Intro To Pairs Trading in R
4:57
3 ай бұрын
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@abdullahabdelaziz5959
@abdullahabdelaziz5959 Күн бұрын
Does still this work? I cannot even setup my user and pass in the package
@hackerborabora7212
@hackerborabora7212 4 күн бұрын
❤❤❤ best high quality channel in trading
@xiwanghu6320
@xiwanghu6320 8 күн бұрын
Great video, I am also trying to write an automated trading robot program using Schwab API. This video is very useful. Could you please help me resolve a small problem? Do you have a problem of inconsistency username between the Schwab development app and the Schwab trading account? According to the instructions on the schwab developer website, they must be completely consistent. But the developer app’s username can only be registered with an email address. The Schwab Trading Account does not accept the email address as username. They can’t completely consistent. What can I do to? Thanks and best wishes
@ArybergDuarte
@ArybergDuarte 9 күн бұрын
I created an account on Coinbase, but I couldn't find these parameters to use in an R application. hese parameters: KEYS <- new.env() assign("apikey","******************",envir = KEYS) assign("PASS","******************",envir = KEYS) assign("apiSecret","******************", envir = KEYS) The only thing I could generate was API key Private key
@xXxTheLimitxXx
@xXxTheLimitxXx 11 күн бұрын
Your code is very clean and efficient. I use r and was wondering how to do all of this stuff. Thank you so much for posting this stuff.
@xXxTheLimitxXx
@xXxTheLimitxXx 11 күн бұрын
Really good information! I had a similar thought process, thats how I found this video. I also was thinking what would happen if I used yesterdays data vs data right after the open And to see the probability on that was really cool! I cant find the script for this. Is it still available?
@lakeguy65616
@lakeguy65616 11 күн бұрын
I have a basic question. How is Interest Rate Sensitivity important? what does it tell you as a trader? Thank you.
@xdmondx
@xdmondx 12 күн бұрын
Great video. Is there a way to scrape this informatin directly from sec 10-q / 10-k publishments ?
@JustFlow-it2zg
@JustFlow-it2zg 12 күн бұрын
Hi can you make same video on python please
@tlally2009
@tlally2009 14 күн бұрын
Do you offer your services for a Think or Swim project? Please reach out.
@jackmoussette5656
@jackmoussette5656 15 күн бұрын
Good stuff!
@DannyMaxwell-g1u
@DannyMaxwell-g1u 17 күн бұрын
How about plotting the number of news (positive or negative) as histogram below the daily chart in order to observe historical and current spotlight on a stock? I figure, there is much value in observing peak popularity. Although the mainstream news may be mostly noise with permanent useless story pressing. Might work better for less common stocks over stocks like TSLA and such. Is it something you'd consider looking into?
@bahramshahrooz4213
@bahramshahrooz4213 19 күн бұрын
Great video! My portfolio consists of Vanguard SP500 index fund, Vanguard total international index fund, & Vanguard total bond index fund. What sorts of benchmarks should I use to stress test my portfolio? I assume inflation will be one type but don't know to create a model for inflation rate. I appreciate if you provide some guidance! Thanks in advance...
@oldtzang9797
@oldtzang9797 22 күн бұрын
Thank you for your sharing!
@xdmondx
@xdmondx Ай бұрын
how long will the code per period aprox. take with itermax=100 ?
@stanislawleskow1499
@stanislawleskow1499 Ай бұрын
Thank you for explaining! Do you know if by any chance options quotes are available? I know you can pull them easily from thinkorswim, have you tried api?
@tlally2009
@tlally2009 Ай бұрын
Emailed you. Great stuff.
@bhaskarpathriya9703
@bhaskarpathriya9703 Ай бұрын
can you please share the logic for getting option price for creating charts ..please
@connormurphy7207
@connormurphy7207 Ай бұрын
You are truly masterful in R studio. Really hoping to be on your level some day. May I ask how you became this proficient? If you could point me in the direction of some learning materials it would be greatly appreciated.
@Just2Fast24
@Just2Fast24 Ай бұрын
got an idea. use open source llm to create a developing training narrative throughout the day. All these scripts have outputs that can be decrypted at an extremely fast rate. All the user has to do is read what the AI is saying is going on and this can be on some type of interval.
@BenDover-ii4hz
@BenDover-ii4hz Ай бұрын
Thank you for showing us how to do this using R for Schwab Trader API. Would you be able to show us how to use their stream API (for option chains, for example) and store data while it's streaming?
@jupiejupe
@jupiejupe 2 ай бұрын
Are you still replying to comments on this video and if so, can I email you?
@rishid
@rishid 2 ай бұрын
Thanks so much, better than the Schwab documentation. Do you have this available on GitHub by any chance?
@winkswain2668
@winkswain2668 2 ай бұрын
Is there a way to get a balance by date? The Schwab website has a table view for balance history, but I can't find a way to capture programmatically (via javascript).
@orkayen
@orkayen 2 ай бұрын
Thanks for sharing. Is it possible to submit an order for multiple stock symbols like TSLA, NVDA, AMD, AAPL etc., 20 symbols
@tarasst6887
@tarasst6887 2 ай бұрын
I❤R
@hackerborabora7212
@hackerborabora7212 2 ай бұрын
❤❤❤thanks for this wonderful video if you can put video about new quant Algo like KAN hippo-kan mamba s4s6 .... Etc and pls a video about using KX api by Amazone and exploring the data like real scenario
@aaronsarinana1654
@aaronsarinana1654 2 ай бұрын
If you were using python you would have 100 times more viewers, including myself!
@wasatchm
@wasatchm 2 ай бұрын
so how far back can you get intraday data from schwab? I would like to get 5 minute bars going back at least a few years using a custom symbol list of about 5500 stocks. is it much work to save the files in assci text files in a certain format. i would like to dump them into metastock charting software by importing them as ascii text files (symbol,date, time,o,h,l,c)
@BLong-py8pz
@BLong-py8pz 2 ай бұрын
Thanks for this great video. You specified 127.0.0.1 when you requesting the app from Schwab, (1) Do you have to setup a web server? (2) Do you have to buy a certificate for it? Thanks
@oscar-RigaLatvia
@oscar-RigaLatvia 2 ай бұрын
This package fails on installation. Any ideas?
@uyendo4751
@uyendo4751 2 ай бұрын
Hi! Thank you for the video. I tried following the steps shown in the video but keep encountering HTTP 503 and 404 errors, even though the URL I’m using is correct, which is also the yfinace profile page (the quote page worked). Are there any tips or troubleshooting steps I can follow to resolve this issue?
@nandini2783
@nandini2783 3 ай бұрын
I am getting none in the date column, how to resolve?
@hackerborabora7212
@hackerborabora7212 3 ай бұрын
the best from the best i do reasearch about time series model AI DL ...etc do you hear about colpali you can use with financial statment and PDF its powerful model you will like it thank for the content
@AJ-iu6nw
@AJ-iu6nw 3 ай бұрын
hey, are you a CFA? it sounds like you're working with stuff directly in the curriculum
@quantroom
@quantroom 3 ай бұрын
Thanks, no I am not however I have gone over the material a few years ago and am glad they are adding this to their curriculum.
@stav1578
@stav1578 3 ай бұрын
Well done, bud.
@quantroom
@quantroom 3 ай бұрын
Thank You!
@moesadr3342
@moesadr3342 3 ай бұрын
Does anyone know how to create a custom screener using technical indicators and oscillators on TWS? I'm looking for a way to generate a pop-up list of stocks or ETFs as soon as they meet specific criteria, such as below example Real-time 50/200 crossover RSI between 50-60 MACD crossover above the signal line Price breaking above a key resistance level Bullish engulfing candle pattern Volume spikes on uptrends Can this be achieved with API and coding? Are there any existing tools or resources that could help? Do I need to be fluent with Python or coding et to be able to creat or use such a scanner?
@quantroom
@quantroom 3 ай бұрын
I believe this may require a ton of data but let me know if you find anything that allows you to do so.
@marcoesteves4367
@marcoesteves4367 3 ай бұрын
Jason, the pairtrading package are no more avaiable on CRAN.
@quantroom
@quantroom 3 ай бұрын
I mentioned it is available by running the following: install.packages("PairTrading", repos="R-Forge.R-project.org")
@peterk6215
@peterk6215 3 ай бұрын
Great video! Looking forward to the next one already.
@quantroom
@quantroom 3 ай бұрын
Coming soon & Thank you
@user60521123
@user60521123 3 ай бұрын
I’m so glad you’re demonstrating practical skills using R. I learned R in college, but it seems like most professionals use Python. 👍
@quantroom
@quantroom 3 ай бұрын
Thank you, yes I am still trying to learn Python but R is great too.
@carloslewis6475
@carloslewis6475 3 ай бұрын
Can we build a bot to use on think or swim through this?
@quantroom
@quantroom 3 ай бұрын
Yes, you can use the API to submit trades on your Schwab account and these show up on TOS.
@SMTechSoft
@SMTechSoft 3 ай бұрын
How do I reach out to you? Is there an email? I need some help and would be happy to pay to develop some of these APIs for my needs
@quantroom
@quantroom 3 ай бұрын
You can find my email on my profile if you click on "more" and then show email address: www.youtube.com/@quantroom
@mikiallen7733
@mikiallen7733 3 ай бұрын
Thanks jason , But looking in to your script , it does not seems to do to track changes in one of these columns, in other words , there is no way for the script to be alerted once there is a change let say in the column like " settlement price " , would you kindly elaborate on that in terms of implementation in R ? Best
@quantroom
@quantroom 3 ай бұрын
It is true, this script only scrapes the info that is available on the site at that point in time. You may need a subscription through CME in order to get the changes you need.
@oscar-RigaLatvia
@oscar-RigaLatvia 3 ай бұрын
This script depends on information from another script that is not easily accessible as that one depends on yet other scripts. Please advise, what are the names of those scripts upon which this script depends.
@quantroom
@quantroom 3 ай бұрын
Hello Oscar, this script can be used by itself. You just need to pass in the ticker/symbols you need and will run.
@oscar-RigaLatvia
@oscar-RigaLatvia 3 ай бұрын
Where can I find the other scripts you have been working on and what are their names. I would like to use this code.
@quantroom
@quantroom 3 ай бұрын
It is part of a series which I placed as a KZbin playlist available at the end of the video.
@hackerborabora7212
@hackerborabora7212 3 ай бұрын
Pls can you put the code
@quantroom
@quantroom 3 ай бұрын
I have the scripts available on my Patreon, there is a link in the video description.
@hackerborabora7212
@hackerborabora7212 3 ай бұрын
Thank you pls add video about machine learning algorithms with financial time series datasets ❤❤❤
@quantroom
@quantroom 3 ай бұрын
I have a couple on my channel already but should start going back to this subject.
@naiveweakman9041
@naiveweakman9041 3 ай бұрын
Seems like there's getOptionChain in quantmod now which is doing the same job (without having to update the crumb and cookie)
@wesseljan5450
@wesseljan5450 3 ай бұрын
Hi Jason, is there a way to deal with 25 request daily limits?
@quantroom
@quantroom 3 ай бұрын
Can't remember much about this API. If there is a daily limit you can perhaps try getting another API key if possible.
@jasonboykin3383
@jasonboykin3383 3 ай бұрын
Is this code open source?
@quantroom
@quantroom 3 ай бұрын
The script is available on my Patreon page, link is in the description.