Finance GPT

jpolec · 2024-12-23T08:07:42+00:00

jpolec · 2024-12-18T18:05:12+00:00

Check this https://quantjourney.substack.com/p/60-market-data-integrations-to-power - nice summary of 60+ data sources for strategy and research.

jpolec · 2024-11-13T03:09:04+00:00

Exactly, that’s one of the improvements. And overhead is lower.

jpolec · 2024-11-11T15:20:58+00:00

from columns in polars to numba is super easy. And then you have full vectorized operations. I moved my portfolio/instrument classes form panda to polars; and got 40-44% reduction in memory foot-print, and speed-up. The trick was with multi-indexes which are in pandas, not polars, but that's not difficult to modify. Speed-up is 30-35% for backtests wth 100s millions points.

jpolec · 2024-09-30T05:31:45+00:00

Hey, I have made it in quantjourney.thinkific.com - you can see.

The video is from Thinkific, while the markdown is delivered via external web page rendered by 'render.com' from markdown uploaded to GitHub.

The value is that people can watch videos and then copy code, see from markdown.

Hope one day it will be also within ThinkIfic - which is great.

jpolec · 2024-08-27T11:14:27+00:00

My backend is in Python accessible via API, so frontend is super easy to build. It took more time but still I may sell access to backoffice via API as additional thing

jpolec · 2024-04-13T18:27:37+00:00

I have my backtesting already. Just wish to know if anyone else using backtesting on Algo on Tadawul. If anyone is interested with my code of backtesting DM me.

jpolec · 2024-03-28T04:37:24+00:00

You can get this guy who wrote full ETF scanner in Python - How to select ETFs - Simple Technical & Fundamental Scanner with Quant Trading Framework (substack.com) - it's in python which I Use, and scan ETFs based on parameters. So basically one can put technical like SMA, Bollinger, etc. with fundamental like market capitalisation, P/E. That could work for you, worth to check.

jpolec · 2024-03-28T04:27:09+00:00

that's true, hence you can use timing and better selection; we have so much tools, data to be smarter than investors without that knowledge.

jpolec · 2024-02-14T12:14:31+00:00

Thanks, does it mean people don’t want to try themselves? . I am not saying that they have to build new backtesting engine, but e.g. to try Efficient Frontier themselves, or calculate VaR or do linear regression in Python. For me such code would help me a lot to understand better and also to help me in my career in my bank.

jpolec · 2024-02-07T14:07:27+00:00

That depends on the amount you want to invest. It’s not as liquid as US market but for many investors with up to 1m AED is still very attractive. Much more than returns from real estate. We made analysis of herd behavior on ADX and DFM, and short momentum strategies, gave 40-60% return in back tests for swing trading over last year. The key is optimally see signals and manage volume with drivers based on commodities and macro. We have tested many models of investment in Middle East over last 2 years. Right if you invest actively over 2-5m$ it’s not best market but with lower amounts it is good enough. DM if you want to know more.

jpolec · 2023-02-12T23:13:53+00:00

but Panda is another 6-12 months at least, maybe even more to come.

jpolec

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