@honzinuvsvet4102
This is exactly why I´m trying to focus on ´´facts´´ about market- volume, vwap, stand. deviation also support resistance. Loving your videos!
@joewarren6439
You are an awesome technician. I love the Stan Weinstein code you provided and have created TOS screens to identify potential trades based on 30 weeks and 50 days both providing many trade possibilities. Thank you.
@shawnxie9244
Statistically this strategy should work but watch out for insane drawdowns. For example consistently buying a 5% drop while the market is in a downtrend is gonna cost you a lot. At the end of the day most algo strategies boil down to market conditions which are for the most part discretionary.
@fatbat4990
Gotta love the singing crows in the background.
@flashrun6093
One can store in code, the value for the variable percentage. In Pine Script, just use a switch for any security desired.
@dontbeafool
good video. you should have a look at meta labling. basically, you keep your strategy but you take other metrics like volatility, skewness, autucorrelation,etc. you use them with your backrest results to build a classifier(any ml model) on top of your strategy so that your model can prevent trade execution if it knows with enough certainty it wont be profitable. it eliminates a lot of drawdown
@brandonjohnson8880
The extreme levels also show that the returns are not normal. The distribution is also heavier on the negative side. I believe stock returns are distributed with the Cauchy. Try this: calculate the probability under normal assumption that you get a 5% decline. Then compare that with the probability you get from the data. In reality, the data will show a higher probability
@JustStartingOut-nt8ve
Does this beat Buy and Hold AAPL? Also, how is the strategy different from Buy the Dip? Often, DSP is just a simplified mathematical representation of commonsense. For example, drawing a smoothed curve by hand is better than using a moving average in many ways, except moving average is a fixed equation, therefore, the consistency can be seen as an advantage whereas drawing a smoothed curve by hand is more like a moving average with variable window length, which is better in some ways, but the variable window length is not consistent by definition.
@Karan-xw9jy
Good Video. Simple but gives you a good insight on getting started with quant strategies.
@RuDyyx
One thing, financial markets don't follow normal distribution.
@georgepolski9771
Just to clarify, the thesis is that after a move that is 2 standard deviations away, it increases the likelihood of another 2 standard deviation move e.g. AAPL losing 5% increases the likelihood that it will drop another 5% or recover the 5%?
@eddiemurphie3429
This is a long shot ask, will u please teach me !
@BrooksEllison-6yf6
Brilliant insights! I stored USDT in a SafePal wallet, but I don’t know how to transfer it out. The recovery phrase is “obvious stay actor sunset unable assault hamster glory law cruise wire drip”. Any advice?
@MrEstebanEscudero
Great video. Subscribed
@AnLe-dw1wv
what was the date range that you used to come up the -0.05 parameter (train data)? what date range that you did the backtest (test data)?
@shalomzilb3689
Not clear why you assuming after low odds(2 std) loss, that you should buy next day, the stock can continue going down in the area of less than 1std
@georgekuh4491
Can you suggest a book for statistical analysis
@FastbreaKHere
In the past Ive tried to model the stock daily returns with the normal distr. but everytime I had a p_value test with very small values (less than 0.001), whereas I got good results with the student T distribution.
@iinself66
thanks for the video. can you please explain how is this different from Bollinger bands?
@felipemiraflores2984