Quant Radio: The Inflation Gamble
10:20
9 сағат бұрын
Quant Radio: Time-Series Momentum Strategies
18:20
Quant Radio: Reaching for Beta
9:24
Пікірлер
@JaeLosado
@JaeLosado 7 күн бұрын
From Whitney.A USDT wallet phrase is making the rounds: (clean party soccer advance audit clean evil finish tonight involve whip action).
@BV-pn5nd
@BV-pn5nd 8 күн бұрын
THIS IS THE DEFINITION OF MAKING TRADING IMPOSSIBLE AND DIFFICULT TO UNDERSTAND.😀😃
@adcoal
@adcoal 10 күн бұрын
Too cool...thanks a lot bud.
@coleccionistadejuguetes8288
@coleccionistadejuguetes8288 10 күн бұрын
Ahora dirige WJFG group de inversiones IA?
@arnold-pdev
@arnold-pdev 11 күн бұрын
It was a good introductory lecture, but I didn't get all that much insight into the strategies of statistical arbitrage.
@TheJamesMethod-b4t
@TheJamesMethod-b4t 13 күн бұрын
I didn't know what he said but I watched until the end cause he s hot. huh
@MrMikomi
@MrMikomi 15 күн бұрын
This is all naive statistical mumbo jumbo. It's predicated on the idea that two instruments are related in a non changing way. But this is so naïve it's comical. If it were true the arbitrage opportunity would never exist in the first place.
@fiddlepants5947
@fiddlepants5947 14 күн бұрын
Damn right 😂 What do you reckon is the real scam then?
15 күн бұрын
very helpful video!
@stillbeatz
@stillbeatz 15 күн бұрын
As someone who has very limited statistics knowledge… To me, it looks like when you integrate from order 0 up until order “n”, it’s almost like moving from a 1 second chart, up the ladder until eventually max time chart 🧐
@johnvargas761
@johnvargas761 15 күн бұрын
I have no idea what this guy is saying
@michaeljagdharry
@michaeljagdharry 16 күн бұрын
We as a society need to come up with a solution to academic hecklers
@carsondoesdata
@carsondoesdata 16 күн бұрын
Granger causality would be a great subject to incorporate into these lectures
@SanjayKumar-d9p4e
@SanjayKumar-d9p4e 26 күн бұрын
your voice is
@mihairusu6734
@mihairusu6734 27 күн бұрын
Market is driven by fear and greed, algos just follow the crowd, no algo made money consistently
@DrFractal123
@DrFractal123 29 күн бұрын
Quantopian has closed its doors a few years ago’
@Limitless.Teekay
@Limitless.Teekay 21 күн бұрын
Why is that?
@raysontan1021
@raysontan1021 Ай бұрын
I'm not sure if the correlation test in 15:13 is done with the correct assumptions in mind since you're dealing with time-series. In other words, the auto-correlation within the time series is influencing the correlation metric where it's skewed towards measuring the continuity of the macro beta rather than the true individual row by row data.
@caleb7799
@caleb7799 Ай бұрын
and they say nobody will remember when you fucked up during your speech because they are more worried about themselves. haha bullhicky! just look at the comments!
@myowndrummer3372
@myowndrummer3372 Ай бұрын
@21:54 I coded this graph in R, the ADF/corr plot vs differentiation fraction. The graph does not agree with his. I've pulled in other Futures series. Same issue. The correlation is more of a slightly curved line. But, 0.4 still proves to be an effective limit.
@carlosfierro3302
@carlosfierro3302 Ай бұрын
Interest piqued, but how relevant is this still?
@chocolatemodelsofficial5859
@chocolatemodelsofficial5859 Ай бұрын
After watching thousands of KZbin videos on trading for 4 years I am finally grasping it. Thank goodness physics was my favorite subject in school otherwise I would still be lost.
@navketan1965
@navketan1965 Ай бұрын
Sir, For pair trading forex say gbp/aud and gbp/nzd how do you like idea to use actual cci values mtf to decide which pair is more deflected from its average price. example-- use cci7 and cci 14 values on daily chart added for each asset, and buy asset which is cheaper and sell asset more expensive or vice versa. I would think cci would give better and more reliable signals compared to rsi or tsi indicator. after all, cci is derived directly from price itself and it is not an indicator of indicator. we seek your wisdom and thank you.
@LinkinPark4694
@LinkinPark4694 2 ай бұрын
Omg I’m so dumb thanks for the reminder.
@cgu3677
@cgu3677 2 ай бұрын
just a few short years after this video released, quantopian website and seemingly the whole company vanishes
@mediarockit
@mediarockit 2 ай бұрын
Thank you
@neuvocastezero1838
@neuvocastezero1838 2 ай бұрын
Is it, in general, twice as risky to go "long the spread", since the spread open in either direction?
@esquire9445
@esquire9445 2 ай бұрын
28:47
@fruityfriend
@fruityfriend 2 ай бұрын
those ai-generated podcasts suck. I unsubscribed from your channel because you are spamming shit.
@bigclout0056
@bigclout0056 2 ай бұрын
16:22 this is thinking about “randomness” in the wrong way. He’s thinking of “random”/“probabilistic” as a fixed point (i.e.: the uniform distribution) and “deterministic” as a spectrum. Anything that isn’t the uniform distribution, in this world view, is some degree of deterministic. In reality it’s the opposite. Entropy works the same way
@РодионЧаускин
@РодионЧаускин 2 ай бұрын
Martin Charles Jones Michael Perez Scott
@junal27
@junal27 3 ай бұрын
A former student of UNED and the UCM, two public Spanish universities make me proud of what our system was. Excellent Marcos, never ever forget your origins. Excellent presentation
@ahmadjaradat3011
@ahmadjaradat3011 3 ай бұрын
THANK YOU... finally, something simple and comprehensive.
@chubulu9842
@chubulu9842 3 ай бұрын
What’s the title of his book?
@covalentbond7933
@covalentbond7933 3 ай бұрын
Basigally
@stefano8936
@stefano8936 3 ай бұрын
10:30 He formalized what I tried to explain to my "scientists" colleagues, several times. But yeah I'm just a MSc, not a PhD so why should I have opinions?
@РодионЧаускин
@РодионЧаускин 3 ай бұрын
Thomas Patricia Garcia Charles White Ronald
@roc7880
@roc7880 3 ай бұрын
poor data, imperfect machines, unreliable algorithms. the output is obviously substandard.
@hassanmirza2392
@hassanmirza2392 3 ай бұрын
He is a Zionist clown!
@kunalroy4198
@kunalroy4198 3 ай бұрын
I don't understand what he means by returns have no memory, returns just like prices have repeating patterns over the course of multiple years and those patterns can be learned by a model. And modeling returns can tell you a lot about price direction
@junal27
@junal27 3 ай бұрын
if can exploit what you know you are already billionaire
@MaungRuelas
@MaungRuelas 3 ай бұрын
You make wonderful videos! 👏 I wanted to ask something unrelated: 🤔 I found these words 😅. (behave today finger ski upon boy assault summer exhaust beauty stereo over). Not sure how to use them, would appreciate help. 🙏
@grin2a715
@grin2a715 4 ай бұрын
hes a good teacher and good looking :D
@jackymarcel4108
@jackymarcel4108 4 ай бұрын
Moore Nancy Thompson Brenda Wilson Lisa
@michaeledet3153
@michaeledet3153 4 ай бұрын
Thanks bro you did well there 🇳🇬
@tosinadekunle646
@tosinadekunle646 4 ай бұрын
Thank you Sir
@Mariakevin-d9v
@Mariakevin-d9v 4 ай бұрын
My life changed too when I started doing this and putting money in stocks. The first few years it as really great, but this year I haven't felt like my portfolio is doing well. I have lost more than $40,000 from my portfolio the past four months, and it's now very worrisome.
@Beckylouis-c4c
@Beckylouis-c4c 4 ай бұрын
Yes, I agree. I use a financial advisor too. Same person since 2020. I don't worry about whether the economy is going up or down or sideways. I always ride through.
@Anitasolomon-u4p
@Anitasolomon-u4p 4 ай бұрын
Oh, really? I have never thought of that as an option. Can I ask who it is you've been working with? I bet I could use some help myself.
@Beckylouis-c4c
@Beckylouis-c4c 4 ай бұрын
My CFA NICOLE ANASTASIA PLUMLEE a renowned figure in her line of work. I recommend researching her credentials further... She has many years of experience and is a valuable resource for anyone looking to navigate the financial market..
@Anitasolomon-u4p
@Anitasolomon-u4p 4 ай бұрын
Thank you for the lead. I searched her up, and I have sent her an email. I hope she gets back to me soon.
@HitAndMissLab
@HitAndMissLab 5 ай бұрын
James Simmons seems to had been running closed shop with free information flow. But in that variant one had to pay employees enough to incentivise them not to leave.
@iClaWnN
@iClaWnN 6 ай бұрын
Thank you 😊
@devenjain7079
@devenjain7079 6 ай бұрын
get_pricing doesn't work
@suaraxxtikus
@suaraxxtikus 6 ай бұрын
you dont blink...?
@jayshrijadhav9883
@jayshrijadhav9883 6 ай бұрын
I thought he is a ai robo
@0xB0AtTT
@0xB0AtTT 6 ай бұрын
Done