Machine learning in trading: theory, models, practice and algo-trading - page 1940

 
Valeriy Yastremskiy:

My wife graduated in applied mathematics. I read it to her, and then she spent five minutes saying something approximate and out of touch with reality)))) These are sophisms))))

 
Maxim Dmitrievsky:

I got it!!!!! It's Useless to Try and It's Impossible!!!!!!!! ))))))))

 
Renat Akhtyamov:

You've got nothing on the extremes.

It's slowing down like crazy.

even with the naked eye you can see it

Well look, look, look, you can see from the picture that it's slowing down ))))))UUUUHHHHHHHHHHHHHHHHHHHHHHHHHHAAA....

Admins please enter the ban for stupidity! :))) I'm not kidding! )


Aleksey Vyazmikin:

Here's a strange question you are asking, how do I know, I thought you knew! I do not know what the keys of this function. And what should be there ...

Alexei you make me nervous again)

I write dozens of codes every day and I have to remember the code I wrote especially for you? I wrote it for you to learn something, and I'm supposed to know if you changed the code or not?

And you haven't even learned how to look at a variable? You just type "X" into the console and press enter!

And I ask strange questions? Aren't you ashamed, Alexei?

Maxim Dmitrievsky:

What algorithm do you use to find a match?

Patterns in returnees is an interesting topic.

I'll use my eyes for now, and then I think I'll make a prototype and see how close I am to it...

These are not returns, there are no patterns in returns ( verified by 7 years of experience) This is a reduced dimension, there are 2.5k signs in these two curves Te is searching for patterns on steroids )

I've decided to refuse completely to study with a teacher, I'm doing training by natural way - without a teacher, so there is no distortion of the target which is selves

 
Rorschach:

Thank you, there was such a version.


I'm learning python (I'm reading a pink book), there in the very beginning the difference between dynamic and static languages and the difference equals reference from copy assignment. It's a cool language. Especially after BASIC)))))

 
mytarmailS:

for now with my eyes, then I think to make something like a prototype and see the proximity to it...

This is not returnees, there are no patterns in returnees ( verified by 7 years of experience) This is a reduced dimension, in these two curves 2.5k signs Te is looking for patterns on steroids )

I have so far decided to completely abandon teaching with a teacher, I do training by natural way - without a teacher that would not be distorted by the target which is selvesitina

I found this thing, the nearest neighbors looking for similar patterns

I spun - similar patterns in a row finds, but the aftereffect is different, often

https://matrixprofile.org/

for R
Home | Matrix Profile Foundation
  • matrixprofile.org
The Matrix Profile has solved challenges in finance, biology, robotics, healthcare, IoT, geology and many other arenas.
 
Maxim Dmitrievsky:
Max, you're on fire, you're a classic. Did I tell you I'm a Star Wars fan????
 
Tag Konow:
You're being rude. I didn't say anything about wizards, stochastics and strategies. If you do not understand, then you are also not smarter than the wall. Surprised only motivation, hard work and patience aimed at achieving incomprehensible results. Once, belief in gods and otherworldly worlds forced people to build pyramids, i.e. by analogy, to do grandiose things with insignificant meaning. If you're looking for a return on your labor, it's on the sale of a patent, but you continue to "worship" forex. That's why I was surprised at your stubbornness. And you think you're smart?
There are a few people here who are intimidated by the idea of "what if they succeed".
Peter, accept the fact that sooner or later will work out. Even (oh my God!) Money will be made on this.
 
Maxim Dmitrievsky:

I found this thing, the nearest neighbors are looking for similar patterns

there are tons of them, the important thing is whether the task is suitable

Maxim Dmitrievsky:

I scrolled - it finds similar patterns in the row, but their consequences are often different

Well, I've highlighted it in red ) ))

Maxim Dmitrievsky:
for R

I looked at the functions but did not understand, can you describe in your own words what the essence of this package is

 
Mihail Marchukajtes:
Listen to you, you are such an expert that your dithyrambs do not fit in my mind. Do you understand what you're saying?
Of course. Do you know what an invariant is? Polymorphism (multiformity), Object, Form, have you heard? )

What are you "pushing" on here? - On methods of "extracting" the invariant from under the polymorphic shell of the Object. So you identify it programmatically within an environment. You apply mathematical and algorithmic tools.

But you lack an abstract, philosophical way of thinking to understand it. And if you did, you would improve the methods of shell processing (arrays of related data from the forms of the object phenomenon) and open up much more distant financial horizons).

Improve the MO itself and you'll be happy).
 
mytarmailS:

There are tons of them, the important thing is whether they are suitable for the task.

Well, I marked it in red ) )))

I looked at the functions, but still do not understand, can you describe in your own words what the essence of this package

you give it a pattern in the form of dots, it looks for similar ones

or do not give it anything, it searches for patterns of different lengths (windows) and shows the best sets

and saves a matrix of where to look for these patterns by which indexes

Reason: