Machine learning in trading: theory, models, practice and algo-trading - page 3204

 
Aleksey Nikolayev #:

if it is possible to take and, most importantly, repay loans in lira, but most likely it is impossible according to the problem condition. Then it turns out that lira is not money in this country.

Margin trading in lira is haram, roughly speaking.

 
fxsaber #:

Margin trading in lira is haram, roughly speaking.

Don't they have futures or options?

 
Ivan Butko #:

Please tell me, how is patterning different from rote learning from the MOE's perspective?

I am one of the few people in this thread who is incompetent in MO. That's why I hardly read or post.

 
Aleksey Vyazmikin #:

Don't they have futures or options?

Derivatives probably exist for almost everything. There's not much economics to it, like insurance companies.

 
fxsaber #:

Margin trading in lira is haram, roughly speaking.

God with it, margin trading. The question arises as to how the Central Bank of such a country can work at all. Does it also operate in U.S. dollars? How does it issue loans - in what currency and where does it get the rate from?

 
fxsaber #:

Derivatives probably exist for almost everything. There is little economics to it, just like insurance companies.

I don't have country-specific statistics.

But, for raw material purchases, it would be an ideal tool to reduce the cost of production.

And I'm more about the possibility of making money on the movement with conditional leverage.

 

Interesting visualisation


 

If you look for patterns in arbitrary length pieces of price, there is complete random there

if in volatility, you can find trivial patterns, when after strong bursts there is consolidation (after the line).

Before the line, these are matches of patterns of length 25, after - their continuation. Even on volatility, you can see that patterns get shaggy with the forecast horizon


 
Maxim Dmitrievsky #:

If you look for patterns in random lengths of price chunks, there's a complete random.

If in volatility, you can find trivial patterns, when after strong bursts there is consolidation (after the line)

Before the line, these are matches of patterns of length 25, after - their continuation. Even on volatility, you can see that patterns get shaggy with the forecast horizon


No one cancelled waves, so it's obvious. Researching a trading session over time is a normal task.

 
Valeriy Yastremskiy #:

No one cancels waves, so it is obvious. Researching a trading session by time is a normal task.

MO removes such problems. I can't imagine how you can search for patterns manually that don't exist

This is a one-dimensional case. If you make it multidimensional, you can explain any sign in the interaction.

In increments there is something like this, at first glance even profitable, on average

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