Machine learning in trading: theory, models, practice and algo-trading - page 1315
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TViMS is not a bad program. You can do everything in it that you can do in others - some things are more convenient and easier, some things are more complicated. It's not about TViMS, it's about superficial perception.
TViMS is not a program. Probability Theory and Mathematical Statistics is a way of thinking. And it is very hard to change the way of thinking.
That's your statement :
Of course and there:
"There's no cyclicality, that's not what it's about either."
Of course, it's the same place:
"There's no cycle, that's not what it's about."
I don't understand you...
So, in your opinion, is there a cycle or is there not one?
TViMS is not a program. Probability Theory and Mathematical Statistics is a way of thinking. And it's very hard to change that way of thinking.
You shouldn't be pissing off TV and statistics.) Imho, you have to combine your methods with TV and statistics. Where in signal processing without statistics, and signals are deterministic, in most cases.
I don't understand you...
So, do you think there is a cycle or there isn't one?
There is no cyclicality.
There is a balance of supply and demand.
It's performed aperiodically, like "as the client goes."
You can calculate buying and selling from the chart
There you will see.
There is no cyclicality.
There is a balance of supply and demand.
It is performed aperiodically, like "as the client goes".
You can calculate buying and selling from a chart.
There you will see.
What do you call cyclicality? Explain.
What do you call cyclicality? Explain.
I thought we were talking about seasonality.
I am very disappointed in econometrics and its definitions as it relates to financial markets
Maybe this science works somewhere, but not here.
You shouldn't go after TV and statistics.) Imho, you should combine your methods with TV and statistics. You can't process signals without statistics, and signals are deterministic in most cases.
I'm not being a jerk. I am pointing out that the role of TViMS is only auxiliary, but not the main one. And he has it as his primary and only role. That is the trap.
I thought we were talking about seasonality.
I am extremely disappointed in econometrics and its definitions as it relates to the financial markets
Maybe this science works somewhere else, but not here.
Econometrics has nothing to do with it. (You know my negative attitude to it as well)
Seasonality is indeed present in commodity markets. But seasonality is only one of the manifestations of the cycle, and it is quite bright.
I'm not being facetious. I am pointing out that the role of TViMS is only subsidiary, not primary. And he has it as his primary and only role. That is the trap.
I agree. TViMS can't completely overpower the market. That fine line beyond which it doesn't work is the presence of non-random movements in the process. How do you mathematically define them? I've already racked my brain.
So that's what I would like to see in the MO branch - coordinated teamwork on this problem. Not on the Grail, but on a specific task - the allocation of non-random periods in BP.
At least 2 people must work in the same environment, operate with the same terms.
Example: The task is: here is a sinusoid with superimposed white noise, the neural network predicts such a thing? And so on and so forth.
Shit, but there's no such thing. Shit, don't you guys get tired of trying to do this on your own? Ugh...