Machine learning in trading: theory, models, practice and algo-trading - page 2398

 

What if we try MO in commodity markets, where there is seasonality and a lot of indicators that affect the price of goods, such as weather, supply and demand, congestion of transport networks, diseases? Would the results be better there?


 
Aleksey Vyazmikin:

What if we try MO in commodity markets, where there is seasonality and a lot of indicators that affect the price of goods, such as weather, supply and demand, congestion of transport networks, diseases? Maybe the result will be better there?


Recently, someone here somewhere on this forum described that satellite imagery is already being used to track crops in real time, for example. It was claimed that such information is very expensive and becomes outdated within half an hour).

 
Aleksey Nikolayev:

Recently, somewhere on this forum someone described that satellite images are already being used to track crops in real time, for example.
It was argued that such information is very expensive and becomes obsolete within half an hour).

Or such information

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Aleksey Nikolayev:

Recently, somewhere on this forum someone described that satellite images are already being used to track crops in real time, for example. It was argued that such information is very expensive and becomes obsolete within half an hour).

What, does it take half an hour for the crop to ripen? :)

In any case, here we are talking about factors whose effect on the price is more reasonable than a simple technical analysis.

 
Aleksey Vyazmikin:

What if we try MO in commodity markets, where there is seasonality and a lot of indicators that affect the price of goods, such as weather, supply and demand, congestion of transport networks, diseases? Maybe the result will be better there?


100% will be better...
 
Aleksey Vyazmikin:

What, a crop ripens in half an hour? :)

In any case, we are talking about factors whose influence on the price is more reasonable than just technical analysis.

I found the author and one of his posts, it's better to check with him - for sure I lied about something).

От теории к практике. Часть 2
От теории к практике. Часть 2
  • 2021.05.06
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Да. Все-таки, ветке быть. Приглашаю в нее всех физиков, математиков, да и, вообще, заинтересованных лиц...
 
Aleksey Nikolayev:

Found the author and one of his posts, better check with him - I probably lied about something)

Oh, these Ukrainian quanta

 
Aleksey Vyazmikin:

What, a crop ripens in half an hour? :)

Anyway, here we are talking about factors whose impact on the price is more reasonable than just technical analysis.

No. They become known to the general public. And the algorithm stops working.

 
Valeriy Yastremskiy:

No. They become known to the general public. And the algorithm stops working.

So the essence is not in knowing or hiding, but in constructing, with the help of MO, a model that determines the supply on the market and a model that determines the demand. More reliable model should give advantage in comparison with, say, a textbook model.

 
Aleksey Vyazmikin:

So the essence is not about fame or concealment, but the construction, with the help of MO, of a model that determines the supply on the market and a model that determines the demand. It is the more reliable model that should give an advantage over, say, a textbook model.

I can give you a brochure (not small at all) of JPMorgan in English (and machine translation))) There is a good classification of data and different approaches to work with them.

Reason: