly make sense now, thanks bro !!

  • @jacobnotte3699
    @jacobnotte3699 Год назад +4

    Thanks again for the amazing insights, knowledge, and techniques that you teach! Another banger video :)

  • @NikhilDewangan11
    @NikhilDewangan11 Месяц назад

    This is good for retrospective analysis only because you don't know how high or low the next bar will be. Unless there's a working theory on extrapolation solely based on visibility graphs. But still the future is not visible from the present so I doubt whether it is really possible. I have found derivative chain data to be highly reliable for first information

  • @Krath1988
    @Krath1988 Год назад +2

    Thank you! This feature will make an excellent addition to my collection.

  • @markuswallner2425
    @markuswallner2425 4 месяца назад

    it looks like its measuring convexity

  • @st0a
    @st0a 6 месяцев назад

    Interesting method, but I don't understand how we are supposed to use this technique. Could we identify cycles in the graph to find some sort of seasonality in the time series?

  • @jorgealvarado7946
    @jorgealvarado7946 8 месяцев назад

    I like the look of the horizontal visibility graph. Maybe I can post a request for an indicator on MQL4? Wonder how much it would cost

  • @ohjoshrules
    @ohjoshrules 6 месяцев назад

    Awe yeah. Great stuff. Would be super cool if you wrote a function of a Lagrangian and compared the mins and max’s
    Maybe see which one finds it faster ?

  • @cooltraderf
    @cooltraderf 9 месяцев назад

    Very well explained. I look forward to more on similar topics. Have you considered structural entropy thresholds for risk-on risk off signals? There have been some other posts and videos on this but your excellent python coding and clear explanations would add to this. Tank you

  • @mahmoodhajipour3680
    @mahmoodhajipour3680 Год назад

    thank you, new ideas are always good, i personally enjoyed this video and looking forward to new ones...

  • @hernansaa
    @hernansaa 9 месяцев назад

    Amazing content man, thanks a lot. What code editor are you using? vim?

  • @aidanthompson2166
    @aidanthompson2166 Год назад

    Fascinating video, keep up great work

  • @CZiNTrPT
    @CZiNTrPT Год назад

    Nice stepping through your code. Thanks for a very interesting topic I never heard of before

  • @iuyunn
    @iuyunn 7 месяцев назад

    Thanks a lot for the insightful video!

  • @homealone75
    @homealone75 Год назад

    This is my kind of content!! Thank you!!!

  • @mozkhiyar9486
    @mozkhiyar9486 Год назад

    as always greatfull for the knowledge that you share

  • @santalaszlo6858
    @santalaszlo6858 Год назад

    it was very interesting, thank you ✌️

  • @Alexrmacleod
    @Alexrmacleod Год назад

    Next level stuff amazing

  • @lvmrgoogle
    @lvmrgoogle Год назад

    Very interesting video, thank you. I think I understand the idea behind using a visibility graph, but I'm not sure about the symmetry of that adjacency matrix. A point in the past is visible from the past, but not vice versa, so "visibility" in the "visibility graph" could be not quite true. It would be interesting to see one-directional links which I guess would make that graph a tree. However the shortest path is a metric available only in a fully connected graph, so I'd need to read about graph theory a lot to understand which metric would be a good candidate for this experiment.

    • @neurotrader888
      @neurotrader888  Год назад +1

      I talk about the direction of 'visibility' in my video about time series reversibility. You can find the forward links by looking only at the upper triangle of the adjacency matrix.

  • @Chainerlt
    @Chainerlt Год назад

    something new to me, thanks!

  • @ll00000000ll
    @ll00000000ll Год назад

    fancy but hard

  • @thinketh2408
    @thinketh2408 Год назад

    Hey so much great content but if I were to follow I best which of you strategy would you recommend me to go with?

  • @MarcoCosta-ud4uu
    @MarcoCosta-ud4uu Год назад

    I tried to reach out via email please check it out