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Пікірлер
@theoneherb Күн бұрын
Nice
@snay6869 Күн бұрын
wow need more channels like this
@zidaneramadhan830 Күн бұрын
Incredible idea! This could be written as a research paper 🤔
@universaltradingmyanmar 5 күн бұрын
amazing work.
@gregandark8571 5 күн бұрын
Awesome!
@LFCEli 5 күн бұрын
Nice
@shivammavi824 6 күн бұрын
❤what is your usual data provider you for crypto talkin about those csv
@moquant 6 күн бұрын
@@shivammavi824 I pull it from coinbase
@NaveedMohammed-r2y 8 күн бұрын
Is quant trading superior to non-quant trading? Can you do a video on that explaining why or why not?
@BrianByrneFinance 8 күн бұрын
A great way Mo to showcase the speed of C++. If you use numba and cython python libraries you level the field. I can send you the code if you want to take a look.
@shivammavi824 12 күн бұрын
Bro if any way you can share github so we guys can fafo❤❤❤
@moquant 12 күн бұрын
Result) 31:25
@fnfrozenace3366 13 күн бұрын
this dude is a straight up g keep it up mo i learn so much from you
@moquant 13 күн бұрын
Thank you!
@shivammavi824 20 күн бұрын
Bro thats awesome want to see more like this previously i used to spoof some coins orderbook the imbalances are real edge
@quaant-he1nz 21 күн бұрын
Nice work! Looking promising. Is there a reason you are trading on Kraken? The fee tier, order book structure, etc., make this strategy difficult at this venue. For that same reason, you should probably be testing on Binance Perps. Training in an idiosyncratic market is not going to be optimal. Also, I would recommend ensuring that each feature you incorporate has proven statistical relevance and adds value.
@moquant 21 күн бұрын
@@quaant-he1nz Yes because it has lower fees than coinbase. I am actually putting this on hold and I am currently building my own backtester to make a better strategy. I built this purely to see how the trade cycle would be in C++ as it has more complex syntax than Python but runs better on my laptop.
@moquant 21 күн бұрын
@@quaant-he1nz And Thank You!
@moquant 22 күн бұрын
Not profitable yet but much closer now
@EsinaViwn9 22 күн бұрын
Good shit, Mo, keep us updated. You'll certainly benefit from finding a fella buddy Krill of some sort; such a duo will be impressive to follow.
@christoherhilton5914 23 күн бұрын
Where did the video go that went through how the volatility predictor was made in Python?
@moquant 22 күн бұрын
@@christoherhilton5914 Oh I deleted it because it had errors in it, this is the remake
@latinmike69 23 күн бұрын
🔥🔥🔥
@hurstexponent 23 күн бұрын
Very cool explanation
@moquant 23 күн бұрын
@hurstexponent Thank you!
@Wanjerifarm 23 күн бұрын
Thanks mo
@daddyelon4577 23 күн бұрын
are you a quant dev?
@jedendve7515 24 күн бұрын
I FUCKING LOVE YOU MAN❤️ really wanted to do one of these
@savusilviu 24 күн бұрын
Skew trades are fun until you end up in the valley
@fxsurgeon1 24 күн бұрын
Proves not all programmers are traders. Good luck tho!
@robi3228 25 күн бұрын
Sir, is there a reason behind not using "namespace std"?
@latinmike69 25 күн бұрын
im here for the run up
@latinmike69 25 күн бұрын
sick
@johnfakes1298 25 күн бұрын
i don’t get it, don’t even the best quants just barely beat the market?
@alexwoxst 25 күн бұрын
Also, small tip: Try Gradio UI from the HugigngFace team for apps like these ;)
@alexwoxst 25 күн бұрын
Amazing video Mo! Too bad the mathematics break down under fat tails.
@alexwoxst 25 күн бұрын
(Source: Statistical Consequences of Fat Tails - Nassim Nicholas Taleb)
@encapsulatio 26 күн бұрын
You should talk about the math, statistics, probability side of what you're doing. What resources do you recommend and how would a structured curriculum look like? Thank you.
@universaltradingmyanmar 26 күн бұрын
awesome man! like the stuff. CS major here. Looks like theres a lot to learn.
@fnfrozenace3366 26 күн бұрын
does all this in a mcdonalds employee crew neck loolll i love the content i just started learning quant and your videos help me out so much as a good way to see how the concepts im learning is used in the actual space im trying to get into thank you mo <3
@moquant 26 күн бұрын
@@fnfrozenace3366 I appreciate it! My father worked at McDonalds until retiring and gave me that sweater lol
@TimExcellent 26 күн бұрын
Haha😂 great stuff wearing the McDonald’s sweatshirt - that’s my quant
@moquant 26 күн бұрын
@@TimExcellent It is actually my fathers lol, he used to work at McDonalds until he retired
@bassdgod1 25 күн бұрын
@@moquant From mcdonalds to quant is pretty cool
@Zakibaki. 26 күн бұрын
Yo whats the move?
@moquant 26 күн бұрын
@@Zakibaki. We making it big 2025
@moquant 26 күн бұрын
Results) 48:00
@ky00n72 26 күн бұрын
How do you come up with ideas for trading systems? Honestly I wanna make projects surrounding quantitative finance but im not sure where to start
@giannipnt5946 26 күн бұрын
Could you make a video to explain in details all the graphs and metrics you used for university students that want to get into quant trading
@moquant 26 күн бұрын
@@giannipnt5946 I have some videos on my channel explaining how to make these
@caul69 25 күн бұрын
you can refer to John C. Hull Intro to corporate finance for an intro
@Ozhar2k 26 күн бұрын
great video and great project! Could you talk to us about the skewness and the std in the tails to interpret if an asset is overvalued?
@moquant 26 күн бұрын
So I plot the distribution of returns and the zscore of the price. Generally if the returns distribution is right skewed and the price zscore is in the lower tail the stock is undervalued. If the distribution of returns is left skewed and the zscore of the price is in the upper tail, the stock is overvalued. Of course these two alone shouldnt be the only ones to decide if a stock price will go up or down as they rely completely on historical price data.
@universaltradingmyanmar 27 күн бұрын
good stuff, good stuff.
@kebuontiengcuoi 27 күн бұрын
How old is you Mo
@moquant 27 күн бұрын
@@kebuontiengcuoi 30
@kebuontiengcuoi 27 күн бұрын
@@moquant can i connect w u on linedin Mo
@quaant-he1nz 28 күн бұрын
Just to say great channel! I’m a quant. A few years in the industry now. Keep up the work.
@giannipnt5946 26 күн бұрын
Which advices would you give a first year university student that wants to get into quant trading?
@keelanurnishanth5801 28 күн бұрын
I was get into algo trading and stuff, lets grow together
@n3ss337 28 күн бұрын
2025's the year. It's wild how I'm learning to code now by using LLM's and fixing the code 😅
@Wanjerifarm 28 күн бұрын
This channel is dope
@Wanjerifarm 28 күн бұрын
Thanks Mo
@soylant7425 28 күн бұрын
Cool
@DocumentingDrive 29 күн бұрын
Please never stop posting. Do you coach?
@moquant Ай бұрын
Result) 33:50
@jedendve7515 Күн бұрын
how do you have access to Matlab? that thing is expensive. I was super fluent at it while in university but then kinda lost it a bit since I started working
@comsummatus Ай бұрын
Why not Python? 😊
@moquant Ай бұрын
lol my channel is full of Python, I wanted to try something new