Machine learning in trading: theory, models, practice and algo-trading - page 2172

 
Renat Akhtyamov:

What are you doing sleeping now?

Open up now, what's your problem or what's your problem?

;)

you'll have problems soon.

I'll give you a head start for a few hours.
 
Maxim Dmitrievsky:

You're about to get in trouble.

You decided to try a pipsqueak match, I said yes.

open up

 
Maxim Dmitrievsky:

You'll be in trouble soon.

I'll give you a head start in a few hours.

I've got a handicap, that's what I'm trading on.

let's go at the same time

 
Renat Akhtyamov:

I have a handicap, that's what I trade on.

Let's go at the same time.

I told you, tomorrow's the day.

i need to train, i did not train on bitcoin

 

Yeah...

The subject gets better every day.

And, after all, it seems to be simple. There are coryphaei of MO here, but practically, there are no wizards who can offer some magical features (right?), which would have predictive ability. Proving theoretically that these are really great chips, of course...

Now, it has been said, not by me, but by everyone, that the simplest model for prediction is the sign of the next return of a stationary process with a non-zero ACF.

The ACF is lucky - in the market, no matter what you do with the quotes, it is always nonzero and this gives a wild hope in the hearts of those who suffer.

But where is stationarity and how can we predict the sign of the next increment if it may be "stupid" = 0?

Ahem... I've already shown a passage from the Book of Genesis many times. I'll show it again:

"... it's elementary, the stationary distribution is obtained by writing bars with equal number of ticks.
in this case the distribution of time intervals between OPEN of such bars is exponential:

, and the distribution of increments is double triangular:

Now, having such a distribution of returns, predicting the sign of the next one doesn't seem to be such an impossible task.

Ahem...

 

- Blue Eyed Cote - 'I found another error in the formula all now grail > run monitoring > equity down > delete monitoring > another error > new rena . > formula

- Sweaty Musician - 'OK from Monday I'll run the signal to show how cool I am > equity down > removing monitoring > this is different ... > that's what I was testing

 
Maxim Dmitrievsky:

I wrote you - tomorrow is the start.

I need to train, I did not wager on the bit

you have a 67% balance

ahahahaha

 
Alexander_K:

Yeah...

The topic gets better every day.



Hey there! Good to see you, it's getting boring already.

 
Evgeniy Chumakov:


Hello! It's good to see you, it's getting boring.

Hi there! Ahem... Yeah, I haven't been here long. I was just passing by.

 
Evgeniy Chumakov:

- Blue Eyed Cote - 'I found another error in the formula all now grail > run monitoring > equity down > delete monitoring > another error > new rena . > formula

- Sweaty Musician - 'OK from Monday I'll run the signal to show how cool I am > equity down > removing monitoring > this is different ... > that's the other thing I was testing.

and you just swallowed the code I posted and now decide what?

I don't understand you.

this is very rude.