Machine learning in trading: theory, models, practice and algo-trading - page 507
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I took a quick look. In the conclusions I saw information that is trivial for GARCH models. I don't understand, what do I need to get out of this material?
"Stimulation" to a story about practical application of GARCH...
"Stimulation" to the story about practical application of GARCH...
I can't yet. I've been busy with household problems for a year now. I have another month left. Then I'll start posting results, the source material is ready.
I've been busy with everyday problems for a year now.
Life defines us; in fact, everyday life is our life. When they say "LIVING", they mean living. For example the question "How do you do?" means "What is your life like? That is, first, what is your social status, which determines your life, second, what is your wife and children, and third, what is your real estate, then your car, etc. This is LIFE, this is what everyday life is like.
Life defines us; in fact, everyday life is our life. When they say "LIFE," they mean BEING.
The communists have this formulation: Being determines consciousness.
But in this formulation, there is no goal. So much more meaningful is the alternative, which defines the essence of man: to live in order to eat, or to eat in order to live.
About two years ago I returned to trading, I managed to earn money to solve everyday problems. But initially it was to solve these, present-day problems, and not to make money just for the sake of money.
And I just for the sake of the game, I do it interesting, as then a small part of this money is spent it is secondary, domestic problems never was, it is a question not of money and discipline of consumption, to me though 1k$ a month though 100k$ there is no essential difference, in the domestic plan, "superfluous" I never spend on excesses, Or God forbid to decide that "it will be like this every month" and take out loans for villas and yachts, well, I think it's a commonplace truth, credits for houses (apartments, cars) are taken by imbeciles, and if the wife is dumb that she can not bring up and seeing $100k on the monitor immediately demands a house in Malibu, then screw her, such relations lead to ruin.
I represent from myself a communist ideal from times of the Saint-Simon from institute: the hobby is combined with work. So it is extremely difficult to say at any given moment whether I am having fun or making money.
I wish everyone the same.
And I just for the sake of the game, I do it interesting, as then a small part of this money is spent it is secondary, domestic problems never was, it is a question not of money and discipline of consumption, to me though 1k$ a month though 100k$ there is no essential difference, in the domestic plan, "superfluous" I never spend on excesses, Or God forbid to decide that "it will be like this every month" and take out loans for villas and yachts, well, I think it's a commonplace truth, credits for houses (apartments, cars) are taken by imbeciles, and if the wife is dumb that she can not bring up and seeing $100k on the monitor, immediately demands a house in Malibu, then fuck that, such relations lead to ruin.
What is a barn for $ 100k in Malibu, khrushchevka in St. Petersburg is so much ... :) of course she's stupid if she wants a house in Malibu for 100k, there's no such thing.
If you want a house in Malibu for 100k, there are no such houses :)
100k a month, it is quite possible to take a loan and for 1-5 thousand dollars to order a house in Malibu, the other thing is that the wages are not, and on algotorgovle may be as +100k as -100k
100k, even 10k a month is not the scale of thinking an employee, but the scale of an entrepreneur... it's all about the banal scaling of oneself), and there you have a shot at who does not. In my opinion... Sometimes a competent trader just doesn't lose or get ahead of the market a little bit.
I do not count, I know, as I have earned and lost, you want to make a million, be prepared to lose 500k, especially if it is not HFT
"don't lose" only scammers like Larry Williams
i don't know where you get your arithmetic, why not limit the drawdown to 5-10% or make a normal system that shuts down after small drawdowns
I understand that it's complicated, but it's real. If i don't have such a system i see no point in trading
What is the contradiction? Who said that the drawdown should be 100%? I'm talking about the fact that the profit should be at least twice the drawdown on the training, ie Sharpe Ratio> 2, respectively, trading with a lemon, it is quite normal situation when at some point in the year will be -100k (-10% of a lemon). if you focus on a profit of 20% per annum.
What's "normal"? Normal - average, like most, I will not follow your advice sorry my systems are NOT normal. Turning off the system at small drawdowns will give a system with a small profit proportional to the system stop-loss or even less, profits can go away altogether, since the function is not linear.
Normal is when you do not lose in any month, and not wait a year the system will work or not :) for this you need a lot of trades in time to retrain / retrain. And the risk per 1 trade is very small, but because there are a lot of trades you can make a good % per month (not per year), from 20% for example. Then it will feel like trading, and not like nothing at all. At least I think that only with such systems private trader can live somehow from trading
The thing is that you think, assume, and I have long tried everything and not just "live" with trading, and since recently a pensioner already, I could not trade, do nothing at all and receive a passive income of $ 3k per month. So about break-even months it is for Gerchik, he said that it could be so, and I had a drawdown of 100k$ and I think this is normal.
I tried it too, I don't expect so but it is so, for most traders such trading as yours is not suitable as the main source of income, I would say for almost nobody. Because there's nothing to rely on and you can't plan your life expecting how much you'll earn next year or how much you'll lose. It's clear that you have a passive source of income and you can think and do as you please, and those who have nothing so it will not work, they have only one option, which I described above.