Machine learning in trading: theory, models, practice and algo-trading - page 3195

 
mytarmailS #:

The point is that when I've tested hundreds/thousands of ideas, I've always been disappointed (negative reinforcement).

And now my inner adaptive critic, even at the thought of testing an idea, even when I try to write code, anticipates my future state (future negative reinforcement) and gives me an assessment in the form of discouragement, fatigue, unwillingness, lack of motivation, etc....

That's exactly what I thought, I just didn't know how to respectfully write that "You're pissing yourself, screwed once again". )))

Training is bullshit!!!

I have a 100% working algorithm that works in almost all areas of life.


Ayoung hussar asks Lieutenant Rzhevsky how he manages to enjoy such success with women.
- Very simple, - he answers, - you need to go to a woman and say:
"Madam, let me blow you!"
- Lieutenant! But you can get punched in the face for that!
- You can get punched in the face. But you can also get a blow job.


And fuck him on this - " disappointment (negative reinforcement)", if in the end you can also blow you.)

P.S. This is not a joke. This is a real working algorithm, so as not to give up at the next failure.

 
mytarmailS #:

Anexperiment that proves that a person cannot explain to himself the rules of operation of complex systems, including markets.

This means that a successful trader is not able to explain even to himself the rules of his TS, let alone to his students... (or rather he thinks he can, but in fact he can't). (or rather he thinks he can, but in fact he can't).

Also, we can accept the fact that automatic creation of signs can be better than manual creation (of course, taking into account the field of application).

I watched this guy about 10 years ago. He looks like a voice actor of any dwarves in any games and a psychotherapist at the same time.

 
Ivan Butko #:

I used to watch this guy about 10 years ago. He looks like a voice actor for any dwarves in any games and a therapist at the same time.

If a rabbit gets a hardcore glitch and Alexei looks like a cabbage to him, does that mean Alexei is a bad person?
 
mytarmailS #:
If the rabbit gets hardcore and Alexei looks like a cabbage to him, does that say that Alexei is a bad person?

I just gave Alexei two compliments. For a voice worthy of a voice actor, and for a voice worthy of attention.

You need a break from the MoD
 
Aleksey Vyazmikin #:

If I change the conditions of the experiment to the following:

1. On the original sample we find quantum segments, which are supposed to be further used, as a result one quantum table is formed - further we work only with it.

2. Randomly generate a target one with the same parameters as the original - 1000 cycles.

3. Count how many quantum segments are selected in comparison with the original variant. They can be the same or less.

4. Estimate through the standard deviation. If the spread is small, random targets have a big chance to get into the selected quantum segments.

What do you think?

I did as described, ran 10000 cycles.

I got this histogram.

In the original 3924 quantum bands are found, on tests with random target less than 80 quantum bands with the same ranges would be sampled.

Based on the results of the two experiments, we can conclude that it is possible to find a sufficient number of quantum bands in the sample with the default search criterion, but if quantum segments have already been selected, then ensuring that there is a sufficient cluster of targets of the same class in them at random is an almost impossible task.

If there is no error in the experiment and the conclusions are correct, then you can try to search for quantum segments on half of the sample for training, and then select those that showed similar results on the second half. The minus is that the number of observations would be halved, which would reduce the validity.

Any other ideas?

 
What do you do? What's your background, what got you into it?
 
СанСаныч Фоменко temperature is absolutely NOT random. If it changes, it changes from its previous value.

So is the market random?

Your analogy, in my opinion, is not quite accurate. Or rather, the interpretation is not quite accurate. Of course, the thermometer readings are the result of the total impact of randomly moving molecules, but the analogy for the price series to the thermometer readings is a moving average with a long period. Its changes, as well as thermometer readings, also change consistently and without jumps.

For trading, the molecular analogy is predicting which molecules will arrive more per unit of time, through the dividing plane, to the right or to the left. Clearly it is impossible to predict this, it is a random variable. Similarly, it is impossible to predict, for a random walk without drifting, i.e. generated by a symmetric coin, whether the value of the cumulat will be higher or lower than the current one in n steps. This is actually the point of trading.

 
Maxim Dmitrievsky #:
What do you do? What background, what drove you to it?

Is this a pro-life question for everyone?

 
Aleksey Vyazmikin #:

Is this a pro-life question to everyone?

Well including )
 
Maxim Dmitrievsky #:
What do you do? What's your background, what got you into this?

A man lives for his own pleasure. Don't interfere with his M.O.

Reason: