Machine learning in trading: theory, models, practice and algo-trading - page 1769

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Mihail Marchukajtes:
No, I use his development of JPrediction, which I improved for my own needs. Why?

Just trying to catch the essence, who works in what direction.

 
Valeriy Yastremskiy:

Just trying to capture the essence, who works in what direction.

I work in the area of signal classifications of the basic strategy. I work exclusively on the real exchange data of volume, delta, price and not, like some people who do it, to decompose the price into components in order to add them up and get the future. Guys... wake up. Otherwise beginners will lose faith in MO, and it works, you just need to understand it correctly....
 
I gave one of the options for a simple implementation of the TS for markets that do not provide volume data. I am also interested in your experience. We are all on the same side here :)
 
Mihail Marchukajtes:
I work on signal clustering of the underlying strategy. I work exclusively with real exchange data, volume, delta, price, and not with some people who want to decompose the price into components in order to sum them up and get the future. Guys... wake up. Otherwise beginners will lose faith in MO, and it works, you just need to understand it correctly....

Volume on forex from terminal data by number of ticks? what is delta? Don't mind if the questions are silly)))) If I understand it correctly it is also clustering of signals / attributes, but in addition to price it has volumes and delta.

 
Sealdo Sergey:
I cited one of the options for a simple implementation of TC for markets that do not provide data on volumes. I am also interested in your experience. We are all on the same side here :)

But that's not right, on the same side if we use the same amount of money, but otherwise. We are fierce competitors for each other, because I'm going into your pocket, and you into mine. That's the rules of the market :-)

But in general I am kind, I'm a good Teacher, as the locals call me, because I share my knowledge, but nobody listens to me, but it's not important :-) Ask the locals.... they will confirm it...

 
Valeriy Yastremskiy:

Volume on forex from terminal data by number of ticks? what is delta? Don't mind if the questions are silly)))) If I understand correctly, it is also clustering signals / attributes, but in addition to price it has volumes and delta.

If the difference is positive, then there were more buyers, if negative, then there were more sellers. Please check out the service clusterdeltalk, there are even paternas, by the way the only market paternas that pay attention, because they are stock, not this all of yours.... hammer or takeover..... as an example...
 
Mykhail Marchukajtes:
Want to know a secret? Don't tell anyone, okay!!! There are market-neutral strategies that do not care where the price goes, as long as it does. Why not use them in your example?

If it does not matter what result the trader gets, then of course it does not matter where the price will go. Maybe such strategies exist, give me a link to the monitoring. I will take a look.

 
MrBobr1:

If it does not matter what result the trader gets, then of course it does not matter where the price will go. Maybe such strategies exist, give me a link to the monitoring. I will take a look.

I will not give you a link, I will only give you a direction. Options traders and volatility trading and you will open up an area of the market that has not yet been given away. It turns out the market is not what you thought it was. Take a look. Twardowski volatility trading. highly recommended...
 
Mihail Marchukajtes:
I will not give you links, I will only give you directions. Options traders and trading volatility smile and you will open up an area of the market that has so far not been given away. It turns out the market is not what you thought it was. Take a look. Twardowski volatility trading. highly recommended...
And the trader in this case is the same... within the framework of where the price will go... The trader is the same, he just set his strategy so that the direction makes no difference... You still have a lot to learn...
 
As a rule, market-neutral strategies are used by banks, which earn 0.0 percent through the huge capital, but in monetary terms it is enough to cover operating costs and not only. And not infrequently they do so at the expense of depositors, because the strategy is a no-lose.... don't you think?
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