Video Description

Inspired form the book about Jim Simons “The man who solved the market” and how they simulated or created data to perform quantitative analysis we discuss in this video how to create millions of data points for research. This data ranges from Heston model, to Geometric Brownian motion and Monte Carlo models. By doing 1000 simulations on each of these models , we were able create more than 2 million data points starting from just 750 data points during the Global financial crisis years of 2008-2011. Limited amount of data is one of the biggest drawbacks in quantitative trading.These data simulations can help us backtest even more and make sure our strategy works in all these simulations and thus giving us more confidence in deployment of strategy. The code can be downloaded from the link below. https://www.quantprogram.com/SimulationData If you don’t know anything about Python please watch the video “Algorithmic Trading in Python Full tutorial” https://youtu.be/GDMkkmkJigw For discussion of Jim Simons Markov process: https://youtu.be/gA0egjZcRB0 Our Course's https://www.quantprogram.com/store Stan Weinstein Strategy: https://youtu.be/Wodr4rCWzPw GPT4 Momentum Strategy: https://youtu.be/l9Y224DfhSk MFI Money Flow Strategy: https://youtu.be/ptykBg1WpDg Turtle Trading Strategy: https://youtu.be/SplwPITzb1E Full Beginner Tutorial for Tradingview Pinecript: https://youtu.be/G4ErIBbUZOc RSI Strategy Backtested Pinescript: https://youtu.be/w1ETamJ8DcE Backtesting Pullback Strategy Pinescript: https://youtu.be/F_yGjiB0bro Stan Weinstein Strategy Pinecript code: https://youtu.be/Wodr4rCWzPw Create Stop Loss Take Profit Code: https://youtu.be/yP7qWD0JElo Creating Trailing stop Loss in Tradingview Pinescript: https://youtu.be/ZWyVF0fmGMs RSI divergence V4 Pinescript code: https://youtu.be/zCfMv_FxvME Donchian Breakout Pinescript Code: https://youtu.be/7fBlpT0YHpc Inside day Strategy Pinescript Code: https://youtu.be/_-QIv0KYnSM Bullish Engulfing Strategy Pinescript Code: https://youtu.be/JMEI9zbacbA https://www.quantprogram.com/RSI_Divergence_V Disclaimer: The contents provided in the channel are purely educational. We do not provide any financial or investment advice. There is a very high degree of risk involved in trading. Past results are not indicative of future returns. quantprogram.com and all individuals affiliated with this site assume no responsibilities for your trading and investment results. The contents, videos, columns, articles and all other features are for educational purposes only and should not be construed as investment advice.