Machine learning in trading: theory, models, practice and algo-trading - page 1667

 
Rorschach:

No, I mean the PRNG. This is a specific algorithm.

Even a simple linear-coefficient PRNG (PRNG), mashobuchom to predict - a dead end, who understands the essence of MO, understand why, what you are talking about, quite different, this is hacking, cheating, is selected method PRNG, by a series which is generated, and then knowing the algorithm PRNG, in fact it is like knowing the entire sequence, and just look for the entry point seed and predict the next. It used to be possible to do this a long time ago, when they used to put standard algorithms in automata and when they could be restored in some way. But now they're very sophisticated and chips are protected against physical hacking, it's harder and harder to do.

 
Kesha Rutov:

even a simple linearly-coherent RNG (RNG), mashup prediction is a dead end.

In that case the NS belongs in the trash.

A few quotes from an article on the Mersenne vortex:

"The Mersenne vortex is devoid of many of the disadvantages inherent in other PRNGs, such as small period, predictability, and easily detectable statistical patterns. "

"Therefore, the correlation function between two sample sequences in the output sequence of the Mersenne vortex is negligible. "

 

Colleagues let me speak out. I will not lie that the calendar is Thursday, the time is 19:26 and I was drunk, but:

When you get adequate results after training, you need to understand whether it is not a coincidence? And I had so that I already began to believe in my TS, but subsequent experiences have not confirmed it alas :-( So what should I do to make sure in the workability of your approach. Yes, yes exactly approach, not theory..... Let's enumerate.

1. the TS should gain immediately, without drawdowns, without oversubscription, etc. Immediately in the set, not much, not little. It is better to have a lot, but it is not always :-(.

2. the use of adequate data on the input, which are reflected in a causal model of price formation.

If you got a model that can type, but does not always do it immediately, think about the information provided at the input. It is quite possible that it will solve the problem of not dialing at once.

4. remember: in the market, the main indicator is STABILITY. Identify this stability in your TS. If it gains STABILITY immediately, but not always a lot and for a long time, it is already a success....

Because the main thing on the market STABILITY different from the stability of the plum, which all practice here. Questions?

 
Mihail Marchukajtes:

Colleagues, let me speak out. I will not lie

show me the equi

 
Vizard_:

show me the equi

You son of a bitch, you're really getting to the point....
 
Mihail Marchukajtes:
You son of a bitch, you're getting to the point....

You're making a fake again)))) Equi a studio...

 
Mihail Marchukajtes:

Colleagues let me speak out. I will not lie that the calendar is Thursday, the time is 19:26 and I was drunk, BUT:

When you get adequate results after training, you need to understand whether it is not a coincidence? And I had so that I already began to believe in my TS, but subsequent experiences have not confirmed it alas :-( So what should I do to make sure in the workability of your approach. Yes, yes exactly approach, not theory..... Let's enumerate.

1. TC should dial immediately, without slack, without overshoot, etc.. Immediately in the set, not much or little. It is better to have a lot, but it is not always :-(.

2. the use of adequate data on the input, which are reflected in a causal model of price formation.

If you got a model that can type, but does not always do it immediately, think about the information provided at the input. It is quite possible that it will solve the problem of not dialing at once.

4. remember: in the market, the main indicator is STABILITY. Identify this stability in your TS. If it immediately STABILIZES, but not always a lot and for a long time, it's already a success....

Because the main thing on the market STABILITY different from the stability of the plum, which all practice here. Questions?

It is obvious that you are drunk, only a mechanic under the influence of a fly can write such a thing, and I even confused you with Yuri Reshetov. Shame on me.

I would not trust you to fix my car.

 
Kesha Rutov:

It is obvious that you are drunk, only a car mechanic under the influence of a fly can write such a thing, and I also confused you with Yuri Reshetov. Shame on me.

I would not trust you to fix my car.

The teacher, if I'm not mistaken, once worked at a car wash. But that's no shame at all.

 
Rorschach:

In that case, NS belongs in the trash.

A few quotes from the article about the Mersenne vortex:

"The Mersenne vortex is devoid of many of the disadvantages inherent in other PRNGs, such as small period, predictability, and easily detectable statistical regularities. "

"Therefore, the correlation function between the two sample sequences in the Mersenne vortex output sequence is negligible. "

Why is that? Although the marketplace is 95-99% random, even 1% determinism can be enough in naughty hands.

MO makes sense only for to some extent "smooth" functions, continuous, in statistical sense, it is necessary that there was at least some gradient, if there is none, as in PRNG, then MO will not help, we need some heuristics or knowledge about generating functions.

Almost all here in the first place use not enough data (for example one row of clocks for a year), not relevant features and not correctly constructed targets, and then go in search, super-duper classifier, which miraculously makes a lambargini out of garbage. The same thing as with indicators, only there are more settings, it is IMHO some kind of gaming, like you pass all sorts of levels, solve puzzles more and more interesting, no end in sight... But it's not algotrading, it's a fad.

Just like with indices, Momentum, SMA and EMA and a few standard window stats are enough, the same in MO in the context of algotrading, forest or boosting is enough, and if not enough, then this lack should be sought elsewhere, not in MO. But that's like peas in a pod.

 
Alexander_K2:

The teacher, if I'm not mistaken, once worked in a car wash. But this occupation is by no means a disgrace.

Yeah, we're all civilized, tolerant, "every profession is honorable" and all that, we only laugh behind our backs.

As for me all this liberal nonsense just sweeps the dirt under the carpet, where insects and small mammals begin to breed. Everyone understands anyway that there is no honor in the daily grind of a day's labor for a pittance, it's like saying that it's honorable to be a slave. No, there is no honor. One must strive for more.

Reason: