Machine learning in trading: theory, models, practice and algo-trading - page 1060

 
Renat Akhtyamov:

I'm going to trade stocks, at least I'm getting ready.

They say there's no clearing and no swap.

For example I looked at GAZP for the last 5 years.

It's a great place for speculators)

I wish I had seen it earlier...

You have to prepare at least a hundred or two. Otherwise - a monkey's work, if you start winning).

 
Yuriy Asaulenko:

Prepare a hundred or two at least. Otherwise it's a monkey's work if you start winning).

Yeah
 
Renat Akhtyamov:
Yep

Also think about short stock positions. Without clearing.)

 
Yuriy Asaulenko:

Also think about short stock positions. Without clearing))

I've already looked at

1% a year

;)

 
Renat Akhtyamov:

already looked at

1% a year

;)

??? It can not be, because it can never be.)

By the way, you open a short, the money for losing you will start to write off regularly and with pleasure.

 
Yuriy Asaulenko:

??? It can not be, because it can never be.)

By the way, you open a short, the money for losing you will start to write off regularly and with pleasure.

I don't get it.

there is no clearing on the shares

it's on futures only
 
Renat Akhtyamov:

I don't understand.

There's no clearing on stocks.

You will understand later.) I haven't worked with stocks for a long time, I've forgotten the details, and I don't want to remember.

Commission must be 0.1-0.2% for a transaction. You may buy and sell them 0.2-0.4%).

 
Yuriy Asaulenko:

You'll understand later). I haven't worked with stocks for a long time, I've forgotten the details, and I don't want to remember.

No, if it's like that, it's pretty cool.

All right, I'll open for pennies, I'll take a look.

Thanks for the warning.

I even remembered fxsaber's indices, I think he draws such things...

Gone for good...

 
Mihail Marchukajtes:
What a bunch of chatterboxes you are!!!! You piled up a lot of pages. Apparently the search continues, and remember I almost sold my asset???? Remember......? And the price of the issue was so ridiculous, and at the same time my asset is growing and getting stronger :-)

You throw the code from the mgua that you found. Because it's not in the version I looked at.

and there are at least 2 ways to do it, and at most an infinite number of ways to do it.

http://www.machinelearning.ru/wiki/images/6/65/DM_L3-2_part1.pdf

 

Whatever. I'll tell you one more thing. The point is that Reshetov's sum of polynomial coefficients is equal to one. That is, he tries to break down the data in the volume prefiles to one. So if we add a non-significant input, he takes away part of the coefficient from the significant one. The solution goes within the Shepley vector. I've never heard you all say that someone uses this, but he does...

I haven't really understood the core of his calculations yet. I understand what methods are used, but how it works in the code has not yet learned.


I'm not going to send you anything. We are not friends yet, if you have not forgotten MAX!!!! If you were my friend without BE, and so....

Reason: