Amazing explanation my friend. I do some research in this domain. I've found that stock markets from developing nations, commodities and stocks during stressful time obeys LPPL like anything. Herding being at it's peak ensures that.
A Norwegian quant team did some financial modelling for fun. Then the news got wind of them earning a 100 million on the stock market. They said "Oh we're just trying a few things out" and the media magically left them alone. Also there's this math professor in London. Yeah he just bought an apartment for £10,000,000.
Nice intro to the topic. Besides my lamenting the over constrained approach, I would assume the parameters are sector sensitive, thus train for each sector separately.
usta bir türkün başka bir türkün ingilizcesinden türk olup olmadığını anlaması max 5 saniye sürüyor bu mucizevi bir şey :) gayet güzel konuşuyorsunuz yanlış anlaşılmasın video için teşekkürler
Nice video, you do a great job explaining the model! You have some original ideas with regards to using the estimated params in a nn. No love for the BiT blog tho? :(
Great Video!, I learned a lot. I am going to start working on my research as well including a Neural Network model, Utility theory including the SMA. There is no way that you can predict the Stock Market just with math. The Stock Market is moved by emotions and it's pretty irrational like the 97% of people that invest in the Stock Market... lol... do you have Twitter?
Thanks! You can find open-source implementations of LPPL on github: github.com/search?q=lppl This one seems to be one of the most comprehensive ones: github.com/Boulder-Investment-Technologies/lppls
The Financial Crisis Observatory estimates the odds that the US Stock market is currently in a bubble as ~30% (Indicator: early bubble warning - long time scale). You can find their daily predictions for different markets on their website: tasmania.ethz.ch/pubfco/fco.html P.S. I'm not affiliated with the Financial Crisis Observatory. As far as I know, they are a research lab at ETH Zurich.
This is awesome video! Thanks Leo. Just wondering, if we run the model for calculating, what computational power needed ? If use one powerful PC ( such as 64G memory G with 32 core CPU, roughly, how long time needed? any idea?
would like to thank all the hero taxpayer's that are allowing me to stay home safe and still collect a double pay every week. I've never made 900 aweek before. I also have a lot of time to brush up on educational finances. I'm going to increase my purchases of money metals with this windfall. I hope the working people can keep working for us. Godspeed.
