Machine learning in trading: theory, models, practice and algo-trading - page 2991

 
We should ban the topic, up to a month ban for mentioning it.
 
mytarmailS #:

DSP is a huge area of digital information processing....

And you wrote about it in your own, very narrow sense of understanding


It's like writing that data science works with signals that are described by stationary......





To clarify... a signal is NOT a radiogram from an oscilloscope, but any information in digital form.

Stationary and quasi-stationary random processes. It is their realisations, from the point of view of mathematics, that are called signals. From a trader's point of view, it is an eternal flat, i.e. an eternal trader's paradise with trading on the return to the mean.

The difficulty in trading comes from the proximity of prices to the SB. The SB is NOT a signal. There is brown noise, it looks like a SB but it is NOT a SB.

I was looking at a couple of bourgeois bibles on COC. All of them at first write that "a signal is any sequence of numbers", but when it comes to mathematical specifics, it turns out that the signal is exactly what I wrote. For example, it is only for this case that you can define the ACF through convolution.

 
Maxim Dmitrievsky #:
We should ban the topic, up to a month ban for mentioning it.

On weekends you can do a little) And from Monday ban)

 

Can I see the results before I die

https://perraudin.info/gsp.php

Nathanaël Perraudin
  • perraudin.info
Nathanaël Perraudin Ph.D. is a Senior Data Scientist at the Swiss Data Science Center, an institute part of EPFL and ETHZ in Switzerland. He works on different domains of data science with a particular focus on deep learning and generative models.
 
nevar #:

Can I see the results before I die

https://perraudin.info/gsp.php

What do you have to do with this site?

 
Aleksey Nikolayev #:

If they would do it in their own thread without cluttering this one, there would be no questions. This also applies to you, by the way.

When I asked about the book on spectral analysis - I didn't know it was related to DSP

And I did not find a live thread on DSP from the first suggested options in the search engine on the forum

From the whole argument about DSP, the only thing I understood is that it is only good for static laws from physics, which the market does not possess.

I can't take sides in this dispute, because I don't understand the essence and specifics of spectral analysis yet - but this book was recommended to me by my teacher Dzhun Iosif Vladimirovich, he teaches me matmodelling. He is a scientist, even developed his own theory of non-classical errors, but I haven't studied it yet. So, the programme that is provided for this subject is given to me very easily, word by word and we got to talking and as a result he advised me this book - I don't think he will recommend something useless, though he is strict and demanding (old Soviet school after all), but he is benevolent at that

* And he told me to read that book and no other - I can't remember the exact wording of why I should read it.
 
nevar #:

Can I see the results before I die

https://perraudin.info/gsp.php

As soon as the presentation of the theory of signals becomes mathematically meaningful, stationarity (in the broad sense) and energy spectrum appear at once. And nonsense like "a signal is any set of numbers" obviously doesn't appear.

The article from the linked site attempts some sort of generalisation of the concept of stationarity. Regardless of how useful it is for DSP, it doesn't make much sense for prices. Once again, I will point out that stationarity of the price of an asset or the price of a portfolio of them is a trader's eternal paradise, because it means eternal flatness on which to trade forever, e.g. reversion to the mean.

This is the end of the discussion of COCs in this thread.

 
Alexandr Sokolov #:
And I didn't find a live thread on DSP from the first suggested options in the search engine on the forum

Nothing prevents you to start a new thread on DSP and discuss everything in it.

 
Aleksey Nikolayev #:

Here's a great example from.... by the way

Good riddance...

Which method do you think is promising?
 
Aleksey Nikolayev #:

As soon as the presentation of the theory of signals becomes mathematically meaningful, stationarity (in the broad sense) and energy spectrum appear at once. And nonsense like "a signal is any set of numbers" does not appear obviously.

The article from the linked site attempts some sort of generalisation of the concept of stationarity. Regardless of how useful it is for DSP, it doesn't make much sense for prices. Once again, I will point out that the stationarity of an asset price, or the price of a portfolio of them, is a trader's eternal paradise, because it means an eternal flat on which to trade forever, such as a return to the mean.

This is the end of the discussion of COCs in this thread.

I don't understand why to dissuade, people like COC - it is their religion, so be it! In general, everyone should walk on their own rake)):
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