Machine learning in trading: theory, models, practice and algo-trading - page 724
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Above I stated the consensus opinion of thousands and thousands of people, which I can back up not only with publications in the field of currency pairs trading, but also with ready-made software packages.
If you specifically mean GARCH, the matlab toolbox called"Econometrics" is GARCH.
I took their opinion into account :) scrap GARCH, it's not an efficient tool
I'll say it now.
Gentlemen! The topic has long since dried up.
Do you know why? None of you even try to work with the intensity of the quote flow. There just sits the notorious non-stationarity, which is almost impossible to transform into a stationary Poisson flow, but must be taken into account in the calculations.
Your inputs are full of junk. What do you want?
You have to work with incremental velocities, as bequeathed by the great Feynman, before whom all of you are like the moon. That's it!What is anincremental velocity?
Is it a second order difference?
I took their opinion into account :) garbage, not effective rubbish
Maybe so, maybe so...
Although according to publications on the use of currency pairs it's not so.
But this is clearer for NA patriots.
What isan incremental velocity?
Is it a second-order difference?
It is the increment divided by deltaT between successive tick quotes
Maybe, maybe, maybe...
Although according to publications on the application on currency pairs it is not so.
But the NS patriots know better.
You know very well that most of the publications are just making money on them, or just the academic activities of people who have never traded
This is the increment divided by deltaT between successive quotes
The increment is velocity, the velocity increment is acceleration. Both are derivatives. For discrete quantities it is called increment
What does it have to do with delta?
It's hard with you, you come here, people speak Russian here, and you speak Papuan. Maybe everything is genius, but we, speaking Russian, don't understand.
You know very well that most of the publications are just making money on them, or just the academic activities of people who have never traded
You are extrapolating technical analysis to the professional field.
These people not only trade, but for more successful trading they move the theory, develop very complicated mathematics for it, spend money on coding and, throw something out into the public domain. To get the nobility.
Once again I propose to close the branch.
Open a new one like "Neural Networks. Practice". Publish only the results with a full description of the inputs/outputs, the used software product, etc.
Otherwise this music will be eternal!
Read what people wrote here 12 years ago - because NOTHING has been done over those years, everything is the same...
I'm crying my eyes out...
Once again I propose to close the branch.
Open a new one like "Neural Networks. Practice". Publish only the results with a full description of the inputs/outputs, the used software product, etc.
Otherwise this music will be eternal!
Read what people wrote here 12 years ago - because NOTHING has been done over those years, everything is the same...
I'm crying my eyes out...
Something has been done, Alexander, for example, you can read and learn how to do NOTHING :)
You are extrapolating technical analysis to the professional field.
These people not only trade, but for more successful trading they move the theory, develop very complicated mathematics for it, spend money on coding and throw something out into the public domain. To get nobles.
I don't know, in my opinion, the market forecasting with software is nothing but bad luck.
I know successful traders, I know market makers, time trading on known inefficiencies works too.
My expectations are too good to be true.