Jim Simons is considered to be one of the best traders of all time he has even beaten the like of Warren Buffet, Peter Lynch, Steve Cohen and Ray Dalio. Jim's Renaissance Technologies and Medallion Fund are purely quantitative trading funds. The methodology he and his team uses are highly secretive but there are lots of hidden clues and approaches that could be found in the book The Man Who Solved the Market

In this video we dissect the Markov process approach found in the book in simple terms and how we can use it to find amazing strategies with codes written in Python for research and Tradingview pinescript for application. We do a practical real world example in SPY.

The codes for both the Python file and Pinescript can be found here:

https://www.quantprogram.com/MarkovTr...

Timecodes
00:00 - Intro
01:00 - Book Evidence and Interpretations
02:36 - Markov Strategy results on Course
04:37 - What is Markov Process, Examples
04:28 - Markov Probabilities Examples
07:15 - Markov Trading Example
09:10 - Transition Matrix Probabilities
10:29 - Application Of Markov in Python for SPY
12:40 - Transition matrix for SPY
15:20 - Applying single condition on Pinescript
16:13 - Interpretation of Results and Improvement


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