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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 ruclips.net/channel/UCmrLCXSDScliR7q8AxxjvXg

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?

thank you so much Sir!

Thank you for providing such a clear and intuitive video.

ok.. I think this is the starting video. I suggest numbering them and tell people in every video that this is a series.

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Hey man! Thanks for the content! I've downloaded your code, set it up, got it up and running, when I run Buy_hold, it opens up my chrome properly and profives the graphs alright, but in my VS terminal I don't get what you call "higher statistics" any clue why?

Hi Matt. Excellent video. Unfortunately I am not being able to replicate the file generation. I think its because I havent kept the API key in the right place that Python expects it to. (I kept it in a folder I created in a random location of my choice). Where does one keep the API Key so that Python is able to access it? Thanks in advance!

I do not have a knowledge in trading bots but would like to have my own and stop paying for other people monthly fees.

Thanks for sharing. However, I got a question: In your gold fast slow strategy, you short gld when fast below slow and records the negative daily return. Say day 1 the stock goes up 10%, day 2 goes up 10% agian, then long position is (1+10%)*(1+10*) that's correct however, if I short, then my cumulative return is not (1-10%)*(1-10%) it should be somethinglike (1-10%)* (1-12%) I found a lot of tutorials do it this way while I think is wrong, can you shed some light? Thanks!

After skipping to the end of the video, I found it hilarious that the bot essentially lost money. I likely missed a lot since I only watched the end. However, I’m curious - would you recommend this as a profitable hobby? I'm looking to spend 1 - 2 hours per day on it. I believe I already know enough web development to carry me through this API with JS & some other tools. However, I can't help but think that it's not worth my time as there's not that much discussion about the profits that people on my level may or may not get.

can i use this to trade XAUUSD?

amazing nice and quick just what i needed thank you!

Boy I could kiss that beautiful noggin of yours

You saved my life thank you so much for using your skills to help others very grateful

You explained this better than my college professor. Thank you.