Machine learning in trading: theory, models, practice and algo-trading - page 1400

 
so all this time we were also discussing an artificial problem (again), as it turned out. Ugh, as Alexander would say, was it worth the time.
 
Maxim Dmitrievsky:
so all this time we were also discussing an artificial problem (again), as it turns out. Ugh, as Alexander would say, was it worth the time.

You can only reason about what your understanding allows you to do. So: not knowing the laws of the Iroquois language, can you make such a judgment on this subject, which would not be unreasonable and foolish? (с)

 
Yuriy Asaulenko:

You can only reason about what your understanding allows you to do. So: not knowing the laws of the Iroquois language, can you make such a judgment on this subject, which would not be unreasonable and foolish? (с)

If you hear amusing but not useful information, then ignore it. If you see useful, but not immediately applicable, then ignore it. If there is no more information, then you are lucky and can make the first step without interference and right now.

 
It's like 50/50 always hit or miss. But the trader needs to hit the second time, that is, to get out so to hit, the ratio of 50/50. Of course you can say you went out and forgot another environment another deal, but it's obvious cheating. What do you geeks think about it?
 
Yuriy Asaulenko:

Well, it's not a real system, either). And it is possible to trade with stops, trailing, and other attributes of transaction support. And who said that you have to close in 5 min. )) And you can open not only by this prediction, but by additional factors.

You all confuse the working TS with the results of the experiment, which solves only the problem and nothing more.

It is interesting that no one asked - what problem and what kind of mathematicians solved it? Actually I wrote about it several times and gave references, and not a single soul asked.) I won't repeat myself.) Not by force.

Concerning mathematics - it seems obvious to me, that Markovism has been used, which only works on small times. Adding trailing and everything else that will increase the time of holding the trade will only lead to a loss of the effect of marginality and losses. I believe that markovality has already been studied and traded by serious comrades who know more than just Ornstein and Uhlenbeck.

You, it seems to me, will be talking about spectra-it is confirmed by words like FNF. Theoretically, these methods work on long timescales, but they are not applicable to prices, unlike radio signals.

 
Alexander_K:

No kidding - what kind of discontinuity indicators do you have experience with - Hearst, H-volatility, entropy, autocorrelation, something else? Can you describe that experience in an article?

Any of these and other "keys" work the same way from a matstat perspective. It is a sampled random variable whose value allows you to try to reject some hypothesis at some level of significance. So knowing the basics of theorist and matstat is essential. Without them, everything will resemble the anecdote: "Stay away from me! I know karate, sambo, kungfu and many other scary words!"

For example, you often scare everyone Ornstein-Uhlenbeck - the parameter of their equation may well be such a clue.

 
Aleksey Nikolayev:

As for the mathematics, it seems obvious to me that the use of Markovism, which works only on small times. Adding trailing and everything else that will increase the time of holding the trade will only lead to a loss of the effect of marginality and losses. I believe that markovality has already been studied and traded by serious comrades who know more than just Ornstein and Uhlenbeck.

You, it seems to me, will be talking about spectra-it is confirmed by words like FNF. Theoretically, these methods work on long times, but they don't apply to prices, unlike radio signals.

A useless burglar who talks about everything and about nothing, and when it comes to details, he moves off the topic altogether.

This is not the first and not the last time, it's AsaYulenko, from the word "yulen".

 
Maxim Dmitrievsky:

A useless bourgeois who talks about everything and about nothing, and when it comes to the finer points, he moves off the subject altogether.

This is not the first and not the last time, it's AsaYulenko, from the word yulen.

He simply left in English, without saying goodbye.)

 
Aleksey Nikolayev:

What are you talking about the gentleman) He just left in English, without saying goodbye)

Asaiulenko who someone but certainly not a gentleman, probably plebeian, perhaps his ancestors were Indians and someone called Yuliashaya Asa, a sort of murky trickster, but all obvious, funny, his friends are Indians Yurka Lizard and Big Shame, they are local fools, society does not reject them as a balancing element, so children saw what a poo. But somehow, I do not believe that Yuri will admit his kinship with Yulia Asa, I think he will be ashamed.

 
The Grail:

Asayulenko who but certainly not a gentleman, probably a plebeian, perhaps his ancestors were Indians and someone called Yulia Asa, a kind of murky trickster, but all obvious, funny, his friends are Indians Yurka Lizard and Big Shame, they are local fools, society does not reject them as a balancing element, so children saw what is poo. But somehow I do not believe that Yuri would admit his kinship with Yulia Asa, I think he would be ashamed.

I will not argue, because I do not know his pedigree. But it is said that the Motherland trusted him to guard its nukes. The Trickster you describe would hardly be fit for that.