QuantInsti Quantitative Learning
QuantInsti Quantitative Learning
We aim to provide high-quality education and training in Quantitative finance & Algorithmic trading. And we pride ourselves on making a complex domain accessible to anyone obsessively interested in it.
What we Offer:
👉 Executive Programme in Algorithmic Trading (EPAT): Algo Trading course - goo.gl/3Oyf2B
👉 Blueshift - Strategies, backtest & live trade for FREE: blueshift.quantinsti.com/
There's tons of other stuff we keep monkeying around with Blogs, Newsletters, Webinars, Workshops, The works.
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Contact Us:
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Пікірлер
thanks, very useful information.
is metatrader legal in india
Sir ..please let us know..if we have open mt5 terminal..or how i can run same on aws server ..please make detail video on same its request
very useful and meaningfull webinar .please make same for interactive brokers for forex trading...God Bless
hey just found out that there is a website by the name tick2trade they claim to provide tbt data
Thanks sir for your effort..how can we get ...the example code in the video...for simple understanding
Great speaker and very practical insights! thanks
indeed, idea on all markets to build any decent algo bot is this: time precedes volume that precedes price change, time is always the cause, volume the tool and price change effect of time but never the other way around as most technicals "guru-s" sustains , anyway good presentation, ty )
20:54 hello 🇮🇳
These are the requirements for Quant developer not Quant analyst
Hello, The roles of a quantitative analyst and a quantitative developer often overlap in the financial industry. Generally, the primary skill for a quantitative developer is programming along with strong software engineering skills, whereas the primary skills needed for a quantitative analyst are analytical and financial, with programming skills being secondary (still important). Hope that helps!
hello, where you get the training data to train the model ? For example once we get the past data for options chain , price etc,. where is the data for what strategy would have worked in the past ?
Hello, the performance of all the strategy combinations considered are calculated for the historical data to create the target variable. The target variable for any day would be the strategy that performed the best out of all strategies deployed on that particular day. You can find more details of the strategy design, and target variable calculation including its Python code in the Quantra course: Machine Learning for Options Trading (Link: quantra.quantinsti.com/course/machine-learning-options-trading)
it is stated that ML models price the options more accurately than BSM, so how do you measure the option price accuracy here? After a few time steps , the underlying price and implied volatility change, so consequently option price changes. So do these ML models correctly predict the future underlying price and the future implied volatility of options?
Hello, To measure how well ML models price options, we compare their predicted prices to actual market prices using metrics like Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE). These models learn from historical data, including underlying asset prices, strike prices, time to maturity, implied volatility, and the risk-free rate. Then, we test them on separate data to see how they perform. It should be noted that no model can predict future prices perfectly due to the unpredictable nature of markets. However, ML models often do a better job than traditional ones like Black-Scholes-Merton (BSM) because they can capture more complex patterns in the data. To achieve better accuracy, it's essential to use high-quality data, keep the model updated with real-time information, and incorporate techniques like ensemble learning. Incorporating macroeconomic factors and continuously validating the model against out-of-sample data can also help enhance its predictive power over time. Hope that helps!
Limit potential losses
Shouldn't spliting data into test and train set be done before scaling as per machine learning best practices as if we scale without splitting, then then there will be bias of test data involved in scaling?
Hello Prateek, You are right. The best practice is to scale the data after splitting it into train and test sets to avoid any data leakage from the train data to the test data. Therefore, in the data preprocessing step, we first split the data into train and test sets, and then pass it to a pipeline where the data scaling is performed. Hope that helps!
Can machine learning be used in TradingView?
Hi Andrew, Yes, but with very limited functionality. Pine Script is primarily designed for creating custom technical analysis indicators and strategies for trading on the TradingView platform. While Pine Script itself doesn't have built-in machine learning capabilities, you can incorporate machine learning predictions or models indirectly. The indirect ways include training ML models externally and importing the predictions into your Pine Script strategy or indicator. Another approach is to create custom indicators in Pine Script that mimic machine learning algorithms. It should be noted that the platform itself is not designed to handle complex machine learning models directly. Therefore, you may encounter limitations in terms of computational resources and the complexity of algorithms you can implement if you choose to create your own code that mimics machine learning functionality.
Do you provide preprogrammed modules that's Plug and Play for those that don't have time to program in Phyton?
Hi Andrew, While we don't offer preprogrammed modules for plug-and-play use, our course includes Python coding for momentum trading through detailed notebooks and step-by-step guidance. These skills will enable you to create your own customized trading code or modules by the end of the course.
Quanta
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Online course or offline
Hi! The above is the complete recording of our online workshop, feel free to check it out. In case you have any doubts or queries, feel free to connect with us at: [email protected]
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Nice
💎 I implement a trend-following💎 algorithmic long/short investment strategy. Quantitative Risk Management is 🗝️ Key. (IAU) (OIH) (MFApb)(WEN)(CTSH)(ARCC) (IPG)(WY)💎(MOO)(CG)(PFE) (CEG) (HON)💎
Wow, what a great opportunity to interview, Dr. Chan and such a waste that the interviewer is clueless
💎 Cognizant Technology Solutions (CTSH) 💎
💎 Cognizant Technology Solutions (CTSH) 💎
1:00
Asset madras
These Indians all sound like turkeys:D
These Indians sound like turkeys.
Is there a git link?
Unfortunately, a Git link is unavailable at this time. If you wish to access the notebooks presented in the webinar, take a free preview of the course Advanced Momentum Trading: Machine Learning Strategies here - quantra.quantinsti.com/course/advanced-momentum-trading-machine-learning-strategies Hope that helps.
After 2 years, does it work? Di you manage to find a consistent winning strategy? What is your return over 2 years of trading?
Hi there, We have created this content for educational purposes. None of it should be taken as investment advice. Generally speaking, trading strategies can deliver consistent returns over two years or longer. However, you should thoroughly backtest it and maybe even paper-trade it before deploying it in live markets. You should also have suitable risk management controls to monitor its performance and ensure you don't blow up your trading account. We suggest you take a look at our courses, blogs, and other content to learn more about creating, testing, and evaluating trading strategies.
💎💎💎 Systematic trend following is a concept with no limits on success. 💎💎💎
Utilizing Artificial intelligence in the financial markets makes for a great future.😊
I have listened to Ernie Chan's podcasts many times. Excellent content
💎 I implement a trend-following💎 algorithmic long/short investment strategy. Quantitative Risk Management is 🗝️ Key. (IAU) (OIH) (MFApb)(WEN)(CTSH)(ARCC) (IPG)(WY)💎(MOO)(CG)(PFE) (CEG) (HON)💎
Thank you sir
Blueshift not working
🚨📢 *Implementation of Machine Learning in Momentum Trading | FREE Webinar* Tuesday, April 16, 2024 - 9:30 AM ET | 7:00 PM IST | 9:30 PM SGT Register now! - bit.ly/49E3AqB
🚨📢 *Implementation of Machine Learning in Momentum Trading | FREE Webinar* Tuesday, April 16, 2024 - 9:30 AM ET | 7:00 PM IST | 9:30 PM SGT Register now! - bit.ly/49E3AqB
🚨📢 *Implementation of Machine Learning in Momentum Trading | FREE Webinar* Tuesday, April 16, 2024 - 9:30 AM ET | 7:00 PM IST | 9:30 PM SGT Register now! - bit.ly/49E3AqB
🚨📢 *Implementation of Machine Learning in Momentum Trading | FREE Webinar* Tuesday, April 16, 2024 - 9:30 AM ET | 7:00 PM IST | 9:30 PM SGT Register now! - bit.ly/49E3AqB
Normal Hosting Server + Python + Back testing with Ratios = Mean Reversion + Momentum TF
Great content!! 👍 Please make more of such content. 💯
very insightful thank you Dr
The way Target is set when we will be taking trade is it tomorrow opening of the market ?because as current close only be available after the market close in case of daily timeframe
Hi! You don't need to worry about that. Just use close to close nex day returns are ok. If you think about your question a little bit more, you will always be in that situation. For example, if your data has a hour frequency, for 11am to 12pm, you will use the 12:00:00 close price to create the target. In case you're asking how to create the target for live trading, you don't need to worry about it, because you will only use the input features up to the close time, not the prediction feature, to get a signal. Hope this helps. happy learning.