Machine learning in trading: theory, models, practice and algo-trading - page 2530
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Just out of the blue, over the last month the correlation between the total option hedge (the closest K) and the movement of the futures - in the TP zone andin all,without bias... without factor analysis (the factor trait of the total_hedge is chosen for nothing)
OpEx was not checked separately - just a sampling vector for the whole period...
in general, for currency, as usual (often) in risk-off assets there is more positive correlation between futures movement and the size of its total hedge...
And why TF indexes show more hedged positions than, for example, ES - one can only guess... - probably he was more interesting for smarts last month... - I can try to find the reason in News (this is really where NN can be used - but it's not my level yet)...
I haven't checked these dependencies in the model for the forecast... I haven't checked them (these dependencies) for the long term or short term...
Just out of the blue, over the last month the correlation of the total option hedge (the closest K) with the movement of the futures - in the TP zone andin all,without bias... without factor analysis (the factor trait of the total_hedge is chosen for nothing)
OpEx was not checked separately - just a sampling vector for the whole period...
in general, for currency, as usual (often) in risk-off assets there is more positive correlation between futures movement and the size of its total hedge...
And why TF indexes show more hedged positions than, for example, ES - one can only guess... - probably he was more interesting for smarts last month... - I can try to find the reason in News (this is really where NN can be used - but it's not my level yet)...
I haven't checked these dependencies in the model for the forecast... I didn't check long term or short term dependencies either
It is clear. So should we buy or sell?
They are figuring it out. And judging by the volume of the branch for a long time already.
Just out of the blue, the last month's correlation of the total option hedge (the closest K) with the movement of the futures - in the TP zone andin all,without bias... without factor analysis (the factor trait of the total_hedge is chosen for nothing)
OpEx was not checked separately - just a sampling vector for the whole period...
in general, for currency, as usual (often) in risk-off assets there is more positive correlation between futures movement and the size of its total hedge...
And why TF indexes show more hedged positions than, for example, ES - one can only guess... - probably he was more interesting for smarts last month... - I can try to find the reason in News (that's where NN can really get involved - but not my level yet)...
I haven't checked these dependencies in the model for the forecast... I didn't test them (these dependencies) for a long or short term ...
Only the female sex has bright ideas on our forum, honestly!
Madam, do not pay attention, continue, please!
listen to you very carefully
Yes, you can come up with a lot of variants, I wonder again how they do it by the textbook)
Waiting for Aleksey Nikolayev' s opinion)
I am proceeding from the same thing as Drimmer - it is necessary to select movements in some way. Then, by analogy to the method in my article about gaps, I study statistics of returns to the starting point of the selected movements.
I am proceeding from the same thing as Drimmer - you need to select movements in some way. Then, by analogy with the method in my article about gaps, I study the statistics of return to the starting point of selected motions.
A question for physicists and mathematicians - what is a GEP? Give me a definition ... otherwise you lose your way and don't give definitions of entities
a question for physicomathematicians - what is a GEP? define it...otherwise you lose track and don't give definitions of entities
Gap is the largest clothing retailer in the U.S.