Machine learning in trading: theory, models, practice and algo-trading - page 2679

[Maxim Dmitrievsky]

mytarmailS #:

good when she's not a filter?

Always, that's why it's not a filter. Different concepts altogether. Approximation and filtering are different things. And what does a filter have to do with it, when we were discussing signals that do not exist or nobody has seen.

[mytarmailS]

Maxim Dmitrievsky #:
Always, that's why it's not a filter.

ironclad argument ))

[Maxim Dmitrievsky]

mytarmailS #:

ironclad argument ))

So you can reduce everything to the fact that everything is a function, then that everything is 0 and 1. The point?

And actually there is a signal and there is a time series, different definitions again.

You have made such a mess here that an uninformed person will start to believe in all this obscurantism with signals.

And according to your logic, any curvature that looks like a signal is a signal.

You have to separate the flies from the cutlets.

[mytarmailS]

Maxim Dmitrievsky #:
So you can reduce everything to the fact that everything is a function, then that everything is 0 and 1. What's the point?

And actually there is a signal and there is a time series, different definitions again.

You've made such a mess here that an uninformed person would start believing in all this obscurantism about signals.

a signal is a useful property that you want to emphasise (it is not some mythical forecast or sinusoid or whatever you have imagined).

noise is what prevents you from getting a perfect signal (it's also any blue thing that gets in the way).

filtering/compression is the process of separating the useful from the not useful, separating the signal from the noise.

[vladavd]

Maxim Dmitrievsky #:
There can be no signal on a quote chart, which would mean that there is information about the future that it contains. But since the chart is just a reflection of the actual exchange rate at the moment and for the past periods, it does not contain any information about the future.

So how do you live if for you history does not carry information about the future? Of course, it is not there in a ready-made form, but our deeds yesterday and today make up our state of affairs tomorrow. Not out of thin air, not by chance (at least not completely by chance), but from specific past events and states.

Started playing a game of whack-a-mole, got involved with bad company and went downhill -> went to jail or got a feather in your side. That's the future, from high probability history. Studied well, worked efficiently -> became a respected professional. Here's another future from another story, also with high probability. This is an example of a trend.

You take out loans on euphoria - there will be a long personal crisis and economy until you pay it off. Pay off - free funds appeared, growth started. Overstretched in work or sports - a long rest for recovery, without which it is impossible to continue at the same pace, during this time the results will decrease. Rested, returned to business and pumped better than before. This is an example of the cycle.

Drive property prices into the crapper by depleting consumer demand and burdening them with credit beyond their real capacity - be a fall in prices and a rise in defaults.

All of these things, are they not related or not obviously related to each other? No, they aren't. Can they be visualised as a graph? Sure. Can such graphs be used to judge fairly confidently the nearest direction from the top or bottom, and the overall trajectory? Well, in general, yes.

And what are the fundamental differences between these simple examples and larger ones, for example, the euro exchange rate, which, being high, makes local producers suffer, and being low - importers? The nature of the phenomenon is the same.

Maxim Dmitrievsky #:
That's economics, son. Blue diploma 🤣

Elasticity of supply and demand

Economics is aware of cycles and takes them into account:

https://www.google.com/search?q=anti+cyclical+fiscal+policy
https://www.google.com/search?q=countercyclical+capital+buffer

[Maxim Dmitrievsky]

mytarmailS #:

The signal is the useful property you want to emphasise (not some mythical forecast or sine wave or whatever you have in mind).

Noise is what prevents you from getting a perfect signal (it's also any blue thing that gets in the way).

filtering/compression is the process of separating the useful from the not useful, separating the signal from the noise.

No, signal is not a useful property. There's the definition game again.

[Maxim Dmitrievsky]

vladavd #:

And what are the fundamental differences between these simple examples and larger ones, for example, the euro exchange rate, which, being high, makes local producers suffer, and being low - importers? The nature of the phenomenon is the same.

Economics knows about cycles and takes them into account:

https://www.google.com/search?q=anti+cyclical+fiscal+policy
https://www.google.com/search?q=countercyclical+capital+buffer

Why introduce the concept of a forex signal for this purpose and then get confused in definitions? When there are no effective mechanisms to search for it on the chart anyway.

And to use a device not designed for this purpose.

[mytarmailS]

Maxim Dmitrievsky #:
No, signal is not a useful property. Again with the definition game.

Then what is it?

Everything I've said, I've said from that position.

You should have first defined the meanings of the terms.

https://youtu.be/T6OK9n--txE

[Maxim Dmitrievsky]

mytarmailS #:

and then what?

Everything I've said, I've said from that position.

You should have first defined the meanings of the terms.

https://ru.m.wikipedia.org/wiki/Сигнал.

I'm talking from the position of defining a signal.

It turns out there's some guy sitting on the other side sending you messages via stock quotes that you filter to decipher it. Stupid? Yeah, it is.

[mytarmailS]

Maxim Dmitrievsky #:
h ttps://ru.m.wik ipedia.org/wiki/Сигнал

And I'm from the position of signal definition

It turns out there's some guy sitting on the other side sending you messages via stock quotes, which you filter to decipher it. Stupid? Yeah, it is.

Well, from that perspective, of course it's dumb.