Machine learning in trading: theory, models, practice and algo-trading - page 3113
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Not yet, I can't get my hands on it.
Renate, everyone is waiting for one unpacked symbol for all passes.
how long can you wait if it's incredibly difficult, give some kind of comment.
Renate, everyone's waiting for one unpackable character for all the passes.
how long can you wait if it's incredibly difficult, give some kind of comment.
I didn't quite catch the point of the question.
Can you give more details please?
Didn't quite catch the point of the question.
Can you give more details, please?
you all thought so, it's on multi symbol, same unpacked in memory is used
The original purpose was to count how many times you said the word GARCH, because it seems to me that fifty, not less)))))
I am not a supporter or opponent of GARCH. I am not a proponent or opponent of anything at all.
I am identifying a problem and selecting a tool to solve it. Garch predicts SIGNIFICANCE, and in the terminal "buy-sell" orders, more appropriately MO.
GARCH I usually mention as a reaction to posts when at a naive level they try to model quotient statistics, completely ignoring the non-stationarity of the quotient. And the modelling of Non-stationarity in GARCH is top notch.
Is the ternary formula in tensor form?
em-ze-square
;)
he's a physicist
em-tsu-square
;)
he's a physicist
Rena, stop running.
Your neighbour's pool is yours.
I am not a supporter or opponent of GARCH. I am not a supporter or opponent of anything at all.
I am identifying a problem and selecting a tool to solve it. Garch predicts SIGNIFICANCE, and in the terminal "buy-sell" orders, more appropriate MO.
GARCH I usually mention as a reaction to posts when at a naive level they try to model quotient statistics, completely ignoring the non-stationarity of the quotient. And the modelling of Non-stationarity in GARCH is top notch.
Do you know what SIGNIFICANCE GARCH is predicting? If you do, what do you do with it in the output. Sell options?
At least roughly outline what you did and what didn't work. Or what you tried to do/imagine in general?
ZY garch is also MO
GARCH (Generalised Autoregressive Conditional Heteroskedasticity) is a model used to describe the variability of price volatility in the market. It estimates the probability of future changes in volatility and accounts for non-linearity and autocorrelation in the data.
GARCH can be useful for Forex traders, as it helps to determine the optimal level of stop loss and take profit, and to predict possible risks in trading. In addition, GARCH can be used to determine the optimal position size given the current market volatility.
To use GARCH in forex trading, a trader must first evaluate the model on historical price data. Then, using the results, he can determine the optimal stop loss and take profit level and position size. It is also possible to use GARCH to predict future changes in volatility and make appropriate decisions to open or close positions.
Overall, GARCH is a useful tool for forex traders to help account for market volatility and make more informed trading decisions.
***
You should have at least 2 models, one predicting direction and the other volatility. Volatility would be the responsibility of garch, let's say. What does that do for you? Well, approximately nothing, because the models will be unsynchronised in their estimates. You have predicted the direction, then you choose the risk on the basis of the Garch, what should it be? Whatever it is, because you don't know if the trade will be profitable or not.