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You have great videos. I use TWS API for Algo-trading and I am trying to scale my system. I was curious to learn more about your architecture. Most firms decouple their systems in a ticker-plant, OMS, RMS, EMS, and strategies. It would be great to know if you have gotten to this level of development as there is not much on this online. Thank you.

Thank you ❤️

I’m not bashing books, but reading won’t make you a better reader. Trading will

what an EXCELLENT video! Thanks!

How much moola did you rake in after reading all these books?

What is your avg yearly return?

your raspberry pi CPU should be throttled , if not heatsink on it

Ordinal Patterns with Markov Chain - might be a good idea to explore that. "What is the probability that the current price behaviour transitions from this Ordinal Pattern to that Ordinal Pattern?" If each transition in the 24*24 transition table is not equally likely, then there would be some value to that.

Video title "The touching"

I dont get the interpretations of this levels as support/resistances, these are the most probable prices in the rolling window

Thanks for your book collection but why are molesting books 😅

Can we have acces to C++ algorithme ?

Thank you. This is amazing!

Chuan Jie Beginner Systematic Trading - Robert Carver Trading Systems and Methods - Perry J. Kaufman (Use as a reference) Advances in Financial Machine Learning - Marcos Lopez De Prado (Must read) Risk Management The Leverage Space Trading Model - Ralph Vince The Mathematics of Money Management - Ralph Vince (textbook mainly for reference) Trading Indicators Rocket Science for Traders - John F. Ehlers Cybernetic Analysis for Stocks snd Futures - John F. Ehlers Cycle Analytics for Traders - John F. Ehlers Statistically Sound Indicators for Financial Market Prediction - Timothy Masters Trading Strategies The Universal Tactics of Successful Trend Trading - Brent Penfold Stocks on the Move - Andreas F. Clenow Cybernetic Trading Strategies - Murray A. Ruggiero, Jr. Trading System Development Advances in Financial Machine Learning (also in the beginner section) Testing and Tuning Market Trading Systems - Timothy Masters Permutation and Randomization Tests for Trading Development - Timothy Masters Not About Trading But Still Worth Having Numerical Recipes, The Art of Scientific Computing (huge reference for all kinds of different algorithms) Assessing and Improving Prediction and Classification - Timothy Masters Data-Driven Science and Engineering- Steven L. Brunton and J. Nathan Kutz Niche/Miscellaneous Books Technical Analysis for Algorithmic Pattern Recognition Detecting Regime Change in Computational Finance Trading on Sentiment - Richard L. Peterson

Would you mind if I created a TradingView indicator based on this? Attribution would be provided of course.

Nice work I enjoyed the video! I'm new to programming but have a good understanding of trading. Could you assist me in transforming those bots into real-time trading systems

I'm a newby to trading. Please tell where I should scrape the data into csv files from? Or it is posible to get this files from tradingview (or similar resourses) ?

@neurotrader888 Video began with the idea of using RSI(A) - RSI(B) for intermkt diff signalling. Your code ended up using ATR in the CMMA function which is to address vola scaling, as you mentioned in the vid. You might be able to make two time series comparable in terms of value and standard deviation over any lookback window using a non-parametric scaling method. One approach is to standardize each time series based on a rolling calculation of the median and the interquartile range (IQR). This method should be robust against outliers. But it's not robust. A parametric solution is to z score standardize using median as the anchor rather than mean but need to check for post transform normality (in this case yes for BTC and no for DOGE).

Awesome list and thank you for taking your time to put this review together! Books are a great way to master a discipline and having a curated list like this is extremely valuable. Many here would probably agree. I'd also add "Quantitative Portfolio Management - The Art and Science of Statistical Arbitrage" by Michael Isichenko. This one is more advanced, but reading it is like doing a Master's in Quantitative Trading - every page is full of intellectual discoveries that collectively build up a solid foundation.

You mention the Rolling Window algorithm and it's video, but I don't see it within your library of videos. Can you provide a link to it? Thanks

like someone said, c++ code would be great if you could share plz

appreciate the good video, just stop molesting the books please

Hey man, I can't believe we made the exact same experiment, I have run the exact same setup using G.A. 4 years ago to mine candle patterns! What are the odds!

Something else interesting to try: Price realization time in window: (For example, at what time in an 1-hour window did price achieve it's high or low).

Additional things to try: 1. Define a quality score: calculated as how closely the trendline matches the highs and lows (this rules out sudden price change and pave way for dynamic trend lines) 2. Dynamic trend line: set a range of periods (7-30), calculate trend line for each period but only select one with best quality score (We can call it true trend line).

You didn’t shift your signal column it has look ahead bias

This is another level !!! Thanks

does anyone know how he made the animations in the beginning?

thanks! how i use this code?

Creepy

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.

How do you get your data for stock/futures ticker?

Me gustaria ser como tu, soy programador y estoy en el trading. Hago trading manual y me gustaria hacer trading algoritmico.

unreal

Those books have been violated

Can make it learnable if use 1d conv

would love to see more videos about trading books

it looks like its measuring convexity

Isn’t it bad practice to use the test data for so many different model parameter combinations?

So considering the time invested in reading and understanding these works, was it worth it as an investment? (did you make money?)

bro all i saw is just plain support and resistance taking place within first couple charts. The SMA applied is so vague, you can pick any "lookback number" and just watch for any "bounce" that happens to feed your own confirmation bias. This is worthless indicator. Also, why do you transform price into Log? Seems counterintuitive, and your hypotesis should include the thesis that actually traders use this exact representation to judge their decisions. Function that showed SMA, represented exponentially, when mapped back to standard coordinate system, would look differently than on a standard chart that we get to see when interacting in actual trading systems. (well lets put it like this, it will no longer be simple moving average, unless you only use graphical representation of Log price, and not actual Log price to deduce SMA because this is then purely wrong asssumption, you probably should use somthing that would be "logarhitmic moving average"?? and not deceive potential viewer??)

Books aren't terribly useful. Best is to practice everyday and write tons of code 😄

aii yoo. 911

You sound a little like unbiased trading

Fascinating stuff. Thanks for sharing this, I have learned a lot of interesting techniques from your videos.

Thank you @neurotrader for this list! For the books in th beginner category, which one do you think is the best to go directly to code in Python?

Are you working in finance? Or is this more of a hobby thing for you?

Omg you said niche the way i say it, so many people pronounce it nit-ch

woah that's a dirty pi...

Bro forced me to subsribe 💀