Machine learning in trading: theory, models, practice and algo-trading - page 1568

 
Dmitry:

So, what's the problem? Mortgage the apartment and go to the casino to play - roulette, dice are common SB generators.

Bring your keys and papers, we'll pawn it )

Too lazy to check in the tester for SB ... must cast. symbol generate, and other things, but I will do and check later

but i think the logic and it leads to profits on quotes, it should be better on SB

 
Maxim Dmitrievsky:

Bring your keys and documents, we'll pawn them.)

I'm too lazy to check in the tester for SB ... I need to generate a cast symbol and other stuff, but I'll do it and check it later

But, judging by the logic and what it leads to profit on quotes, it should be better on the SB

Uh-huh, of course.

Definitely.

The main thing is to choose a "successful" realization of a series of SBs and "unsuccessful" segment of history from the market.

 
Dmitry:

Uh-huh, of course.

Definitely.

The main thing - the "successful" realization of a number of SBs to pick up and "unsuccessful" segment of history from the market.

on any implementation the same results (statistics), trade logic has not checked

 
Maxim Dmitrievsky:

on any implementation the same results (statistics), trade logic has not checked

Sell your kidney and go to Vegas.

And take a machine with you - you can cut out a kidney from it.

 
Aleksey Mavrin:

I'll try to explain (I'm not afraid of rotten tomatoes) )

Everything is not normal in the market. But modern MO algorithms "work better" if it is normal. There is a myth that behind the real abnormality of the market hidden normality, Everyone wants it :)

Maxim Dmitrievsky:

I don't know how anyone uses it, but I get uncontrollable profits on random walks and I think I'm crazy

Moreover, it turns out that it's harder to make money in the market than in the SB.

And Alexander from the other thread has it exactly the same way

Thanks for the clarification, apparently I still have a lot to learn about the markets and auto-trading in practice, but as explained to me by uncles sophisticated in statistics, just a random rambling earn CANNOT WORK in principle, this is supposedly "law" as you can not create / destroy energy from / in anything, but only to REFORM.

There are NO LAWS in SB by its nature, which means that finding them indicates either that it is not SB, or that there is a defect in the algorithms for finding patterns and testing them, or the world is getting weirder and weirder:

Weirder and weirder! Weirder and weirder!

 
Dimitri:

Sell your kidney and go to Vegas.

And take the machine with you - you can cut out his kidney.

you got anything on the subject?

 
Maxim Dmitrievsky:

Anything on the subject?

Yes, I do. Three and a half years of threads and zero results.

 
kapelmann:

Thanks for the clarification, apparently I still have a lot to learn about markets and auto-trading, in practice, but as explained to me by uncles skilled in statistics, just on the occasional wandering can not make money in principle, it is supposedly "law" as you can not create/destroy energy from nothing, but only to REFORM.

There are NO LAWS in SB by nature, so finding them indicates either that it is not SB, or that there is a defect in the algorithms for finding patterns and testing them, or the world is becoming:

Brownian motion as a non-Markovian random process

The well-developed theory of Brownian motion over the last century is an approximation. Although in most practically important cases the existing theory gives satisfactory results, in some cases it may require refinement. Thus, experimental works carried out at the beginning of the 21st century at the Polytechnic University of Lausanne, the University of Texas and the European Molecular Biological Laboratory in Heidelberg (under the direction of S. Genay) showed the difference of the Brownian particle behavior from the theoretical predicted by the Einstein-Smoluchowski theory, which was especially noticeable when the particle size increased. The research also touched upon the analysis of motion of surrounding medium particles and showed an essential mutual influence of motion of a Brownian particle and a motion of medium particles caused by it on each other, i.e. a presence of "memory" of the Brownian particle or, in other words, dependence of its statistical characteristics in future on the whole prehistory of its behavior in the past. This fact was not considered in Einstein-Smoluchowski theory.

Uncles may have learned their lessons at the institute, but they are old and out of their minds.

 
Maxim Dmitrievsky:

Brownian motion as a non-Markovian random process

The theory of Brownian motion, well developed over the last century, is an approximation. Although in most practically important cases the existing theory gives satisfactory results, in some cases


Random walk and Brownian motion are different processes.

Random walk is a mathematical model of a process of random change - steps at discrete points in time .It is assumed that change at each step does not depend on previous steps and on time.

 
Dimitri:


Random walk and Brownian motion are different processes.

Random walk is a mathematical model of the process of random changes - steps at discrete points in time .It assumes that the change at each step is independent of previous steps and of time.

Oops, that's it, go.

Reason: