Machine learning in trading: theory, models, practice and algo-trading - page 2640

 
elibrarius #:

In general - creativity. But creativity "in the desk", because hardly anyone will see and appreciate all this work.

There is something to talk about with intelligent people, not about politics, though
 
elibrarius #:
And other proponents of MO - what is the motivation?

For me, the apology of MO (and the matstat inseparable from it) is arranged very simply. It is basically the only thing that works in the market right now. It works not in the sense that it necessarily makes a profit, but that it is what makes the market what it is. So, the more you understand how MO is used in trading, the more you understand how the market works. And then everyone decides what to do with this understanding - to try to win, to leave the market altogether or to stay just for interest and pleasure.

And it is best to ignore what the local"practical" old people (in spirit, not age) are saying. "Do what you have to do and be what you will."

 
Aleksey Nikolayev #:

Here, it probably makes sense to look towards Markov chains and use as metrics some functions from their probability matrices.

Thanks for the idea! It is really interesting to do it, adding some attributes describing different states - for example, time of absence of signal or seriality of the current signal. Unfortunately I can't figure it out myself, can you help me?

 
elibrarius #:

Who motivates themselves with what?

For me, motivation is an independent source of income, but this is global.

And locally - the creative process, and the feeling that you know how you can improve what you've done, but until you do it, incompleteness oppresses you.

Yes, the fact that a lot of things are essentially written in a desk is depressing. Now I am redesigning an EA without MO, which I have been developing for 3 years and used in real trading, - I want to describe it and publish it as an article, try to sell it in the market. Yes, a lot of time has been spent on this whole thing, I could have used the time differently, but since so much has been spent, I want to complete it.

 
Aleksey Vyazmikin #:

Thanks for the idea! It is really interesting to do it, adding some attributes describing different states - for example time of no signal or seriality of the current signal. Unfortunately I can't figure it out myself, can you help?

If you want to add continuous time, it is already a generalisation of Markov chains -- semi-Markov models (processes).

I am not ready to promise help, but I can participate in open discussion of the topic as far as possible.

 
elibrarius #:



Who motivates themselves with what?


It is interesting just to solve complex and global tasks. Well and communication on the topic. Earnings in almost global topics is unlikely. If only in private solutions or by accident).

 
Aliaksandr Hryshyn #:
We are waiting for the development of the topic

Don't wait, but develop and evolve with me

https://www.youtube.com/watch?v=tTMpKrKkYXo

 
mytarmailS #:

Don't wait, but develop and evolve with me

https://www.youtube.com/watch?v=tTMpKrKkYXo

It's not interesting, you should write your own videos 😀 Mishanya used to do it, but abandoned it.
 
Maxim Dmitrievsky #:
It's not interesting, you should write your own videos 😀 Mishanya used to do it, but he abandoned it.

Hey )))) are you comparing me to Mishanya? )


The video is from the creator of GP, who can tell me more cool?

Besides, I do not consider myself so competent to write videos... And for whom? Only 5 people will understand, none of them will repeat it, let alone develop it.

In the end I get 3 likes and two comments like "interesting - do it again". Is it worth it to spend a few days of your life???


I'd rather write articles, but fucking metaquotes don't want to see the code in R, so there's no desire to write, although sometimes there is something to write, sometimes ....

 
mytarmailS #:

Hey ))) are you comparing me to Mishanya? )


A clip from the creator of GP, who can tell the cooler?

Besides, I don't think I'm competent enough to write a film. And for whom? Only 5 people will understand, none of them will repeat it, let alone develop it...

In the end I get 3 likes and two comments like "interesting - do it again". Is it worth it to spend a few days of your life???


I'd rather write articles, but the fucking metaquotes don't want to see R code, so I don't want to write, although sometimes I have something to write, sometimes....

I'm not comparing, it's just fun 😀
Well python is the same as R, I would switch somehow, Vladimir Perervenko has switched to it, at least there were attempts to do so
Articles topic yes, especially on MO. There is very little normal material for trading.