Відео

Hi, great video, for the last one, would you need to add shift() after the mean() so that it doesnt use future data?

You could simplify a bit by using monthly returns and basically get the same result.

Very nicely done.

Excellent! Clear verbal instructions with demonstrations of exactly what I needed to know. Thank you!

Ho i am implenting a trading application with REST. Stream and Websockets. It supoort live and paper use cases for allpaca users I am stock with the get_account() initialize_api_client since its Ouath 2.0 how do we ensure the api calls are made to ensure the alpaca user information is fetch. Will this be done woith headers annd base_url or access_token and base_url

Thank you for sharing Matt! I have one question - It's very cool to generate a Plotly interactive graph from Lumibot. I wanted to dig into the package and find the code that generated the graph but I couldn't find it. Do you know where in Lumibot embedded this function? It'll be so much easier to leverage it on other data visualization projects.

Thanks but download link does not work.

I can’t get the file for the data. I NEED HELP

what is the maximum amount of iterations you can run on Excel for something such as this? I have a project similar but must run about 1 000 000 iterations

great job sir👏

For some reason, mine won't work when applying column B3 into the formulae at 2:00

This is not a forecast. Where is the extrapolation with the data? You are just drawing the trend

Thank you for these videos.

Hi, great tutorial! Just one quick question, for the value of the moving average, what does 21 stand for, is it the length of the moving average or the actual value of the moving average? Can you elaborate further on how you derived the value of 21 for the moving average?

Can you elaborate more on why you multiplied the variance of AAPL by 252? I downloaded data for a stock of the past 3 years, what would i do there to adjust the variance? Also multiply by 252? If I do this, is my VaR having the same interpretation as yours?

Great video! Can you tell me how to stop the bot/ the run_all function for the Trader? I know there is a function called stop_all, but once I started run_all, it runs forever

Really helpfull. Thanks!

You sound like the dude from ua-cam.com/channels/mrLCXSDScliR7q8AxxjvXg.html

Hi, try not to use price, lagging indicators, instead use price action strategy, will give accurate results, can you do this, many viewers are fed-up seeing these price lagging indicators usage in different channels of youtube.

Thank you so much for this type of detailed video you save me...

thanks alot! i forgot about that lightning thing 😂

Hi , I have a doubt about the calculation, The covar. Between SPY and SPY should be 1 but why we have such a less number in the calculation

i get an error now saying endpoint in my config file is deprecated and should be replaced with "PAPER"... however... then it wont run the program

Thanks for sharing Man, keep up the good work

Thank youuu

Helpful, but take too long to make a point like when creating a foreign key.

Thank you so muuuuch!

Was so frustrated trying to remember what I did in excel for a certain problem in my finance class and this helped me so much thank you!!!

This is the most explainative and concise MYSQL, thanks so much, really appreciate and will definitely follow u all the way.🙏🏽

I'm new to coding. I straight up cannot figure out how to get Lumibot available for this program. I went to terminal. Did the pip install. Now what? I cannot find out to actually include it.

@ 11:27 should the square of cell I5 equal to cell D5 since SPY to SPY is variance of SPY? Square of .3204=.1017 which is not what is shown in cell D5!!!

Hi Matt, thanks for the really useful tutorial, wondered if you are able to add a variable to this calculations if you invest an extra amount each month? i would assume to use an average of the month beg or month end price, or just by picking month end or month beginning. if you have a video on that already or a way to add it to the model this would be great.

hey matt!, loved the video! i have trouble installing pip lumibot. it says there is something wrong with the package itself(not pip). is it possible that lumibot isnt working with my python version (3.12.12)? thank you!

Is it possible to do it on google sheets?

12 Years later and still helps, Thanks.

I can't get the data ( TypeError: string indices must be integers, not 'str' ) I tryied the override of yfinance but it doesn't work neither.

You saved my time. Was looking for this for my project ! Thank you Matt.

I just find this channel waw you are amazing put more videos

Can someone explain what's the difference between Buy/Hold (blue line) and System line (orange one) at 14:31?

I am using a mac and for some reason the tools to create the relationship is not there. How do I get the tools on the left hand side. Thank you

if im buying and holidng why is the growth percentage different from the charts?

Files are not opened in m desktop

Thank you so much!! Very clear!!🙂🙂🙂

this is excellent work! many thanks

Well explained ❤

Thanks Matt!

I'm attempting to make some adjustments to the model, but I believe I might be overlooking something. I'm trying to shift from daily stock prices to annual ones. I hypothesized that I would observe the stock price at the end of year 20 (and not day 21), so I used annual volatility (30,42) instead of the daily computed volatility. However, the results I'm obtaining are strange. Firstly, the mean price is no longer centered around the initial price. Secondly, the distributions of quantiles are inconsistent; I'm only observing 25% of simulated results exceeding the starting price, whereas I expect at least 50% on average. What could be the missing element in my approach?

congratulation from Brazil

Matt, fine video. Excellent explanation of the models. In regard to the 7 security model, the solution is near-obvious. That is, maximize the allocation to the securities with the highest returns and minimize the allocations to the securities with low Sharpe Ratios, subject to the mins and maxs pre-established by the user.

I'm trying to change the gld to NVDA in your lumibot_trend.py file but no such luck. I'm following along on google colab since you have to pay for an anaconda environment setup anyway. I got it to work and it kept buying and selling GLD but I think the algorithm was confused and would sell low and buy high instead. Do you have a course or consultation specifically on trading bots with colab on alpaca?