Machine learning in trading: theory, models, practice and algo-trading - page 2717
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But, the name of an object does not usually carry its properties. Well, unless the names are not ranked by properties. After all, the object is described by its properties. A price series is the only object that can be primary described and fixed in the form of ticks. Predictors, clusters, quanta, etc. are terms inside some algorithms of processing this data.
In general, the data is only tick prices, time or tick sequence number, and further filters or averaging are data. The result of processing this data are the same prices, time or serial number of a tick or bar, or their sequence.
Well, if it is a significant sequence, we can call it an event)))
Although it reminds me of the story of the machete. When I saw it, I didn't know it was a machete, and I called it a long axe and for several years I was sure that it was a long axe)))) until I learnt that it is a machete in other countries))))
A meaningful sequence is not an event, they are different concepts. The first one is not even a concept, most likely, since there is no definition.
Undoubtedly, the strictness of definitions reduces the number of errors, logical and other in research)))))) But I don't think it is necessary to be categorical to those who suffer from other definitions)))))) In general, Alexei has the same data and the same tools, and the output is the same type of data)))))
Well inside he is different maybe religion, but it does not change anything)))
Undoubtedly, the strictness of definitions reduces the number of errors, logical and otherwise, in research))))) But I don't think it's necessary to be categorical to those who suffer from other definitions))))) In general, Alexey has the same data and the same tools, and the output is the same type of data)))))
Well inside he is different maybe religion, but it does not change anything)))
Purely logically, I did not even see any connection between real events and his indicator rules, so this part of the theory can be thrown out. It is not clear what is further there, what the research is based on.
Well, it can't be without an event formalised series in time)))) of course the pre-trend price behaviour is not an event, but a person wanted to designate it so much, it is not just an ordinary series, but an event in the series))))) Of course this is not the fastest way of research, to make your own world, before exploring the boundaries of the studied or at least familiarise yourself with the terminology).
Well, it can't be without an event formalised series in time)))) of course, the pre-trend price behaviour is not an event, but a person wanted to designate it so much, it is not just an ordinary series, but an event in the series))))) Of course this is not the fastest way of research, to make your own world, before exploring the boundaries of the studied or at least familiarise yourself with the terminology).
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Is it possible to create a successful algorithm without building a more or less working market theory or a market model or a model of the local market situation?
Is it possible to create a successful algorithm without building a more or less working market theory or a market model or a model of the local market situation?