Machine learning in trading: theory, models, practice and algo-trading - page 2891

 
Aleksey Vyazmikin #:

What does faith have to do with calculation? If the model of the Central Bank is known, it is clear where the interventions will be. How to know/reproduce the model is another question.

Try it, I'm all for it

I'm a pessimist, but I could be wrong.
 
Aleksey Vyazmikin #:

Well, I would probably not move matstat away from technical analysis, technical analysis is more a visualisation of mat analysis. Whether technical analysis is justified is not important, but what is important is that it serves for decision making in different banks, mutual funds and funds, as people are taught it and these people with specialised education go to work there, and they should justify their actions clearly for external users.

Justification is too subtle a matter to discuss. We are talking about the unambiguous definiteness of algorithms - for the MA-shka it is there, but for the wave markup it is not. According to this characteristic, we can divide techanalysis into meaningful and meaningless parts. The first part may well be referred to quantitative analysis (quanta), and the second part - to the work of abstractionists.

 
mytarmailS #:

Well, try it, I'm all for it.

I am a pessimist, but I may be wrong.

So I am not agitating you, I was just writing within the framework of reflection and education regarding the application of technical analysis by large market participants.

 
Aleksey Vyazmikin #:

So I am not agitating you, I was just writing as a part of reflection and enlightenment regarding the application of technical analysis by large market participants.

Go ahead, the main thing is that it does not end with just talking, we will help you in any way we can.

 
Aleksey Nikolayev #:

Reasonableness is too subtle a matter to discuss. We are talking about unambiguous definiteness of algorithms - for the MA-shka it is there, but for the wave markup it is not. According to this characteristic, we can divide techanalysis into meaningful and meaningless parts. The first part may well be referred to quantitative analysis (quanta), and the second part - to the work of abstractionists.

Generally, there are penalties for being nonsensical.

I tend to believe that what people use to make their decisions works in the market, the only question is the amount of money at a moment in time of a group of people with a particular abstraction in their head regarding the vision of the market. I would even add weather data and the movement of space bodies - if I could get such data into the model.

Would it be better to try to reproduce the methodology of calculations of the Central Bank of the Russian Federation?

 
mytarmailS #:

Well, go ahead, the main thing is not to end up just talking, we'll help in any way we can.

Why are you encouraging me to take actions in this direction if you yourself are not sure of its simplicity and efficiency?

No, I am now busy with the question of finding a method of detecting the stability of the pattern, looking for what signs can be used for this purpose. It is a pity that nobody is interested in this topic, and I believe that without reducing the number of "random" predictors or their significant ranges (quanta) there is no point in building models further. At the very least, we need to detect pattern decay early.

 
Aleksey Vyazmikin #:

Why are you encouraging me to take action in this direction if you yourself are not sure of its simplicity and effectiveness?

Because I think it is nonsense and I want you to realise it too
 
mytarmailS #:
Because I think it's rubbish and I want you to realise it too.

Why nonsense, during interventions maybe one algorithm works better and during sales another one). At 5 minutes.

And maybe there is no algorithm that works equally well in both situations.
 
Aleksey Vyazmikin #:

It is a pity that nobody is interested in this topic, and I believe that without reducing the number of "random" predictors or their significant ranges (quanta) there is no point in building models further. At the very least, we need to detect pattern decay early.

Nobody is interested in this because - those who know have already done it long ago and made a conclusion - it is not working nonsense
And gawkers who don't know don't know what they're talking about and they're interested in listening.

That's it.
And you, instead of learning a normal language and doing 2-5 studies a day, you've been struggling with one for over a year... But that's your business.
 
Valeriy Yastremskiy #:

Why nonsense, during interventions maybe one algorithm works better and during sales another one). At 5 minutes.

And maybe there is no algorithm that works equally well in both situations.
Because post facto.
Reason: