Machine learning in trading: theory, models, practice and algo-trading - page 2973

 
Aleksey Vyazmikin #:

I don't know what there is not to learn - for me, something is to learn. For example, my Accuracy can be as high as 70%, but this is still not an objective indicator.

In general, the problem is not in the possibility of getting a model that will continue to work, but in the following:

1. Obtaining a stable segment of the initial predictor (for example, based on an indicator), which will retain its statistical characteristics in the future.

2. selecting a model from a set of models that are more likely to be effective in the future on new data.

I have shown all this in the corresponding thread, and I think it is necessary to solve the problem starting from the first point. What I am doing, but I need ideas from non-standard approaches of descriptive statistics.

My idea is to get a model, which will select stable quantum segments by a number of statistical features. Anyone interested is welcome to join this project.

Again, an optimisation problem... Nothing complicated
 
mytarmailS #:
Again, it's an optimisation problem. Nothing complicated.

It's a question of predictors.

 
Aleksey Vyazmikin #:

A question about predictors.

Optimisation problem
 
mytarmailS #:
Optimisation problem

Could you try to elaborate your point of view more fully?

 
Aleksey Vyazmikin #:

Try to state your point of view in more detail?

Try to make the task more specific
 
mytarmailS #:
Try to be more specific.

So you're giving a solution without understanding the problem?

I'm confused. Would you like to help?

 
Aleksey Vyazmikin #:

So you're giving a solution without understanding the problem?

I'm confused. Do you want to help?

Yes, no.

 
mytarmailS #:
Yeah, no.

Then what was all that idle chatter about?

 
Aleksey Vyazmikin #:

Then what was the point of this idle conversation?

It's gonna be empty anyway.
 
mytarmailS #:
And it's gonna be empty anyway

Well, yes, if you don't want to.

Reason: