Machine learning in trading: theory, models, practice and algo-trading - page 2677
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There's one, loess regression, I think. It does it better. Detrending should leave maximum information, I already wrote above
The analogy is quite understandable, but it is not fully developed) Each "particle" of the market reflexes, tries to comprehend the market as a whole, etc. (like your reasoning, for example). This changes everything a lot and it is hardly possible to "catch" this "physics" by simple wave approaches.
Every cricket (particle) should know its own place). Of course, after the assumption that there are layers of identical traders, it would be good to have data from the exchange or all exchanges)))) on each tick of transaction slices by amounts / quantity and by types of orders and life would be easier. But this is indirectly criminal information to disclosure, although I saw revelations in the Internet on the initial actions to analyse this information in the sum over the years and the number / volume of transactions for the formation of algorithms TS).
Of course, simple wave trades will not catch. But we have approximately the same thoughts, to single out a certain long-playing low-omplitude signal / component or to build a picture of signals' behaviour in dynamics taking into account their recognition on slices and detection of fades, appearance of new ones and finding long-playing ones.
Usually they are found on a hunch and do not live long )
A signal is always found in the same way (almost), but its life is very different: it can work perfectly and for a long time (if it is received on a large TF), but it can also turn out to be a fake, and it can also change significantly along the way. So there is no honey anywhere, unfortunately).
All in all, these are just ideologically different approaches. But I personally find the search for inefficiencies less reliable, because it is not the inefficiencies that are primary, but the signal around which they arise. Inefficiencies are like small predators that come to eat the remains of the prey that the lion has taken. They make the weather a bit, but without the lion they wouldn't be here at all. Though, of course, a pack of hyenas can sometimes chase away a lion, but the opposite happens much more often.
The goods are purchased at certain price levels, for this purpose time series (price changes at suppliers) are analysed, then we buy from the one who is cheaper and then sell to the one who has a higher price. And there is no need to keep a warehouse 😄. I see it like this ))
Well that's a pretty narrow special case; for someone to barter, someone else has to do real things in the real world. This spread will converge one day (the inefficiency will close) and the free profit will evaporate, you will have to look for a new one, and whether you will be able to find one is a question, because there are few fools and nobody wants to give their money for nothing. And the manufacturer will continue to do it as it worked.
#26694
velocity separation (hft, mid-range, long-range).
Amplitude separation.
A signal is always searched for in the same way (almost), but its life can be very different: it can work perfectly and for a long time (if it is received on a large TF), but it can also turn out to be a fake, and it can also change significantly along the way. So there is no honey anywhere, unfortunately)
All in all, these are just ideologically different approaches. But I personally find the search for inefficiencies less reliable, because it is not the inefficiencies that are primary, but the signal around which they arise. Inefficiencies are like small predators that come to eat the remains of the prey that the lion has taken. They make the weather a bit, but without the lion they wouldn't be here at all. Although, of course, a pack of hyenas can sometimes chase away a lion, but the opposite happens much more often.
There can be no signal on a quote chart, which would mean that there is information about the future that it contains. But since the chart is just a reflection of the actual exchange rate at the moment and for the past periods, it does not contain any information about the future. Inefficiencies do not occur on top of a signal, they are situations that have a high probability of repeating with the same outcome several times or many times. They are not a signal either, as they only reflect some other hidden or explicit processes.
)))) you have overdone something with definitions
)))) you're overthinking the definitions.
It's the economy, son. Blue Diploma 🤣
I've got it, question answered, there is no signal in the market.
)))))