Machine learning in trading: theory, models, practice and algo-trading - page 3342

[Aleksey Nikolayev]

Maxim Dmitrievsky #:
New from Google, TSMixer, seems to be superior to TimeGPT in benchmarks, just started reading.

I need good probabilistic forecasting for series, but not as cheesy as it is nowadays (quantile regression, for example). I didn't see anything about it in the article itself, although the list of references seems to contain some information on this topic.

[Maxim Dmitrievsky]

Aleksey Nikolayev #:

We need a good probabilistic forecasting for series, but not as cheesy as it is nowadays (quantile regression, for example). I didn't see anything about it in the article itself, although there is some literature on this topic in the list of references.

I think there are some Python libs, I'll try to cook something up, I can't say anything yet ).

[СанСаныч Фоменко]

https://www.r-bloggers.com/2023/12/be-part-of-the-global-r-community/?utm_source=phpList& utm_medium=email&utm_campaign=R-bloggers-daily&utm_content=HTML

[Aleksey Nikolayev]

СанСаныч Фоменко #:
https://www.r-bloggers.com/2023/12/be-part-of-the-global-r-community/?utm_source=phpList& utm_medium=email&utm_campaign=R-bloggers-daily&utm_content=HTML

I go to mechmat, I see girls sitting there.

If I don't go to the lecture, I'll lose my erection.

[Maxim Dmitrievsky]

A little body positivity in the theme

[mytarmailS]

СанСаныч Фоменко #:
https://www.r-bloggers.com/2023/12/be-part-of-the-global-r-community/?utm_source=phpList& utm_medium=email&utm_campaign=R-bloggers-daily&utm_content=HTML

Sanych, what do you have to do with this post?

I didn't understand why you posted it here at all.

[Maxim Dmitrievsky]

What kind of error can be attributed to the spread? This seemingly stupid problem does not give me a rest. If a model works well with a low spread, but when the spread is increased, it is worse. What exactly to fix? :) or how to train it to trade with a large spread. It would seem: make trades longer. But it doesn't work. I seem to put it in, but it is not fixed.

What kind of error is this, how can I get it out?

I put it in and out, I put it in the signs and rearrange the target ones. It still doesn't work.

[СанСаныч Фоменко]

mytarmailS #:
Sanych, what do you have to do with this post?

I don't understand why you posted it here at all.

It's just a link to the R hangouts.

R is a whole universe.... and we're on the sidelines.

[СанСаныч Фоменко]

Maxim Dmitrievsky #:
What kind of error can be attributed to the spread? This seemingly stupid problem does not give me a rest. If a model works well with a low spread, but when the spread is increased, it is worse. What exactly to fix? :) or how to train it to trade with a large spread. It would seem: make trades longer. But it doesn't work. I seem to put it in, but it is not fixed.

What kind of this error, how to get it out?

I put it in and out, I put it in the signs and rearrange the target ones. It's still not the same.

The spread is not an error.

It's a problem of formulating the target: there is no spread in increments between asks and increments between bits.

[mytarmailS]

СанСаныч Фоменко #:

Simple, a link to the R hangouts.

R is a whole universe.... and we're on the sidelines.

So get involved, do something useful, show the universe.