It's wizardry! I know that both your missus and mine may be distantly related, and that this scale of dev looks ridiculously complex. But the simple difference is Kiro. $20 and an hour, you'll see what I mean. I was lucky - I met a guy working for ...

The Big Kahuna: Full FX dashboard (MT5 only)

V2_5 notes OK, so getting the robust model working properly as a baseline is *the* most important thing, else it's a pig with lipstick. Everything else spins off from here, which is why I pulled the first version. Not having any old shite floating ...

The Big Kahuna: Full FX dashboard (MT5 only)

And we're on. Mission and half of 15000+ lines of code but I think it's worth it url

Yang Zhang volatility dashboard

Excellent work - from the thinking to using Python to tap into MT5. May not be tradeable yet but every discovery starts with a strong base like this. The challenge is extracting applicable order. Have you tried deseasonalising the data to start ...

Multifractal Guide - Mandelbrot's Incredible Toolbox

Hi AMVT I admire the thinking. The route of academia > quant > traders has been rinsing billions out the economy for over 40 years not about to change anytime soon. I read Mandlebrot yonks ago and only in the past few weeks saw that a lot of his ...

Multifractal Guide - Mandelbrot's Incredible Toolbox

Ha thanks man don't forget it's got a MoodyBot engine running at its core. GPT reckoned a reasonable estimate for the whole dash was £100k, and if the rest goes as planned - probably 4 days work total. Wild. Agree with you on Sonnet over GPT. GPT ...

Yang Zhang volatility dashboard

The big Kahuna - full FX dashboard - update So, as mentioned this early dashboard sparked an idea - to replace as much of Eikon as humanly possible. Eikon - which is Bloomberg's rival that they're no longer worried about - has the worst UI I've ever ...

Yang Zhang volatility dashboard

eh what?! A 10% annual drawdown against a 36% return. You cant annualise one and not the other, unless you’re pulling a Madoff. how do retail day traders survive? With cast iron rock solid edges of the kind GPT doesn’t believe in. Or discretion. Or ...

Trading for a living

Ah finally, a set of requirements for a non discretionary automatable strategy! Let's see now Give me the performance stats on this: A strategy with a clearly repeatable, objective entry/exit trigger that can be identified either manually or ...

Trading for a living

Top work. You deserve to get something decent out it for the coding hours you put in alone. For anyone using it, although I said I'd not post any further updates, after wrestling with APIs and trying to make a framework with my noddy coding skills, ...

Yang Zhang volatility dashboard

It's absolutely right to know your strengths and weaknesses, and discretionary takes a very special kind of mindset. I don't have it either, but don't fight it. Just embrace the other side which is quantitively driven insights only. Ignore ...

Trading for a living

Right. So everyone is affected by alpha decay, and the more a signal is exposed, the faster it decays. For every single trader. Either liquidity dries up or the signal itself deteriorates. Given that, the idea of strangers gifting you a high sharpe, ...

Trading for a living

I presume Medici meant buy-side, but rather than play gotcha with AI, learn about alpha decay. AFAIK no one denies its existence except you and the kind of people that'll sell you a hokey ORB strategy online for a round of mojitos. Listen, FWIW ...

Trading for a living

Why not use your data science background to do some heavy lifting on what you've already been shown? Action? Rather than waiting indefinitely for a train that won't come?

Trading for a living

It's not as daft as it sounds though. By mid NY if a major's not taken off, it's unlikely to that day - volatility is very sticky by session and fairly sticky by day. I pre-filter every day on this basis; what's moving the most. I'm doing it on ...

Mid-Late NY Session (11:00 to 14:00 EST), which pairs to monitor?

you're welcome. Re VWAP I don't use it tbh but appreciate its importance. I saw BlueSteele's thread and the usual naysayers telling everyone how it's not applicable so just adding some weight to why. Futures vol is logical and sane it's just i ...

Yang Zhang volatility dashboard

It's not a trade dashboard, it's an info dashboard if that's what you mean. Or if you mean a full trading system - it's down to you. I've got a completely different use for the vol figures than most (an industry benchmark) but for anyone using ATR ...

Yang Zhang volatility dashboard

I can see this is thrillingly popular with the FF crowd but my God is this useful. This is my first and last update on this as I've got to merge my other dashboards with some magic jiu jiu and MT5 won't cut it. It's worth pointing out for vibe ...

Yang Zhang volatility dashboard

Reasonable but then you still need 250k capital minimum to make 5k a month. Friends and family are out - unregulated, so you're down to Darwin (15% net profit) and prop firms with all they entail. It's all doable - I'm not trying to be the debbie ...

Trading for a living