Machine learning in trading: theory, models, practice and algo-trading - page 1847

 
Roman:

Fundamental data has many indicators that give numerical values.
Even here on the site, the news calendar gives statistics on events.
Yes, I agree, in speech statements, numerical values are missing.
For this reason such data should probably be classified at 0 1.
The main thing is to teach how to distinguish between positive or negative speech ))
But here, this is also an idea, for thought! ))

Speech in its entirety cannot be classified. It is possible to discuss more than a dozen economic indicators in half an hour or an hour. Some by exact figures, some by predictions, some by doubts.
Thus, the speech must be divided into parts according to different indicators, assess the statements on them, and translate into numbers. Coding and coding... for a large company, it's easier to hire one person to listen, categorize and input data into the system. Than a horde of programmers who will teach the MO to analyze speech. Although rich companies can afford it... and then fire everyone.)) The model will be self-sufficient - neither programmers nor analysts are needed.
 
elibrarius:
The whole speech cannot be categorized. In half an hour to an hour you can discuss more than a dozen indicators of the economy. Some by exact figures, some by forecasts, some by doubts.
Thus, the speech must be divided into parts according to different indicators, assess the statements on them, and translate into numbers. Coding and coding... for a large company, it's easier to hire one person to listen, categorize and input data into the system. Than a horde of programmers who will teach the MO to analyze speech. Although rich companies can afford it...
Yes, it is not possible, except for AI of particularly high generalization. Remember the video.... There's more to it than that. It's not worth the trouble, when everything is successful with the data...
 
Roman:

Fundamental data has many indicators that give numerical values.
Even here on the site, the news calendar gives statistics on events.
Yes, I agree, in speech statements, numerical values are missing.
For this reason, such data should probably be classified at 0 1.
The main thing is to learn to distinguish between positive or negative speech ))
But here, this is also an idea for thinking! ))

This is not an idea to think about, but an idea to read!

Text classification - to understand what and how it is done and what algorithms are used.

Sanity analysis: for recognizing "positive/negative" speech.

This has been implemented in ready-made packages for 5-10 years, you can take it and use it, and there is no need to reinvent the wheel.

 
mytarmailS:

what is the probability of profit? where is that screen?

what happened to arbitrage?

What is the probability...under 90% profitable, but it does not work everywhere. i got a good result on eurobucks for the last 2 years.

i got a good impression that it is possible to use arbitrage

 
Maxim Dmitrievsky:

And what is the probability...under 90% profitable, but it does not work everywhere. On eurobucks for the last 2 years it works fine

it's expensive with arbitrage, you need to negotiate with your brokerage companies.

If you look at the statistics, you may conclude that there is a 70% chance of getting a profit when you randomly open a deal and the secret is that the stop is 10 times the take)) Got a picture of deals?)


How can you make an agreement with a brokerage company if their profit is your loss?)

 
mytarmailS:

What's the risk/profit? You can get 95% of positive trades by random opening, the secret is that the stop is 10 times the take)) Got a picture of the trades? instead of a thousand words, so to speak)


How can you make an agreement with a brokerage company if their profit is your loss?)

I think arbitrage is possible only if you register on the exchange directly. With kitchens and DCs = shops exactly will not work. And yes, Max, you understand that you can receive OM only from Moex....
 
Max, will you look at the indicator? You're a better scribbler than I am. The main thing is to be reliable. I have somewhere archives of OM, but they are for the last futures.
 
Mihail Marchukajtes:
Max, will you look at the indicator? You're a better writer than I am. The main thing is that it is reliable. I have OM archives somewhere, but they are for the previous futures.

Max is too lazy.)

 
mytarmailS:

Max is lazy )

Well, it's going to end at some point. I'm just saying... in general...
 
mytarmailS:

And what is the risk/profit? you can get 95% of positive trades randomly opening trades, the secret is that the stop is 10 times the take)) have a picture of the trades? instead of a thousand words, so to speak)

i have different options, about 15