Machine learning in trading: theory, models, practice and algo-trading - page 1990
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Entropy archiver in yandex, here what glitchy link stands up. There are many articles there.
https://habr.com/ru/post/180803/
Thanks!
I did not understand the practical application of this. I made a file, compressed it with the standard Zip, the compressed file is 3 times smaller. So?
Nothing, it compresses where there are regularities / low entropy, and does not compress where there are no regularities / high entropy. There is nothing in the prediction. In fact, you can assess the presence of patterns by finding areas where it compresses. And then you should uncompress and compare. Practical use in trading / rows have not found)))) In the archiver compresses obvious almost linear patterns.
no one is interested in him. It is always beautiful.
Increase the track from 2 thousand bars to 20 or 200 thousand.I wonder what will happen. And add a test section.
the man threw the tester and you stone him... i wonder what will happen if they hit him
And nothing, it compresses where there are regularities/small entropy, and it does not compress where there are no regularities/higher entropy. There is nothing in the prediction. In fact, you can assess the presence of patterns by finding areas where it compresses. And then you should uncompress and compare. Practical use in trading / rows have not found)))) In the archiver compresses obvious almost linear patterns.
It turns out that if the compressed file is three times smaller than the original, then the series is not random and there is a pattern in it.
will you do it for me?
It will be more convenient, and the problem with "modules in one folder" will be solved in this miracle language )
Ooh, cool, thanks.
it's just a bunch of random stuff, no time or inclination
It turns out that if the compressed file is three times smaller than the original, then the series is not random and there is a pattern in it.
Yes, but you just need to understand that it is not a pattern in time, but plots of linear changes. The price at 5 bars is linearly decreasing, or equal at the next 3 bars. It's a compression pattern. And that's not the pattern we want. The archiver compresses the spaces, the same letters, the uniform color, in the sound in the number a smooth sine wave. And if we have the same prices in 20 bars and in between them is random, it will not find it.
It's just some random powder, no desire and no time.
What's random? What do you mean?
What are you talking about?
Look at how it trades.