Hi all, any quant style traders in here ?
Classic Quantative Hedge Fund Method 1 reply
Day Trading vs. Swing Trading vs. Position Trading 86 replies
DislikedI am since AI picked up its game (past year). quant framework but still manual execution . similar?Ignored
DislikedNice. One step ahead, that's where I want to end up. I've always been proprietary stuff since this year but because of the insanity of what's possible I've done what everyone else is doing (outside retail). The models are effing amazing - all published stuff but applied properly, incredibly useful for gating et al.Ignored
DislikedNice. One step ahead, that's where I want to end up. I've always been proprietary stuff since this year but because of the insanity of what's possible I've done what everyone else is doing (outside retail). The models are effing amazing - all published stuff but applied properly, incredibly useful for gating et al.Ignored
Dislikedgpt the hell out of it - there aren't any good vids on it. you basically only get it served if you're using the language of geeks but essentially, hourly vol forecasting. I naively thought it'd take me a few weeks but it's hell of lot complex; daily forecast > events > seasonality > regime > hourly plus any conditioning. It's a ridiculously long pipeline. First output is a box (all these predicted ahead of time), then you can get fancy with over/undershoots as I'm currently wrestling with. {image}Ignored
Disliked{quote} Now ya see, this is why i picked you out of the crowd as being one of the smart ones :-) Just saw this thread now.Ignored
Disliked{quote} Some not all. So: daily vol - mad useful, drives me to the most active pair ahead of it happening. Easily biggest win regimes - fairly useful, flags up compression/expansion hourlies- any hour soon, literally. It doesn't dovetail with my existing easily, so needs to be bloody good to get in the decision making process. working on it nowIgnored
Disliked{quote} Can you use the ChatGPT api and then execute without manual intervention via MT4/5 for example ? Need some Python glue in the middle no doubt. I'm thinking a Python script probably on a Linux VPS utilising the ChatGPT API to get the analysis and send signals into MT5 (or 4) although MT5 a little faster, but MT4 has more broker optionsIgnored
Disliked{quote} Theoretically yes but it'll be a guaranteed car crash. GPT isn't good enough to let it run riot on your trading decisions; it needs heavily structured, parsed data and even then... you're best off programming the logic or at the very least, give it very tight guardrails. use AI to get there sure. Not to actually do it, not yet anyway. Witness the surge in AI EAs, absolute shit show the lot of them. Mt5 - you need - calendar data. Essential. Python, optional, though I wish I'd used it when I startedIgnored
Disliked{quote} So at this point you are mainly using ChatGPT to generate trading ideas essentially? Forgive me I haven't played with this so I maybe misunderstanding exactly what it is giving youIgnored
Disliked{quote} Got you. No, it's different There's basically an overlay used everywhere by market makers, hedge funds et al that underpins all strategies, which is forecasting volatility and identifying regimes. It helps everything. Even a donkey of a strategy can be made usable with a bit of gating. GPT will tell you the process, Codex/Claude to code, and then you've a hell of a lot of realtime useful info that you can apply to your strategy or create one from fresh. I'm not asking GPT for trade ideas, we know where that leads, but it's quant skills are...Ignored