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Python for Algorithmic Trading: A Deep Dive into the Cookbook
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The video is about the book "Python for Algorithmic Trading Cookbook: Recipes for Winning Strategies". The author of the video discusses the contents of the book and provides his own insights and opinions on the topics covered.
Overall, the author seems to have a positive impression of the book, especially the focus on institutional-level topics like using PCA to identify latent return drivers, portfolio sensitivity with Fama-French factors, and market inefficiency based on volatility. However, he also expresses concerns about the book's reliance on the open-source library OpenBB, which has become less open-source and more commercial in recent years.
Overall, the author seems to have a positive impression of the book, especially the focus on institutional-level topics like using PCA to identify latent return drivers, portfolio sensitivity with Fama-French factors, and market inefficiency based on volatility. However, he also expresses concerns about the book's reliance on the open-source library OpenBB, which has become less open-source and more commercial in recent years.
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