Machine learning in trading: theory, models, practice and algo-trading - page 833
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After that, you will ALWAYS be able to be very specific in making statements and answering a lot of questions in this machine learning forum.
SanSanych, what a gift for you today, just your day :)))
https://www.mql5.com/ru/articles/4502
SanSanych, what a gift for you today, just your day :)))
https://www.mql5.com/ru/articles/4502
ZigZag is the most wonderful thing in financial markets.
1. We take and draw a ZZ and see that there are trends in the financial markets.
2. We read a lot of clever literature, including Nobiles, and are persuaded that financial markets are almost random wandering at all.
3. We take and draw the ZZ with the minimum between the reversals and see the trends, and anyone can do this without mistakes.
4. We start to study a mountain of books on the efficient market, including Nobiles, and we are proved that trends cannot exist in principle.
...
Then we follow the algorithm, described in "A dog had a dog...".
The ZigZag is the most wonderful thing in financial markets.
1. we take and draw a ZZ and see that there are trends in the financial markets.
2. We read a lot of clever literature, including Nobiles, and we are convinced that the financial markets are almost randomly wandering at all.
3. We take and draw the ZZ with the minimum between the reversals and see the trends, and anyone can do this without mistakes.
4. We start to study a mountain of books on the efficient market, including Nobiles, and we are proved that trends cannot exist in principle.
...
Then we follow the algorithm described in "The dog had a dog...".
So ZZ shows not only trends, but many more interesting things.
The ZigZag is the most wonderful thing about financial markets.
1. we take and draw a ZZ and see that there are trends in the financial markets.
2. We read a lot of clever literature, including Nobiles, and we are convinced that the financial markets are almost randomly wandering at all.
3. We take and draw the ZZ with the minimum between the reversals and see the trends, and anyone can do this without mistakes.
4. We start to study a mountain of books on the efficient market, including Nobiles, and we are proved that trends cannot exist in principle.
...
Next, according to the algorithm described in "Pop had a dog..."
Generate tick data on the basis of a coin flip (tails - tick down, heads - tick up), from this data form, for example, minute series, you will have graphs based on a random walk. Build a ZZ on those charts and you will see exactly the same trends.
It is very difficult to prove that the financial series is different from random wandering. Moreover, I suspect that the one who does this will take a lot of money.
Generate tick data based on a coin flip (tails - tick down, heads - tick up), from this data form, for example, minute series, you will have charts based on a random walk. Plot ZZ on those charts and you'll see exactly the same trends.
Proving that financial series are different from random wandering is very difficult. Moreover, I suspect that the one who will do it will take a lot of money.
This is the example that there are patterns on any chart, even with a coin flip or solar flares. By the way a flare chart on the sun correlates with many instruments.
Profitable signal can be sold only for a percentage of profit and capital, like 20\2, for example, to start you can just 20% of the profits, if there is no reputation, it's not deification of money but simple common sense, you would not sell your house or apartment for $ 100 (rhetorical question), it is also not logical to push profitable signal for small fix. raita, and if you ask for more or less reasonable fixed-rate, for example > $ 1M per year, exclusively, it will be difficult to find a buyer, at least on such resources. Well, the "profitable signal" for $ 100 per month to a bunch of people to me the same humor, as a brand-new Bentley for a buck ****.
The question is, if the model is not working properly, the problem is that it's not working at all. Models can be rented to hedge funds, prop companies, banks, etc., via web api as a data stream, now some even collect weak If you have a really cool independent signal, which is not strongly correlated with theirs, they will generously share the profit, I know for sure. I don't know, I'm sure they are. Another thing that all this concerns real trading, not the near-market, between which there is a huge difference, many people here do not understand it at all, you can not fool those guys, once you offer a noise, the next attempt will not be, it is even possible in other brokerage companies too ignore, the signal must be OLD, that is, you can not change the model significantly, because it will trade directly, and through their infrastructure is still passable, there are many nuances.
It's a mess.
You take your ace, you start up a $30 signal, and if it's good, you'll get subscribers over time. If it's good, there will be subscribers over time. If they like it, you get fans and connections, you're offered a bribe. (info 100%)
You threaten to turn off the signal, you get flooded with offers.
And THEN, incredibly rich, you sail across the hudson on your yacht and talk to the director of a hedge fund or bank directly, and you buy his bank and no longer trade.
What you are writing about is, sorry, bullshit about hedge funds and banks, which do not matter to a private trader
Well, now, jointly we have come to the understanding that you do not have a robust TS, otherwise all this rubbish would not have been written
So the posts were deleted because of some stupidity, just like they were written
For example, such a hedge has already been mentioned a dozen times here in the thread - numerae. Who knows how to do forex - there already earned and showed monetary results.
What you are writing about is, sorry, bullshit about hedge funds and banks, which the private trader does not need at all
What does a private trader need? The private trader takes a profit, and then he has only 2 (relatively 3) options
They go into the business (or several businesses) that are not directly connected with trading.
They may go to a hedge fund as a quantum, or they may make their own.
Maxim Dmitrievsky: 1. He goes into business not directly related to trading (or several).