Pair trading and multicurrency arbitrage. The showdown. - page 198

 
Maxim Dmitrievsky #:
You're collecting rubbish.

there are theorists with grails and deep pockets on every corner.

Anywhere you spit, you'll hit him 100%.

 
Renat Akhtyamov #:

there are theorists with grails and deep pockets on every corner.

Anywhere you spit, you'll hit him 100% of the time.

You're not making any sense.
 
Renat Akhtyamov #:

I didn't see anything grailish in there.

especially from a man who can't even test his system and who has a faulty Caps Lock key.

Besides, a person with a grail has enough money to order what he wants from local freelancers.

That's minimal evidence of grail.

but there's no such thing.

Dear. You also hear only yourself. This is a regularity among ludomaniacs. You have not understood what I need. And if even YOU have not understood me, the others will not understand. And if a person does not understand what he is asked to do, he will not be able to do it. So, dear, YOUR INSINUATIONS ARE ALL YOU HAVE. You had a chance to see the GRAAL formula.

 
mvf358 #:

Dear. You also hear only yourself. This is a pattern among ludomaniacs. You have not understood what I need. And if even YOU have not understood me, the others will not understand. And if a person does not understand what he is asked to do, he will not be able to do it. So, dear, YOUR INSINUATIONS ARE ALL YOU HAVE. You had a chance to see the GRAAL formula.


I wanted to write for a long time - I saw it too, I don't exclude it - you asked for something there.... You didn't get it explained to you....

If it's not too much trouble - so you don't have to search....
Can you re-request here?
 
Andrey Dik #:

1. Suppose that it is possible to obtain the result of absolutely all variants of parameters, i.e. a complete enumeration. Do you have a way to unambiguously choose a variant from the obtained complete set of sets, provided that such a set will work in the future? If there is such a way, then there is a way to express FF so that it would be a global maximum and immediately search for it during optimisation. If there is no such a way, then there are complaints about the global maxima not working in the future.

.

I'm embarrassed to ask. What is a global maximum? And why would you look for one?

 
mvf358 #:

Dear. You also hear only yourself. This is a pattern among ludomaniacs. You have not understood what I need. And if even YOU have not understood me, the others will not understand. And if a person does not understand what he is asked to do, he will not be able to do it. So, dear, YOUR INSINUATIONS ARE ALL YOU HAVE. You had a chance to see the GRAAL formula.

Yes, I understand your idea - to trade equity.

But why trade it if the grail already knows what it will be?

I'm telling you, we follow clear rules, and everything will be as it was originally planned.

The latter means trading algorithm.

in my case, the grail

and I'm not interested at all.

I'm not interested in anything.

because the target is beaten.
 
Roman Shiredchenko #:

I've been meaning to write for a long time - I saw it too, I don't rule it out - you asked for something there.... they didn't explain it to you....

If it's not too much trouble - so you don't have to search....
You can re-request

Equity balance indicator .With the ability to open trades retrospectively . Just open once a certain basket of instruments without committing .

 
mvf358 #:

I'm embarrassed to ask. What is the global maximum? And why would you be looking for it?

If we go through the values of the parameter and its influence on the profitability of the system, we can find, for example, several maxima. In the figure, if we stop the search at the first maximum, we will not find the second best one. If we add the second parameter here, we have a two-dimensional surface with hollows and hills instead of a flat graph. The more we add parameters, the more variants we have to try, in progression. And very soon it will become impossible because of the huge amount of time required for the search. This is where the question arises: how to find the global maximum, in our case number 2.

Or minimum, depending on what we are looking for.

 
mvf358 #:

Equity balance indicator .With the ability to open trades retroactively . Just open once a certain basket of instruments without fixing .

aaaaaaah

Well, it's already there, it's in the code base, it's free.

from the same dreemer.

insert the basket you need into the parameters, formulas and see what happens.

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Renat Akhtyamov #:

Yes, I understand your idea - to trade equity.

but why trade it if the grail already knows what it's going to be?

I'm telling you - we follow clear rules, and everything will be as it was originally planned.

The latter means trading algorithm.

in my case, the grail

and I'm not interested at all.

I'm not interested in anything.

because the target is beaten.

I'm telling you, you're not hearing me at all. You haven't seen GRAAL yet.