Quant Trading Accelerator - Part 8: Strategy

MemLabs · Beginner ·📐 ML Fundamentals ·7mo ago

About this lesson

In this video, we focus on creating a strategy based on our classification model that we created previously. This is a really important video as it shows the importance that the execution is as equally as important as the model itself. When creating a trading strategy there’s 3 key decisions that needs to make: 1. What’s our entry and exit signal? 2. What’s the optimal trade size? 3. Should we use leverage or not? The notebook used can be found here: https://colab.research.google.com/drive/1BiM_ec9lmOQuRBm5LKh4hB6zRkSvrnGp?usp=sharing 📚 About this course Quant Trading Accelerator teaches quant trading from zero and fast. Instead of forcing you to learn all computer science, machine learning and advanced math up front, I introduce concepts just-in-time (JIT) so you can immediately apply them. This course is hands-on and project-based: you’ll build a full quant trading system step-by-step. 👍 Like & subscribe if this helped 💚 Want to Support Me? Buy me a coffee: buymeacoffee.com/memlabs Patreon: https://www.patreon.com/cw/MemLabs 💬 Join the Discord community: https://discord.gg/BBp9EqUNNa 00:00 Introduction 07:09 Build Model 29:40 Entry/Exit Signal 34:34 Trade Sizing 55:53 Leverage 01:03:48 Key Takeaway 01:09:33 Exercises 01:13:58 Patreon Support

Original Description

In this video, we focus on creating a strategy based on our classification model that we created previously. This is a really important video as it shows the importance that the execution is as equally as important as the model itself. When creating a trading strategy there’s 3 key decisions that needs to make: 1. What’s our entry and exit signal? 2. What’s the optimal trade size? 3. Should we use leverage or not? The notebook used can be found here: https://colab.research.google.com/drive/1BiM_ec9lmOQuRBm5LKh4hB6zRkSvrnGp?usp=sharing 📚 About this course Quant Trading Accelerator teaches quant trading from zero and fast. Instead of forcing you to learn all computer science, machine learning and advanced math up front, I introduce concepts just-in-time (JIT) so you can immediately apply them. This course is hands-on and project-based: you’ll build a full quant trading system step-by-step. 👍 Like & subscribe if this helped 💚 Want to Support Me? Buy me a coffee: buymeacoffee.com/memlabs Patreon: https://www.patreon.com/cw/MemLabs 💬 Join the Discord community: https://discord.gg/BBp9EqUNNa 00:00 Introduction 07:09 Build Model 29:40 Entry/Exit Signal 34:34 Trade Sizing 55:53 Leverage 01:03:48 Key Takeaway 01:09:33 Exercises 01:13:58 Patreon Support

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Chapters (8)

Introduction

7:09 Build Model

29:40 Entry/Exit Signal

34:34 Trade Sizing

55:53 Leverage

1:03:48 Key Takeaway

1:09:33 Exercises

1:13:58 Patreon Support

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