@poisonza
imo, smoothing is quite nice! great job. pca and other stuff is quite common. * extreme values offer predictive power... true in this case(rsi). but for some indicator its just lack of sample and perhaps luck so we never know...
@MrBhavishya
Please create more video we like to watch new concept .
@andreasklippinge9665
Would be interesting to implement this model on z-score or pure volatility. Great video!
@mozkhiyar9486
Borther another great video❤️❤️. First thing i do when i get my paycheck is the Patreon ong 😅😂
@jan7356
Wow. I can’t believe you shared the whole code for this for free. You should work on Wall Street in a big quant fund. And hopefully run your own fund one day. I am not a crazy expert, but I think the stuff you do is top notch quality compared to most other stuff I have watched on YouTube, or seem in books. I think you have great market intuition and great quantitative skills. Hoping for more content. 🙏
@martinsandor707
Great in-depth explanation for the theory behind basic machine learning models! However, checking the timeframe used to train and test the model shows how doing a simple buyhold would have yielded much more profit than the model you trained here. While using such extreme quantiles ensures that the model would only extremely rarely (if at all) be wrong, the infrequency of the trades make it far from profitable. In what ways do you think the model could be improved, if we wanted to make it more profitable?
@cadebruce4401
how do you think about doing this versus simply ridge regression with all the lookbacks? It should be fairly similar, no?
@ronaldkilbert3646
I love you, I’d be nothing without people like you. 😂❤️🔥
@lordfinesse3874
I know some c++ basic coding. What should I read to be able to understand the concepts? Like vectors etc?
@homealone75
Love your content! Keep it coming!
@yaseenkc9169
Great presentarion brother Why dont you prefer doing the modelling in a rolling method …instead of training for 2 years data and predicting for next 1 year and then again training with latest 2 year data ..why dont you prefer doing it in a continous way..any reason Would love to hear your reason about this
@santalaszlo6858
Thank you ✌️
@henrykim8938
Could you please give any references of this video? except for just definitions of tools you used in this video.
@SliverHell
Would love to know if you use any semi-supervised techniques for a group of the same indicator, with different windows? Such as NCA?
@CS_n00b
Isn’t it bad practice to use the test data for so many different model parameter combinations?
@ademolaorolu5930
This is a great one!. Thank you. By the way, if you have an academy or tutoring class, I will love to be a memeber.
@cuteandfunny9154
what major did you take? im asking cuz im kinda lost rn in my 2nd year of studies
@jonahkeller8832
How could one go about automating this system to take future trades? How long do you hold or short the position till? What indication is given by the strategy to sell? Also, I think the eigenvalue plots may be dependent on the sample size, not necessarily reflective of the actual data. I replicated your code with Ford trading data and got very similar (identical) eigenvalue plots.
@Chainerlt
absolutely great!
@matthiaswiedemann3819