James Simmons seems to had been running closed shop with free information flow. But in that variant one had to pay employees enough to incentivise them not to leave.
i think this would work well in forex. looking at it in stocks and crypto it relies too much on the hope that the two stocks you pick have a high stable correlation which often the case is not, even in the same industry. still too much guessing involved, plus with mean reversion.
buenas tardes sr marcos mentor financiero una pregunta el machine learning es usado también en las acciones meme como game stop y amc? gracias por la respuesta
0:25 you said that the residual plot is the residual over the "actual observation". The plot should actually be the residual over the predicted value, as you have labeled on the example plots
I used Quantopian to backtest a few ideas and also explored the forum to see if others had tried variations of these ideas, which they had. I didn't participate in the competitions because my strategy are Martingale, and these didn't score well despite having multi years Sharpe ratio higher than 2. I keep trading the strategy till this day. The product, Quantopian API, was really well built and polished. Fawce, it's truly remarkable that you recorded the retrospective process-a rarity in itself-and then made the videos publicly available, an unprecedented move.
Do you think that algo trading can remove the edge of momentum strategies eventually. Because all the algos will be chasing similar kind of strategies.
Successful quant firms use quantum computing, quantum wormhole tunneling, and quantum entanglement to send small packets of information into the past. This creates a feedback loop in which packets of information can be received from the future. It can be small amounts of bits of information, 0s and 1s, and this is enough to generate a small edge for a trading strategy to beat the market. You only need to know what happens a few milliseconds into the future to gain a statistical edge, without raising an eyebrow of suspicion. The rest is history. TL;DR: hire quantum physicists and engineers to build a quantum time machine, get info from the future, use it as signals for market entry/exit.
I'm immersed in this. I read a book with a similar theme, and I was completely immersed. "The Art of Saying No: Mastering Boundaries for a Fulfilling Life" by Samuel Dawn
Why does the notebook delineate between regression and correlation by saying regression is limited to linear dependencies but correlation isn't? Correlation only captures linear dependencies. x1 = x, x2 = x^2, these two are related, but the correlation coefficient will not capture this. I also don't understand why in the analysis of the regression model for TSLA and SPY, the alpha was completely ignored. The notebook concluded that the model just shows that SPY is more volatile, but doesn't a positive alpha indicate that there is some return component that isn't explained by the higher volatility of TSLA?
Really love this interview. I remember watching an interview way back about Domyard and thinking how cool it was. Sad to hear it didn’t work out, but glad she found her way eventually.
Sir, In pars trading can one trade spread between SP500 & Nasdq 100 based just on market sentiment of broad market/major indices.When sentiment is bullish,Nasdq100 would outperform SP 500 index.And in bearish scene vice versa.Same may be applied for pairs trading SP500 & Dow 30.In weak market Dow 30 would hold better & go down less compared to SP500/nasdq100.We seek your wisdom.Thank you.
