Great video, coding Jesus! please don't be discouraged if you feel like your videos aren't getting enough views or your channel isn't big enough. the impact you make on everyone who watches your video (at least to me) is profound!
it's great to see you are working regularly on youtube
You are really helping a lot of people. Thank you for these videos.
Red / Green doesn't work if your coworker is red/green colorblind. Food for thought.
"pro-ject" great vid
Displaying PnL has no novelty imo. It is trivial. An option seller will have infinite loss potential (or -cost of underlying *100) at the cost of 100*option price profit potential. Vice versa for option buyer. Instead, what one can do is to indicate if the the option price inputted by the user from real time is matching with the price predicted by black scholes formula. That way, one can have an idea if the options are fairly priced or under/overpriced. Buying or selling decision can be made with under or overpricing information.
Just do projects on alpha discovery/ portfolio optimization on various assumption. which is better imo. ex) - classic vecm with little twist (add in turn over, limit book liquidity constraint ...) - estimating correlation matrix in portfolio/alpha signal optimization (there are many dl, ml approach)
Oh cool! I've managed to do a basic Black-Scholes through C# and excel already. Really nice to know that I'm on the right track if I ever get my stuff together My weakness would be doing backend stuff like reading live data streams or parsing sites/xml. Static backtesting is easy
What are you talking about? what is black-scholes? who is scholes? what is this used for? what are you doing????
I'm a data engineer with many YoE (heavily using python), don't know if I'd like to jump into quant trading, but it looks fun! I'll give it a try with those project just to change a bit and see how good by python really is!
I am a B.tech student and aspiring quantitative developer and I had developed a project on volatility arbitrage
It's probably blue and yellow because the person is green/red colorblind. Blue/yellow should be the default or at least an option for colorblind people.
I come from a Java background then went into trading. Have always been curious on the IT side of it particularly Quant & Algo. So far, I feel like Quant is an overkill & I should go for Algo trading. Bit I still love reading & listening about it despite not understanding much. Interesting video demonstrating the things related to breaking into Quant.
Coding Jesus is back!
feels like waiting for markets to open lol
I made a similar project to simulate Monte Carlo runs to estimate IV. I would need to hook up some RL to get more accurate but it gave me the 1/2/3 STD implied move for the day based on OI.
hey great video! One thing though: your camera is off focus. It focused to the TV screen behind you. Might want to set a manual focus if the device allows you to do that.
Are you, serious? Just making a streamlit app that implements a UI that goes into a options pricing formula and plots a heatmap is a great thing to show an employer? Omg..
I built an options pricing model and looking forward to other projects, what could be some interesting ideas to work on?
@CodingJesus