Machine learning in trading: theory, models, practice and algo-trading - page 1199

 
mytarmailS:

Great blog!!!

I encourage everyone to browse throughhttps://smart-lab.ru/my/egenui/blog/all/

can you be a little less abstract, please? what exactly did you like about it? :) because you know, I have to read tons of information every day...

 
Maxim Dmitrievsky:

can you be less abstract, please? what exactly did you admire there? :) because, you know, I have to read tons of information every day.

It wasn't exciting, but it was interesting to read.

https://smart-lab.ru/blog/462712.php

https://smart-lab.ru/blog/406338.php

https://smart-lab.ru/blog/395613.php

https://smart-lab.ru/blog/290806.php

Ох уж этот LSTM
Ох уж этот LSTM
  • smart-lab.ru
Всем привет!.. Я тут систему пишу на на дневках применяя LSTM сеть из библиотеки Keras, обнаружил забавный эффект. Я пытаюсь предсказать движение на завтрашний день некоторого синтетического индекса, который более стационарен, чем входящие в него инструменты. Так вот, забавно, что основной подход в таких системах это почти всегда брать значения...
 
mytarmailS:

Not great, but it was interesting to read

https://smart-lab.ru/blog/462712.php

https://smart-lab.ru/blog/406338.php

Thanks, I will read it now to cool down my brain. I did a lot yesterday and today, as it seems... there is one last unrealized idea, which I will think about tomorrow...

 
Maxim Dmitrievsky:

The first model seems to be on the monitoring now ... hell, I do not even remember where it is already ... all mixed up, people, horses ...

looks great ! take a rest, have fun ))

Do you want to see a chart of the deals on the AOS?
 
Maxim Dmitrievsky:

This is the same bottom one, only from the beginning of the year. (Test is OOS for me, I don't divide it into 3 sub-samples)

No no, I got it. I mean the price chart with deals, arrows there, any buy, sell)

 
Maxim Dmitrievsky:

Something like that, I won't skim the whole story...

cp

 

Well, those are good notes. By the way, I'm thinking of taking a diplern course next year too, when I switch to python

Is there anything else like https://smart-lab.ru/blog/290806.php?

R. Как искать закономерности на рынке
R. Как искать закономерности на рынке
  • smart-lab.ru
Для начала небольшое вступление. Как-то Тимофей написал пост, с вопросом о том каким образом искать закономерности на рынке http://smart-lab.ru/blog/286459.php, на что я ответил что закономерности на рынке искать надо метододами DataMining'а и пытаться отыскать на графике цен что-то глазами это пустая трата времени, и этой дествительно так. В...
 
Maxim Dmitrievsky:

Well, these are good notes. By the way, I also think to take a course on diplern next year, when I switch to python

is there anything else like https://smart-lab.ru/blog/290806.php?

I can't really read smart-lab, I've tried to look for something useful, either I have not found anything or not at all

 
mytarmailS:

I practically do not read smart-lab, I tried to look for something useful, or I did not find it

There are few articles on searching for patterns through a terver, and almost no articles where there is any good information.

And there is almost no information on Bayes, and if there is, you won't be able to fathom it all at once

 
mytarmailS:

it looks great ! take a rest, have a drink ))

the most sensible post for the last couple of months! i need to think, i haven't worked out for a long time, i need to prepare my body, holidays are coming soon!


Maxim Dmitrievsky:

There's little information about searching for patterns through a terver.

Well, to get the probability of need research (experiments, in our case testing), otherwise there is no way, only data mining will help, but I did not look at YouTube tutorials, you keep coming to mind, every lesson is Python (((

Reason: