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.
Visit us: bit.ly/3Rexk64
Blogs: bit.ly/3GMycd6

Follow us on:
Facebook: facebook.com/quantinsti/
Twitter: twitter.com/QuantInsti
LinkedIn: www.linkedin.com/school/quantinsti
Instagram: instagram.com/quantinstian/

Contact Us:
Mobile: +91-8976996960
Landline: +91-22-61691400
Global: +1-312-761-8620
E-mail Id: [email protected]

Пікірлер

  • @darkfrusti
    @darkfrustiКүн бұрын

    thanks, very useful information.

  • @amanikac
    @amanikacКүн бұрын

    is metatrader legal in india

  • @user-wd9sl7bu4q
    @user-wd9sl7bu4q2 күн бұрын

    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

  • @user-wd9sl7bu4q
    @user-wd9sl7bu4q2 күн бұрын

    very useful and meaningfull webinar .please make same for interactive brokers for forex trading...God Bless

  • @mohammadshahid9296
    @mohammadshahid92962 күн бұрын

    hey just found out that there is a website by the name tick2trade they claim to provide tbt data

  • @user-wd9sl7bu4q
    @user-wd9sl7bu4q2 күн бұрын

    Thanks sir for your effort..how can we get ...the example code in the video...for simple understanding

  • @anatolyalekseev101
    @anatolyalekseev1014 күн бұрын

    Great speaker and very practical insights! thanks

  • @alexciobanu3819
    @alexciobanu381911 күн бұрын

    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 )

  • @p.anandharamakrishnan5969
    @p.anandharamakrishnan596918 күн бұрын

    20:54 hello 🇮🇳

  • @KamleshVerma2389x
    @KamleshVerma2389x19 күн бұрын

    These are the requirements for Quant developer not Quant analyst

  • @quantinsti
    @quantinsti10 күн бұрын

    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!

  • @ckkdfocif
    @ckkdfocif20 күн бұрын

    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 ?

  • @quantinsti
    @quantinsti15 күн бұрын

    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)

  • @anindadatta164
    @anindadatta16420 күн бұрын

    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?

  • @quantinsti
    @quantinsti15 күн бұрын

    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!

  • @nabarupghosh2880
    @nabarupghosh288020 күн бұрын

    Limit potential losses

  • @prateeksingh4533
    @prateeksingh453321 күн бұрын

    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?

  • @quantinsti
    @quantinsti15 күн бұрын

    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!

  • @Andrew-dj1wd
    @Andrew-dj1wdАй бұрын

    Can machine learning be used in TradingView?

  • @quantinsti
    @quantinsti27 күн бұрын

    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.

  • @Andrew-dj1wd
    @Andrew-dj1wdАй бұрын

    Do you provide preprogrammed modules that's Plug and Play for those that don't have time to program in Phyton?

  • @quantinsti
    @quantinsti27 күн бұрын

    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.

  • @amohammedarif5102
    @amohammedarif5102Ай бұрын

    Quanta

  • @swarnenduhalder1342
    @swarnenduhalder1342Ай бұрын

    B

  • @swarnenduhalder1342
    @swarnenduhalder1342Ай бұрын

    D

  • @user-vm8dy3di6q
    @user-vm8dy3di6qАй бұрын

    Online course or offline

  • @quantinsti
    @quantinstiАй бұрын

    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]

  • @Teaser2Baller
    @Teaser2BallerАй бұрын

    a

  • @taylor_o
    @taylor_oАй бұрын

    Nice

  • @andrewereynolds5840
    @andrewereynolds5840Ай бұрын

    💎 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)💎

  • @kevinr8431
    @kevinr8431Ай бұрын

    Wow, what a great opportunity to interview, Dr. Chan and such a waste that the interviewer is clueless

  • @andrewereynolds5840
    @andrewereynolds5840Ай бұрын

    💎 Cognizant Technology Solutions (CTSH) 💎

  • @andrewereynolds5840
    @andrewereynolds5840Ай бұрын

    💎 Cognizant Technology Solutions (CTSH) 💎

  • @forheuristiclifeksh7836
    @forheuristiclifeksh7836Ай бұрын

    1:00

  • @sELFhATINGiNDIAN
    @sELFhATINGiNDIANАй бұрын

    Asset madras

  • @sELFhATINGiNDIAN
    @sELFhATINGiNDIANАй бұрын

    These Indians all sound like turkeys:D

  • @sELFhATINGiNDIAN
    @sELFhATINGiNDIAN2 ай бұрын

    These Indians sound like turkeys.

  • @user-if2wo1sd6f
    @user-if2wo1sd6f2 ай бұрын

    Is there a git link?

  • @quantinsti
    @quantinstiАй бұрын

    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.

  • @poiqwepoi
    @poiqwepoi2 ай бұрын

    After 2 years, does it work? Di you manage to find a consistent winning strategy? What is your return over 2 years of trading?

  • @quantinsti
    @quantinsti2 ай бұрын

    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.

  • @andrewereynolds5840
    @andrewereynolds58402 ай бұрын

    💎💎💎 Systematic trend following is a concept with no limits on success. 💎💎💎

  • @andrewereynolds5840
    @andrewereynolds58402 ай бұрын

    Utilizing Artificial intelligence in the financial markets makes for a great future.😊

  • @andrewereynolds5840
    @andrewereynolds58402 ай бұрын

    I have listened to Ernie Chan's podcasts many times. Excellent content

  • @andrewereynolds5840
    @andrewereynolds58402 ай бұрын

    💎 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)💎

  • @sam-stallone
    @sam-stallone2 ай бұрын

    Thank you sir

  • @welltrade6778
    @welltrade67782 ай бұрын

    Blueshift not working

  • @quantinsti
    @quantinsti2 ай бұрын

    🚨📢 *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

  • @quantinsti
    @quantinsti2 ай бұрын

    🚨📢 *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

  • @quantinsti
    @quantinsti2 ай бұрын

    🚨📢 *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

  • @quantinsti
    @quantinsti2 ай бұрын

    🚨📢 *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

  • @DGM-DailyGameMoments
    @DGM-DailyGameMoments2 ай бұрын

    Normal Hosting Server + Python + Back testing with Ratios = Mean Reversion + Momentum TF

  • @aravindtiwari9702
    @aravindtiwari97022 ай бұрын

    Great content!! 👍 Please make more of such content. 💯

  • @2255.
    @2255.2 ай бұрын

    very insightful thank you Dr

  • @tapas20051
    @tapas200512 ай бұрын

    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

  • @quantinsti
    @quantinsti2 ай бұрын

    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.