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56:08 data

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

Bonferroni.

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

в общем - бабушка надвое сказала. Сомнительные преемущества, больше притянуто за уши.

Where do you find these people? 1. They are mostly in large cap due to liquidity. 2. I have backtested. SPMO is better than MTUM. SPMO outperforms SPY. 3. You're spouting nonsense. 4. You can test yourself using portfolio Visualizer if you want to fact check. 5. SPMO far outperforms SPY. 6. Fact check anyone who gives information as confidently as this person. Anyone being honest will say "generally or mostly or using our data etc." 7. Why am I, a retail investor, better at this than you?

Amazing job Max, loved it!

Great conference !

Always bullshit for the public. Jewish computer game

For predicting the emotions from pulse rate, skin response, and oxygen level. Which method will be utilized whether regression or classification?

Man i really appreciate ur work

I don't understand why you have to use synthetic data instead of real data?

ai

Seven years ahead of your time with the time stamps 🤣😂🤣😂🤣😂🤣😂🤣😂💎💎💎💎💎💎💎💎💎💎

Does anybody do quant trading in 2024?

For multiple comparisons, just divide p value with number of comparisons and that is your cut off value. It is called Bonferroni correction

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.

Best from the best from 🇩🇿🇩🇿🇩🇿 Algeria

Absolute rubbish that there are not traders making more than 20% a year!!

Great talk!

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.

Thank you

Many thanks.

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.

Love this interview .. both Fawce & Christina.

Great video. Lecturer's voice is quite similar to Andrei (the guy selling ZTM courses on udemy)

good explanation

Thanks for the explanation Max, I have a crush on you now

who else is here after their backtest returns 7.377e+21% apr

So basically we want to be able to predict numbers (regression) or things (classification)?

holy fukj this guy mumbles a bunch

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

He sounds exactly like Philip Gallagher.

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?

as a math undergrad, I want to become a quant and my main take away from is Machine Learning!

Apart from interview, I need to decipher all the book names on the shelf! Thanks for the video!

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.

What an amazing interview. She's just so genuine, authentic and open in a way I don't think I saw before.

13:07

Would love to keep supporting Quantopian Retro Episodes since talks like these are so helpful for learning 🙏 🙇

Audio a bit weird

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.

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ruclips.net/video/7SXW0ouCwK8/видео.html

It's Ernest, not Ernie.

lol. Why.

Great vid, however a key point was not mentioned , so that residuals are Y axis while X axis you use for your indepedent variable, and when you have 5 independent variables, you will have 5 residual plots consequently

4 years later MLLF or MILF as i call it, are doing fine.

I am surprised that no one asked about the importance of "target school".