@deltatrendtrading: Replying to @_matthew.lima My ML implementation of the ORB strategy yielded more than 3x the notional returns of the traditional implementation. It still doesn’t beat the buy and hold portfolio, but it’s an interesting experiment, and might be interesting to prop firm traders. #daytrading #trading #stockmarket #quant #quanttrading #quantitativetrading #quantfinance
Problem is, this is not scalable. And using futures is a losing battle because of the sheer speed of arbitrage, not to mention the zero convexity. Guys, if you want a real edge, it will be from IV ≠ RV. Use the underlying price shift (based on real participant dynamics, namely dealers) to base options executions on. It is the only way. It’s the only lane where asymmetry still exists for retail. I keep telling people this but no one wants to hear it. No asymmetry = long term statistical ruin. Because variance exists and you need a non-linear risk/return. Your strategy must be built for volatility, not in denial of it. Options give you this. That’s why most traders lose, they operate inside linear frameworks, in a non-linear system, with no mechanism to absorb or profit from chaos.
2025-07-26 21:28:43
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Carson :
Is day trading even possible
2025-07-28 00:44:59
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b58gav :
I know your comparing the buy and hold but I feel like the problem is your comparing the same amount of money when in reality almost everyone who trades uses a prop firm, so even if trading only returns 32%, you would copy trade that across 5 accounts and at that point you are able to make more profit because most people don’t have enough liquid cash to make a huge return from buy and hold. Like for example if I put 10k into the s&p 500 and I get a 100 percent return now I have 20k. Or if I get a 32% percent return across 5 50k funded accounts that would give me 80k on the year, not to mention that the the amount spent on funded a would be significantly less then the amount of liquid cash I would have to put into the s&p 500
2025-07-26 12:31:22
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🦉 :
I really want to see this script without wednesdays. I can guarantee it will perform better
2025-07-27 01:20:33
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Cancington Knots :
What platform are you using?
2025-07-29 09:50:33
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. :
But ORB traders usually trade in futures or options markets, which are highly leveraged.
2025-07-27 16:11:00
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Reeee :
Can you do PO3 and standard deviation lmk if you want the full model for it
2025-07-26 06:18:23
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Canigetahooyah :
Hey Thomas, I like your content. I was reading the comments and I have to say that you'd probably be better off on YouTube. A lot of the people commenting on your videos are discretionary traders which seems opposite to the systematic approach you're taking with your research, so you really just end up basically trying to preach religion to a group of atheists (or vice versa, whatever). I'm systematically trading multiple edges and although the returns for this strategy are lower than what I do, the equity curve is smooth enough that it could be used with leverage via futures and slotted into my portfolio
2025-07-31 16:25:00
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Caden Reid :
What do you use to code these backtests? I’d be interested to see a video on that process.
2025-07-26 05:35:58
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dhsjsjddbddjdjd :
What about adding leverage
2025-09-10 02:07:47
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a.r.m.m.x :
I have an interesting question, if you were to create a strategy now, would you first test it manually and then code it or code it directly or both in parallel
2025-07-27 06:05:14
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F :
Have any ml finance book recs?
2025-07-26 23:05:05
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R3D :
backtestint in tradingview instead of mt5🥀
2025-07-27 03:31:38
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Ryan Umscheid :
How do you add in machine learning
2025-07-26 17:23:09
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max⚙️ :
can you do pax trading strategy
2025-07-26 14:58:01
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GlobalSin :
What’s your thoughts on the wheel strategy
2025-07-26 20:57:32
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CVAN :
Why this bro use trading view ? Like how can u have machine learningg
2025-07-30 01:07:09
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Jort :
What do you think about orderflow
2025-07-26 14:50:03
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Big_motion :
PLEASSEEEEE DO TRADER DAYES STRATEGY PLEAAASEEEEEE🙏🏾
2025-07-27 10:34:49
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bikkgg@£ :
what do you think of orderflow trading?
2025-07-26 09:46:32
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M :
What is buy and hold
2025-07-29 20:12:13
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James st.patrick :
Whats ur opinion on using order flow and footprint charts to trade momentum on the smaller time frames?
2025-07-26 15:51:17
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convectorput :
How do you get your ML inside TV? Do you also train them inside TV? With PineScript?
2025-07-26 06:42:42
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benzohar56 :
Can u make it so it dosent trade during high impact news and see how that does and then make another example where it dosent trade high impact news days at all
2025-07-30 18:59:29
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