Machine learning in trading: theory, models, practice and algo-trading - page 2574

 
Renat Akhtyamov #:

+

there's a video narrative from someone who's at the beginning of the journey

who is interested in learning, but hasn't got into it yet.

For what he has plunged into is interesting, of course, but no more than a beginner's delusion and will give a lot of disappointments because of the incompetence of financial-mathematical intrigues in order to apply in practice
Everyone has their own way
 
avery good article on statutory arbitration
 
mytarmailS #:
very good article about statistical arbitrage

egcm - handy package, although I didn't find something in it (I don't remember exactly what it is, probably it has to do with building and studying autoregression for spread)

I have not seen cointegration on forex, I need a normal broker with normal tools and normal commissions.

 
Renat Akhtyamov #:

+

there's a video narrative from someone who's at the beginning of the journey

Who is interested in learning, but hasn't got into it yet.

For what he plunged into is interesting, of course, but no more than a beginner's delusion and will give a lot of disappointment because of the incompetence of financial mathematical intrigues in order to apply in practice

What are you talking about? The man managed HFT-trading in Alfa-bank.

 
Aleksey Nikolayev #:

egcm - handy package, although I did not find something in it (I do not remember exactly what it is, probably related to the construction and study of autoregression for the spread).

The fx market has no cointegration, I need a normal broker with normal tools and normal commissions.

If you want to buy from an Forex broker, you should have a good spread with "kalman"... I would like to understand it a bit
 
mytarmailS #:
So it also shows that there is essentially little cointegration, at the end they make an adaptive spread "kalman" ... I would like to understand it a little bit

The topic is really complicated - a lot of complicated math.

 
Aleksey Nikolayev #:

The topic is really complicated - a lot of complicated math.

Yeah... especially if you're a humanitarian.

It's not a forrest on irises.)


I do not understand anything with this kalman ((

 
Aleksey Nikolayev #:

What are you talking about?) The man was in charge of HFT trading at Alfa Bank.

And rena has comprehended the essence of all grails, of course, in comparison the man "has not yet comprehended".

 
mytarmailS #:

Yeah... especially if you're a humanitarian.

It's not a forrest on irises.)


I don't understand a thing about this kalman ((

In the article, kalman is tested on generated data. Not sure if it will be better than the sliding version of LS on real data.

 
Andrei Trukhanovich #:

And rena comprehended the essence of all grails, itself in comparison man "has not yet penetrated"

(He has been overcome in his cognition)