Machine learning in trading: theory, models, practice and algo-trading - page 2369

 
Ilnur Khasanov:

There's an article on hubre at https://m.habr.com/ru/post/549202/, what do you think? Can something practical be done? In general, I am interested in your (and other mathematicians') expert opinion.

The usual financial (stochastic) mathematics. It will not give anything by itself, but it is useful to understand it, because all the "big men" use it.

 
Maxim Dmitrievsky:

as an Expert Advisor is more convenient

I agree, but I would like to see two variants at once: mq5 and py)

 
Aleksey Nikolayev:

.... but it is useful to understand it because all the "big guys" use it.

Where did this information come from? I always thought that the big guys have insider information.

 
mytarmailS:

Where did you get this information? I always thought the big guys owned the insider

Rather, we are talking about those "big guys" who not only have insider information, but who create it themselves. For example, calculations of the future interest rate at the Central Bank, market maker algorithms, algorithms of liquidity aggregators, etc., are first of all stochastic calculations in the purely mathematical aspect.

 
Ilnur Khasanov:

There's an article on hubre at https://m.habr.com/ru/post/549202/, what do you think? Can something practical be done? In general, I am interested in your (and other mathematicians') expert opinion.

Well this is the basics of econometrics. It is useful to understand the components of time series.

 
Aleksey Nikolayev:

Rather, we are talking about those "big guys" who do not just have insider knowledge, but create it themselves. For example, calculations of the future interest rate at the Central Bank, market maker algorithms, algorithms of liquidity aggregators, etc., etc. - in purely mathematical terms, these are primarily stochastic calculations.

Often everything is replaced by intuition or the vision of these aunties.)

 
Valeriy Yastremskiy:

often everything is replaced by intuition or the vision of those uncles and aunts.)

In mathematics, you can't do without intuition, either.) In fact, formal mathematics is a language into which mathematicians translate statements from the language of their intuition. Learning mathematics is a backward translation, allowing you to avoid wasting your mental energy on reinventing bicycles.)

 
Aleksey Nikolayev:

You can't do math without intuition, either.)

Can't argue)

 
Aleksey Nikolayev:

In mathematics, you can't do without intuition, either.) In fact, formal mathematics is a language into which mathematicians translate statements from the language of their intuition. The study of mathematics is a translation in reverse, avoiding the pointless expenditure of mental energy on reinventing bicycles)

At least I liked one of your posts. That's good.

 
Ilnur Khasanov:

There's an article on hubre at https://m.habr.com/ru/post/549202/, what do you think? Can something practical be done? In general, I am interested in your (and other mathematicians') expert opinion.

"It has been empirically established that the change in the value of a financial asset depends on time and the value of the asset at the starting point."

With such a starting point there's no money to be made on FX.)

Reason: