Machine learning in trading: theory, models, practice and algo-trading - page 1348

 
Aleksey Nikolayev:


You're being taught wisdom by your grown-ups, and you're just stubborn... How so? This is bullshit, and not a joint work on the Grail!

 
Alexander_K:

you'll get the results that I have (+30-40% per month). But I want more.

Where's the signal with 30% a month?

 
elibrarius:

Where's the signal with 30% a month?

I won't say. I was upset with Alexei...

 
Alexander_K:

I won't say. I was upset with Alexius...

in the tester see, on the baktest )))
 
elibrarius:
In the tester, on the bactest)))

:)))) So be it. Offtop. I'm out of here. Let Alexis lecture you here.

 
Oleg avtomat:

"at least the table of contents" -- okay ;)))

But you haven't forgotten (?) this :


Do you continue to insist that for a non-stationary process there is no concept of a spectrum?

Do you disagree with Korolyuk?

 
Alexander_K:

There's a Heaviside function

Wrong

 
Aleksey Nikolayev:

Do you disagree with Korolyuk?

Where does he state thatthe concept of spectrum is defined only for a stationary process?

Where does he state that there is no concept of spectrum for a non-stationary process?

Specify pages, sections, theorems, or at least general considerations.

 
Oleg avtomat:

Where does he state thatthe concept of a spectrum is defined only for a stationary process?

Where does he state that there is no concept of a spectrum for a non-stationary process?

List pages, sections, theorems, or at least general considerations.

The Bochner-Khinchin theorem, p. 245.

 
Aleksey Nikolayev:

The Bochner-Khinchin theorem, p. 245.

This is a theorem about the spectral representation of the correlation functions of stationary processes.

It does not give answers to the questions posed.

Get into the essence of the questions. And try again to answer them.

Reason: