Machine learning in trading: theory, models, practice and algo-trading - page 2910

 
Renat Akhtyamov #:

it's not hard to spot when you're trading live.

for example, right now you piss on the whole cutlet and the price instantly turns against the open order and continues until you settle down.

You settle down, what's left is what's left.

If you don't settle down, you lose everything.

There's no need to think and invent anything else, it's as simple as an egg.

So you can't identify a pattern on the basis of history, it's a dabble and attempts to summarise, leading to absolutely no result.

Actually, it's not about that, but about Markov hidden processes, and how they can be modelled in conditions of insufficient data. And about the Baum-Welsh algorithm, too)))))

The cutlets here are clearly unnecessary.

Help me find his articles.

 
Valeriy Yastremskiy #:

Actually it is not about that, but about Markov hidden processes, and how they can be modelled under conditions of insufficient data. And about the Baum-Welsh algorithm too)))))

The cutlets are clearly unnecessary here.

Help me find his articles.

Baum-Welsh algorithm?

It's on wikipedia.

 
Valeriy Yastremskiy #:

Actually it is not about that, but about Markov hidden processes, and how they can be modelled under conditions of insufficient data. And about the Baum-Welsh algorithm too)))))

The cutlets are clearly unnecessary here.

Help me find his articles.

I've been talking about Hidden Markov Models of SMM ( hmm ) for a long time... The last time I mentioned it was when a local fool proved to me that the measure of proximity is probability ))

There are plenty of libraries on hmm, what's the point of talking about...

 
Renat Akhtyamov #:

the Baum-Welsh algorithm?

aka wikipedia

Simons articles from '67 and '70 on the subject.

 
mytarmailS #:

I've been talking about Hidden Markov Models of SMM ( hmm ) for a long time now.... The last time I mentioned it was when a local fool proved to me that the proximity measure is probability ))

There are a lot of libraries on HMM, what's the point of talking about...?

Why do you love so much and do not forget on occasion)))) ... ... ... each other))))))))

The talk is that they have found something that others haven't, and maybe it can be read in their articles.

Also, not a bad book. Not like Feynman of course, but easy enough to read.

 
Valeriy Yastremskiy #:

Why do you love it so much and don't forget on occasion)))) ... ... ... each other)))))

The talk is that they have found something that others haven't, and perhaps it can be read in their articles.

Also, it's not a bad book. Not like Feynman of course, but easy enough to read.


It's all about application....
You can use the SMM algorithm to predict the price, you can predict the price state, you can predict the state of the TS and trade/not trade, you can predict the state of the stack, orders....

Here you need to know what they were doing, not what they were doing
 
mytarmailS #:

It's all about application....
You can use the SMM algorithm to predict the price, you can predict the state of the price, you can predict the state of the TS and trade/not trade, you can predict the state of the stack, applications...

Here you need to know what they did, not what they were doing

Yes, it is clear, but it does not hurt to read the articles.

 
Valeriy Yastremskiy #:

Simons '67 and '70s articles on the subject.

Ahh, I remember

Yeah, I found one of those.

It's on the internet in English and on foreign sites, I think.

you should probably download this one first:

WSJ journalist and author of a book about Simons, "The Man Who Solved The Market" Gregory Zuckerman says the large gap in returns can be explained by differences in fund strategy.


then find the title of the article and search for it

 
How does anyone fight with tilt, and how to trust their TC after a big series of losses?
 
Valeriy Yastremskiy #:
Reading about the renaissance and Simons who has learnt the market. Quote

What's the name of the book?

Reason: