Machine learning in trading: theory, models, practice and algo-trading - page 1312

 
Dmitry:

No one was going anywhere.

All strategies that this "physicist" tried to build cannot work because of the non-stationarity of quotes, because at the moment when the flat changes into a trend, the spread between the quotes and the average will decrease, but the position will be unprofitable - the mathematical expectation of the process is not a constant. And some mythical indicators of these two states will not work, because

1. they do not and cannot exist;

2. If they existed, there would be no need to calculate any distributions - you could earn money with a simple handwheel.

They tried to explain it to him several times, but he's insane - in the end he took the same dead-end road that millions went before him and with the same result.

What's the point of trying to explain obvious things to a person who doesn't listen to them...

Mean reversion works perfectly with fxsaber, have a look at his threads

But since he's a genius, you probably won't understand why it works.
 
Maxim Dmitrievsky:

mean reversion works perfectly at fxsaber, check out his threads

But because he's a genius, you probably don't understand why it works

Of course it "works" - in the long run, in the stock market, in theory.

 
Dimitri:

Of course it "works" - in the perspective of a few years, in the stock market, in theory.

He's a "humble practitioner."

 
Maxim Dmitrievsky:

Mean reversion works fine at fxsaber, check out his topics

but since he's a genius, you probably won't understand why it works

There is such a famous Financial Market Regulation Review, I think from 2016.

They praise it very much there, but at least they have the courage to honestly write that it works on the flat - "during market consolidation" ....

 
Maxim Dmitrievsky:

Usually until you get there yourself, you won't even understand what others are advising ))

Words of gold! I approve.

In algotrading a lot of things are based on subtleties, heuristics and crutches, which are rarely understood as theoretical proofs or even human-like at code level with classes and interfaces))) You get used to thinking at the code level, without intermediate conceptual and verbal formalizations, you know how to do it, but it's hard to explain, since you've never explained it to yourself. Such experience is almost entirely individual, it is very difficult to share it even if you were desperately motivated. Enough different things to be able to learn and do it yourself, very different beautiful, science-y rant "guru" and the real systems in the guts of which sometimes scary to look at a couple of months after writing)))

 
Alexander_K:

Okay. I'm not working now anyway. I am waiting for a signal - a reasonable one, preferably from a trader I know from this forum. Let it be Max. I believe.

And in vain. Max is still sane).
 
Grail:

Words of gold! I approve.

In algotrading a lot is based on nuances, on heuristics and crutches, which are rarely comprehended to any theoretical substantiation or even in human form at code level with classes and interfaces))) You get used to thinking at the code level, without intermediate conceptual and verbal formalizations, you know how to do it, but it's hard to explain, since you've never explained it to yourself. Such experience is almost entirely individual, it is very difficult to share it even if you were desperately motivated. Enough different things to be able to learn and do it yourself, very different beautiful, science-y rant "guru" and the real systems in the guts of which sometimes scary to look at a couple of months after writing)))

+

 

I left my job for health reasons (it did not get better), my income in the first half of the year from the market exceeded my salary, I had an investor, I had big plans outside the market, and a sufficient safety cushion. I overestimated my capabilities, but I continued to work, and in general I advanced a lot in my developments for forex, but now I do not want to invest normal money there, and I began to master the stock market, which entailed unforeseen expenses.

Many people work their whole lives until retirement and dream that they will have free time to implement their ideas, while I decided to take a risk, so as not to fantasize later and regret the missed opportunity.

 
Aleksey Vyazmikin:

I left my job for health reasons (it did not get better), my income in the first half of the year from the market exceeded my salary, I had an investor, I had big plans outside the market, and a sufficient safety cushion. I overestimated my capabilities, but I continued to work, and in general I advanced a lot in my developments for forex, but now I do not want to invest normal money there, and I began to master the stock market, which entailed unforeseen expenses.

Many people work their whole lives until retirement and dream that they will have free time to implement their ideas, while I decided to take a risk, so as not to dream later and regret about missed opportunities.

After the Olympics and the Crimea, the market has changed a lot. It has become much more difficult to work. Old strategies do not work. Some of the instruments are now better not to play. And it is clear why.
But it is possible to work.
 
Yuriy Asaulenko:
After the Olympics and krymnash the stock market has changed a lot. It has become much more difficult to work. The old strategies do not work. Some of the tools are better not to play. And it is clear why.
But it is possible to work.

Even the models almost ignore the first half of 2014... Yes everything changes, and no one knows when it will happen next time.