Which software you used to create that 3d graph visualisation, in the beginning of the video?

What a data set! Nice walkthrough

@ 11:19 what is this "Lore of One Price" you speak of?

Its not "too good to be true". Seems algo is here and its challenging your beliefs or intimidating you? Basically living off my gains, which are consistent on a month to month basis. Best decision ever was running bots with Nurp. its a matter of being responsible and managing your bot properly.

would it be possible for you to do a tutorial on how to make a cluster and use the cluster made out of multiple LattePanda Sigma SBCs? i realize that it's expensive, but it would be helpful?

This is awesome

Thank you! Life long student here!

Definitely not fake. Very real. Come to a point where you should embrace the future and use the tools here to your advantage! Idk about building a bot honestly, I put effort in manual trading from time and just have a company provide a legit bot. Yes, you have to be smart and still manage but I think its the closest I've gotten to "hands off" as possible! Running a couple bots with Nurp right now for anyone who is curious, currently running 12% gain per month on average and that's with super conservative settings! amazing so far, Wish me luck!

Great idea using the numpy arrays! thanks for sharing!

Best explanation ever! Many thanks for uploading this video.

when all you have is a hammer, everything looks like a nail

How can you get 2 different vol smiles for puts and for calls? Put-call parity says impl vol should be equal. There is definitely an error in your code

As a quant for about 10 years now, I'd recommend the excellent book "Financial Mathematics" by Campoleti and Makarov for the base background. Thereafter a masters or a phd in the field is appropriate. (I took this route with the aim of building out an entire suite of tools for derivative pricing, simulation and validation). The upshot was that my coding skills were sufficient to get me quickly past the entry graduate roles and into where I am today. Second, knowing at least Python AND C++ are musts. Research skills are fine but in today's era knowing how to program (specifically and generically) are essential.

Came here to find out what a quant is. Left severely humbled realizing I am out of my depth. 😮‍💨

better than my professor, good job man

and you are right! people like me are not used to python but are eager to learn! thank you for your work, extremely helpful

The search for alpha is bit of a catch 22...if everyone discovered it and traded to make profits it won't be an alpha...I guess it's more opportunity based which is discovered by smart traders who capitalise it and then the rest of market follows suit and alpha ceases to exist...

statistical parroting?

These are bare minimum skills and most of that can be taught, what we look for is people who have extremely strong math backgrounds. Having a very strong understanding of multivariate calc, linear algebra, and higher levels of mathematics (fourier transforms)... along with some programming knowledge. If one understands these areas the finance areas can be taught, but not the other way around.

Optiver are soulless scoundrels. they would take a 100 dollar bill from a blind old lady for an apple that is worth 1$ and think they are geniuses.

Nice graphs

Very interesting and useful work. Very good. Please where can I find the text of the code? Thank you, Edoardo

Finally a cluster yt who finally runs the actual job

Strategy 1: Fee-based financial services (banks, hedge funds, retirement funds) Strategy 2: Bid-Ask spread, market making activities, provide liquidity and gain the spread between bid-ask Strategy 3: Guarantee commissions with every transaction clients make

i just discovered your channel and im loving it, you make loads of option market making videos, do these option market makers quote prices for options and the price of the underlying

How to download ALL US stocks from Yahoo Finance? Does anyone has updated list of all tockesrs?

Has nobody heard of Insider Trading here? That's before we get the politicians. Amazing how the higher you are in office, the more winning trades they seem to have!

I have never seen a profitable algo trader....... ......after over 20 years of trading.

3rd year physics PhD here. I want to thank you both for that!

Got confused ate crayon

I believe what you’re calculating is “historical volatility”, not “realized volatility”. Every trust worthy research paper defines realized volatility in terms of intraday “high frequency” returns, not daily historical ones. So to get the realized volatility, for example, one would take 5-minute intraday returns and use a formula similar to historical volatility to calculate the realized volatility for that day. So your reference to realized volatility is misleading.

I have one question why we are taking bank account units.

He encoded his name into the code, LOL. Hopefully that pays off sometime in the future.

OMG this is the information I wanted to know, you may have just changed my life. I was trying to understand why the normal standard deviation has the bell curve shape. And now thanks to you, I now know that the normal standard deviation shape is the projection of multiple scaled random walks.

at least for me and possibly others... fyi... Currently need to replace: from pandas_datareader import data as pdr stock_data = pdr.get_data_yahoo(stocks, start, end) with: import yfinance as yf stock_data = yf.download(stocks, start=start, end=end) 😀

One question at 6:58, do we really need this tt 2D time x-axis for plot? since every path use the same axis, does 1D time interval array work as well?

hi so how do you calculated the IV for bid and ask of options for call and put seperatly??

Revisiting again, made up the thumb up forgot last time. Thank you so much for your brilliant work and generous sharing!

Everyone is looking for their “get rich quick scheme.” Unfortunately, it doesn’t exist unless you consider fraud, and then you’re gambling with your life & freedom. 👍

adorei❤ 21:04 21:08 21:13

From last 5 years i have used many option writing/selling strategies to make a consistent profit with proper hedging and a max VaR of 5% of my cap, even lost 5% on 24th feb 2022. What most people dont understand is these big firms face a liquidity problem, and thats why its difficult for them to find true alpha without risking too much

what a man

Lets goooooo OPTIVER. Great video man!!

That's a wondereful serires of video! But I got a little question about the expected return. In the code we use E[x] = Weights * returns * k , it's assumed that's not compound interest? In reality should not that be (1 + weights * returns)^k - 1? Hope get the reply! Sincerely Thanks!

Poor explanations. Very imprecise, too fast, not clear. Do better.

Your ito calculus is overrated…

ive been trying to use historical options data (O,H,L,C, Volume) as well as other indicators to try to train a deep learning model to predict buying and selling seasons, does any one have advice or think im wasting my time?

I came for conditional VaR. It was not mentioned at all.

Thanks for sharing 😀👍 greetings from Colombia.

Very interesting