Machine learning in trading: theory, models, practice and algo-trading - page 1350

 
Oleg avtomat:

.

Here's a simple, but very useful problem for you. Can you handle it?

You'd better study carefully what Cooper writes about random processes. It will be really useful for you.

 
Aleksey Nikolayev:

You'd better study carefully what Cooper writes about random processes. It will be really useful to you.

;) I appreciate it.

 

Gentlemen!

Grail is needed like air, so I have to go to extreme measures, but without breaking confidentiality of information.

Let us say: I have in my PM the data on the basis of which a certain Mr. X received the coveted Grail (see attached archive).

The format of the data is standard: Time, OHLC, Volume.

The method of obtaining these data is non-standard and unique. The CLOSE increments, for example, have the following distribution density:

I can't get my hands on it...

Please, who isn't busy - see if you can extract unrestrained profits from these rows using a forest/neural network.

Especially those who work with returns - I'm begging you.

Need a simple answer: the Grail is there/Grail is not there.

Thank you.

Files:
Data_Sorce.zip  526 kb
 
Alexander_K:

Gentlemen!

Grail is needed like air, so I have to go to extreme measures, but without breaking confidentiality of information.

Let us put it this way: I have in my PM the data on the basis of which a certain Mr. X received the coveted Grail (see attached archive).

The format of the data is standard: Time, OHLC, Volume.

The method of obtaining these data is non-standard and unique. The CLOSE increments, for example, have the following distribution density:

I can't get my hands on it...

Please, who isn't busy - see if you can extract unrestrained profits from these rows using a forest/neural network.

Especially those who work with returns - I'm begging you.

Need a simple answer: the Grail is there/Grail is not there.

Thank you.

In any unclear situation, count the spectrum! The spectrum is your choice! (Spectrum is now available in case of non-stationarity as well)

 
The chMOs, who have already become a household name, pay no attention to wings and tails, but rely entirely on a higher silicon consciousness, praying to it in this thread like true suffering, but no less fanatical, disenfranchised Gaussians. Amen.
 
Maxim Dmitrievsky:
the chMOs who have already become mock, chMOs don't pay attention to wings and tails, but rely entirely on a higher silicon consciousness, praying to it in this thread like the true suffering, but no less fanatical, deprived Gaussians. Amen.

It seemed to me that there was no one here anymore...

Lyosha Vyazmikin - the last rabid sufferer - apparently got lost in the woods, falling face first into fresh herbarium.

 
Alexander_K:

It seemed to me that there was no one here anymore...

Lyosha Vyazmikin - the last frantic sufferer - apparently got lost in the woods, falling face-first into fresh herbarium.

I think that the crazy ideas have waned a bit... I must gain strength and go forward again with a new dullard... ))

I read interesting books, I'm too lazy to write something and nobody answers me about my interests

 
Maxim Dmitrievsky:

I think the crazy ideas have worn off a bit... I need to gather strength and go forward again, with a new dullness... ))

I read interesting books, I am too lazy to write something and almost nobody answers on the topic of my interests

I see.

Well, let's wait for the new furious grail seekers. It's a pity, of course, that the thread is so empty.

 
Alexander_K:

Gentlemen!

Grail is needed like air, so I have to go to extreme measures, but without breaking confidentiality of information.

Let us say: I have in my PM the data on the basis of which a certain Mr. X received the coveted Grail (see attached archive).

The format of the data is standard: Time, OHLC, Volume.

The method of obtaining these data is non-standard and unique. The CLOSE increments, for example, have the following distribution density:

I can't seem to get my hands on it...

Please, who isn't busy - see if you can extract unrestrained profits from these rows using a forest/neural network.

Especially those who work with returns - I'm begging you.

Need a simple answer: the Grail is there/Grail is not there.

Thank you.

Where did this figure come from? There are 6 columns in the file, the first is time, so we won't take it into account, we'll leave columns 2 through 6

So we're doing distributions for all columns .....

The first 5 distributions are based on the original rows, the second 5 (the ones below) are based on the distributions of the rows.

a.k. retard


so where do these drawings come from?

 
Alexander_K:


Renko

based on it these data are collected in increments of 0.001
Reason: