Machine learning in trading: theory, models, practice and algo-trading - page 1216
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I rarely visit and to my surprise I saw again a link to my article and comments of high-brow physicists about this article.
On this occasion I want to say the following.
1. The article is a training material for beginners. The discussion that arose shows that a certain part of forumists is NOT capable of grasping the material presented in the article. From the word TOTALLY. Not given, or the arrogance of true physicists does not allow.
2. If all lovers of IRM had understood my article, it would immediately become clear that the article is not as simple as it seems, and can be used by very qualified people, which would lead to reduction of this thread tenfold, since the rattle used in the article allows evaluating various trading ideas systematically within six models. Systematically - that means: both datamining, and model, and evaluation of the result, which is almost never observed here. And professional talk in the field of MO is ALWAYS these three parts.
3. and, of course, a statement from the highest gurus about the ZZ used in the article.
The article is academic, and ZZ is an extremely illustrative and widely known indicator. That is why ZZ is in the article.
4. Can I build a real trading system on ZZ? I don't know.
And this "I don't know" is fundamental for me, because discussion of the target variable without predictors makes no sense to me, unlike some gurus on this forum. I've written many times: predictors must have predictive power for a particular target variable. If you find such a set, there is a TS; if you don't find such a set, then there is no TS and nothing will help: neither newfangled models, nor ensembles of these amazing models, not even python.
And ZZ as a teacher (target variable) or something else is a tenth thing.
PS.
ZZ is a very sneaky teacher, I couldn't find any predictors for it. But that's not to say anything - maybe someone will be able to find predictors.
ZZ is a very mean teacher, I could not find predictors for him. But that's not to say anything - maybe someone will be able to find predictors.
What exactly have you tried?
PS.
ZZ is a very sneaky teacher, I couldn't find any predictors for him. But that's not to say anything - maybe someone else can find predictors.
Don't praise ZZ - it is a 97% predictor of EVERY (rising or falling) trend! The occasional observed overshoot is usually no longer decisive!
What exactly have you tried?
The most promising ZZ is as follows.
The point is that the trend predicts only the beginning of the ZZ shoulder, and the end of the shoulder predicts the beginning of the trend reversal. That is why I took the end of the previous shoulder + the beginning of the next shoulder as a teacher. If we make a teacher ternary cutting off the middle shoulder, it is quite a decent teacher. But the problem of predictors to it is in all its glory.
Aleshenka brother led us down the wrong road, with a prediction of returnees with a negative error, and he himself ran away.
In the market, you can't follow just anyone. At best you can share someone else's delusions, but as a rule, it will be a mean-spirited deception.
It seems that investors have nailed Alesh'ky-sun somewhere around the corner...
Our brother often shoots himself in the temple or steps out the window when the nerves are at the limit and once again lost "zero dollars and zero cents", although you're right, the local investors, perceive traders as "merchants", that is cash cows who are punished either physically or sexually for the loss of other people's capital.
I rarely visit and to my surprise I saw again a link to my article and comments of high-brow physicists about this article.
On this occasion I want to say the following.
1. The article is a training material for beginners. The discussion that arose shows that a certain part of forumists is NOT capable of grasping the material presented in the article. From the word TOTALLY. Not given, or the arrogance of true physicists does not allow.
2. If all lovers of IRM had understood my article, it would immediately become clear that the article is not as simple as it seems, and can be used by very qualified people, which would lead to reduction of this thread tenfold, since the rattle used in the article allows evaluating various trading ideas within six models in a systematic way. Systematically - that means: both datamining, and model, and evaluation of the result, which is almost never observed here. And professional talk in the field of MO is ALWAYS these three parts.
3. and, of course, a statement from the highest gurus about the ZZ used in the article.
The article is academic, and ZZ is an extremely illustrative and widely known indicator. That is why ZZ is in the article.
4. Can I build a real trading system on ZZ? I don't know.
And this "I don't know" is fundamental for me, because discussion of the target variable without predictors makes no sense to me, unlike some gurus on this forum. I've written many times: predictors must have predictive power for a particular target variable. If you find such a set, there is a TS; if you don't find such a set, then there is no TS and nothing will help: neither newfangled models, nor ensembles of these amazing models, not even python.
And ZZ as a teacher (target variable) or something else is a tenth thing.
PS.
ZZ is a very sneaky teacher, I couldn't find any predictors for it. But that's not to say anything - maybe someone will be able to find predictors.
No need to take any chatterboxes seriously, you have an excellent article, probably the best on the subject on the internet. You can shit all you want.
So it's time to look for new idols.
Or better yet, don't look. It would be better to have something.
For those who have not yet read it, I strongly recommend it.
Zy SanSanychev R rests, and nervously smokes in the hallway. It is pathetic. ((
Lying on the couch, studying https://scikit-learn.org/stable/user_guide.html. Balderdash. ))
For those who have not yet read it, I strongly recommend it.
Zy SanSanychev R rests, and nervously smokes in the hallway. It is pathetic. ((
The analogue in the R is Caret http://topepo.github.io/caret/index.html.
essentially the same thing, universal libs