美股 AlgoTrading，每日收市前 15分鐘交易紀錄
マキマキ
564 回覆
182 Like
63 Dislike
off? 唔明你意思，tradingview off唔 off無關係架？
樓主個trading strategy 有冇配合 option做 hedging? 或者用 stochastic process model做 derivative pricing
巴打d model點樣學番黎
Down 左 strategyquantx 試用左佢builder
見佢會生一大堆strategy
Down 左 strategyquantx 試用左佢builder
見佢會生一大堆strategy
https://www.youtube.com/@StatOasis/videos
我覺得呢個幾有用，佢都講咗好多 concept，雖然有啲難聽得明，同埋佢都有賣吓嘢，但係有幾樣嘢我覺得佢講得幾啱：
1. Strategy 要盡量簡單，越簡單其實越頂得住沖擊
2. Portfolio of strategies 嘅重要性
就咁用 builder 會 gen 咗好多嘢出嚟，好多都太複雜，我通常用 algowizard 做個框架出嚟，有需要先再用 builder 改良，加 filter 或者 condition
我覺得呢個幾有用，佢都講咗好多 concept，雖然有啲難聽得明，同埋佢都有賣吓嘢，但係有幾樣嘢我覺得佢講得幾啱：
1. Strategy 要盡量簡單，越簡單其實越頂得住沖擊
2. Portfolio of strategies 嘅重要性
就咁用 builder 會 gen 咗好多嘢出嚟，好多都太複雜，我通常用 algowizard 做個框架出嚟，有需要先再用 builder 改良，加 filter 或者 condition
唔好咁心急，你有無睇晒 algolab 個 course ？ 要掌握好基本用法，咁先做到啲好嘅 strategy
好
我睇下先
我睇下先
有冇人唔係用logical algorithm, 而係用 deep learning algorithm
網上都有好多用machine learning 做stock price prediction 既paper
你有興趣可以上網搵下
你有興趣可以上網搵下
個d太深我應該睇唔明
用ai幫你睇
最重要係睇下用咩model，用咩data同點處理data
最重要係睇下用咩model，用咩data同點處理data
欣賞樓主，加油
原來可以咁玩
呢個 YouTuber 好多研究。正喎
pltr
10 Feb 2025
#CMCSA change stoploss to $33.92
#CVS change stoploss to $55.4
#DELL change stoploss to $104.54
#NVDA change stoploss to $125.85
short #ABBV at $189.86 and stoploss at $193.91
Total Number of open positions: 9
short - ABBV P&L: -0.02%
long - CMCSA P&L: 0.39%
short - CVS P&L: 4.26%
long - DELL P&L: 7.01%
long - FDX P&L: 2.42%
short - KEY P&L: 0.09%
long - LLY P&L: 15.15%
long - NVDA P&L: 8.10%
short - PLD P&L: 0.10%
Daily Portfolio P&L% = 1.18%
#CMCSA change stoploss to $33.92
#CVS change stoploss to $55.4
#DELL change stoploss to $104.54
#NVDA change stoploss to $125.85
short #ABBV at $189.86 and stoploss at $193.91
Total Number of open positions: 9
short - ABBV P&L: -0.02%
long - CMCSA P&L: 0.39%
short - CVS P&L: 4.26%
long - DELL P&L: 7.01%
long - FDX P&L: 2.42%
short - KEY P&L: 0.09%
long - LLY P&L: 15.15%
long - NVDA P&L: 8.10%
short - PLD P&L: 0.10%
Daily Portfolio P&L% = 1.18%
真係回測唔到
成日話拎唔到數據
有冇人教路下
成日話拎唔到數據
有冇人教路下
11 Feb 2023
#ABBV change stoploss to $194.45
#DELL change stoploss to $107.1
#FDX change stoploss to $253.2
#KEY change stoploss to $17.92
#LLY change stoploss to $846.66
#NVDA change stoploss to $127.0
short #BA at $180.82 and stoploss at $185.51
long #EL at $70.64 and stoploss at $66.51
long #NKE at $71.4 and stoploss at $69.25
Total Number of open positions: 10
short - ABBV P&L: -1.09%
short - BA P&L: 0.04%
long - CMCSA P&L: 2.61%
long - DELL P&L: 5.89%
long - EL P&L: -0.10%
long - FDX P&L: 3.28%
short - KEY P&L: 0.20%
long - LLY P&L: 15.05%
long - NKE P&L: -0.01%
long - NVDA P&L: 7.19%
Daily Portfolio P&L% = 0.38%
#ABBV change stoploss to $194.45
#DELL change stoploss to $107.1
#FDX change stoploss to $253.2
#KEY change stoploss to $17.92
#LLY change stoploss to $846.66
#NVDA change stoploss to $127.0
short #BA at $180.82 and stoploss at $185.51
long #EL at $70.64 and stoploss at $66.51
long #NKE at $71.4 and stoploss at $69.25
Total Number of open positions: 10
short - ABBV P&L: -1.09%
short - BA P&L: 0.04%
long - CMCSA P&L: 2.61%
long - DELL P&L: 5.89%
long - EL P&L: -0.10%
long - FDX P&L: 3.28%
short - KEY P&L: 0.20%
long - LLY P&L: 15.05%
long - NKE P&L: -0.01%
long - NVDA P&L: 7.19%
Daily Portfolio P&L% = 0.38%
啲數據嚮邊拎？
除左鬧呢樣，仲有冇鬧其他？
除左鬧呢樣，仲有冇鬧其他？
試過就咁用alpaca 話唔提供
用y乜乜 唔得
最後用yahoo 都係唔得
係咪要自己down先得
用y乜乜 唔得
最後用yahoo 都係唔得
係咪要自己down先得
同問
如果想做backtesting
可以係邊到攞data?
如果想做backtesting
可以係邊到攞data?
用 python 定其他 tools?
[12 Feb 2025]
#BA change stoploss to $188.77
#CMCSA change stoploss to $34.36
#DELL change stoploss to $107.31
#EL change stoploss to $66.33
#FDX change stoploss to $254.09
#KEY change stoploss to $17.9
#NKE change stoploss to $69.07
#NVDA close position
short #AFRM at $75.47 and stoploss at $79.51
Total Number of open positions: 10
short - ABBV P&L: -1.45%
short - AFRM P&L: -0.12%
short - BA P&L: -2.73%
long - CMCSA P&L: 1.82%
long - DELL P&L: 7.32%
long - EL P&L: -2.10%
long - FDX P&L: 3.88%
short - KEY P&L: -0.17%
long - LLY P&L: 16.16%
long - NKE P&L: 0.74%
Daily Portfolio P&L% = -0.07%
#BA change stoploss to $188.77
#CMCSA change stoploss to $34.36
#DELL change stoploss to $107.31
#EL change stoploss to $66.33
#FDX change stoploss to $254.09
#KEY change stoploss to $17.9
#NKE change stoploss to $69.07
#NVDA close position
short #AFRM at $75.47 and stoploss at $79.51
Total Number of open positions: 10
short - ABBV P&L: -1.45%
short - AFRM P&L: -0.12%
short - BA P&L: -2.73%
long - CMCSA P&L: 1.82%
long - DELL P&L: 7.32%
long - EL P&L: -2.10%
long - FDX P&L: 3.88%
short - KEY P&L: -0.17%
long - LLY P&L: 16.16%
long - NKE P&L: 0.74%
Daily Portfolio P&L% = -0.07%