Machine learning in trading: theory, models, practice and algo-trading - page 2370

 
secret:

"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."

There's no money to be made on FX with these starting points)

If the price does not change over time, how much can be earned????

It is clear to a fool, at best zero, and constantly minus the spread).

Not interesting.

 
Secret:

"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."

There's no money to be made on FX with these assumptions)

Are you really saying that nothing depends on price and time?) The other factors, as is customary in financial mathematics, are considered stochastic and are taken into account in the model as noise.

As a rule, such models are not working, but they serve as a basis for such models. A typical example is Black-Scholes in options. As usual nobody is going to tell us about working models.

 
Aleksey Nikolayev:

Are you really saying that nothing depends on price and time?) The other factors, as is customary in financial mathematics, are considered stochastic and are taken into account in the model as noise.

As a rule, such models are not working, but they serve as a basis for such models. A typical example is Black-Scholes in options. Nobody is going to tell us about working models, as usual.

Price change without time is zero and minus the spread from the broker. Nothing personal).

 
Aleksey Nikolayev:

Are you really saying that nothing depends on price and time?) The other factors, as is customary in financial mathematics, are considered stochastic and are taken into account in the model as noise.

As a rule, such models are not working, but they serve as a basis for such models. A typical example is Black-Scholes in options. As usual, nobody is going to tell us about the working models.

In general, price and time are derivatives of other factors and the assumption that the future price function depends on them is debatable. But the results confirm these assumptions, but do not explain them.)

 
Valeriy Yastremskiy:

Actually, price and time are derived from other factors.

Is time a derivative of the rotation of the earth around the sun? )))


======================

Guys!!! Let's discuss serious stuff instead of subjective bullshit!!!


We need to create a market model those --- A simplified feature space that has properties that are useful to us


Why simplification?

1) Visibility, perceptibility.

2) The simpler the space, the more repeatable it is, so it is easier to look for regularities, and they will not repeat every two years

3) Minimization of the chance of combinatorial explosion in the search for patterns

4) Smart simplification removes noise


What are the useful properties (what you need from a model)

1) The model should be adequate to market movements

2) Repeatability of data within the model

3) simplicity


May somebody else add something to it, I also invite to discuss the variants of the model

 
mytarmailS:

Is time a derivative of the rotation of the earth around the sun? )))


======================

GIRLS!!! let's discuss serious things instead of subjective nonsense!!!


We need to create a market model those --- A simplified feature space that has properties that are useful to us


Why simplification?

1) Visibility, perceptibility.

2) The simpler the space, the more repeatable it is, so it is easier to look for regularities, and they will not repeat every two years

3) Minimization of the chance of combinatorial explosion in the search for patterns

4) Smart simplification removes noise


What are the useful properties (what you need from a model)

1) The model should be adequate to market movements

2) Repeatability of data within the model

3) simplicity


I may add something to it, and I also invite you to discuss the variants of the model

There is something to complement, but I don't want to discuss it with you.) I understand what you are getting at.

 
Uladzimir Izerski:

I see what you're getting at.

What's your point? ))

 
mytarmailS:

To what? ))

It's hard to understand Vova, even himself
 
Vladimir Baskakov:
It's hard to understand Vova, even himself

+

What does this tell you? .... ))

 
mytarmailS:

+

And that says what? .... ))

Indicates that you've been stomping around in the same place for five years.)

And in five years you haven't trampled anything. And you've got a lot of attitude.

Bye.

Reason: