Machine learning in trading: theory, models, practice and algo-trading - page 1752

 
mytarmailS:

))))

No sneak peek, fix lot

econometrics + Les :)


 
Maxim Dmitrievsky:

No sneak peek, fix lot

Econometrics + Forest :)


Wizard straight)))) what is a forest?
 
Valeriy Yastremskiy:
Wizard straight)))) what is a forest?

Random Forest

I want a lot of deals, it does not work out yet
 
Maxim Dmitrievsky:

Random Forest.

I want to make a lot of deals, but I can't.

Max, God bless and keep you!

Fill your pockets with cash, and be damned. Amen.

 
Alexander_K2:

Max, God save and protect you!

Fill your pockets with cash, and be damned. Amen.

)))

 
Maxim Dmitrievsky:

No sneak peek, fix lot

Econometrics + Les :)

Well, it's too beautiful. Especially considering how different the market has been for the last month and a half. It had to go either up or down.

 
Maxim Dmitrievsky:

Random Forest

I want a lot of deals, it doesn't work out yet
Funny, the author's implementation was in Fortran)))) how many signs were (what))))?
 
Valeriy Yastremskiy:
Funny, the author's implementation was on Fortran)))) how many features were (what))))?

local regressions, increments. It selects features by itself, leaving 10-15 out of 250

ah, more clock numbers via van hott
 
Andrey Khatimlianskii:

Well, it's too beautiful. Especially considering how different the market has been for the last month and a half. It should have gone either up or down.

No way, it's too ugly.

 
Maxim Dmitrievsky:

Yeah, it's ugly...

Why do you need a lot of deals? To feed a broker?
It's quality that matters, not quantity.
You need to add lot management, and the curve will be more vigorous.