Machine learning in trading: theory, models, practice and algo-trading - page 2189

 
mytarmailS:

Filters are not just machines...

TC is a filter, your decision on something is also a filter

I'm sick of you and your filters ... you end up with monkeys)

 
Valeriy Yastremskiy:

And what is in digital (mathematical) signal processing and is not in econometrics. First there was analog analog signal processing, filters, and with the advent of digital signal analogies, signal processing was shifted to mathematics. And what don't you know about math if you know econometrics and signal processing)))) Lobachevsky and irrational series not needed))))

Matstat is needed - parameter estimation, hypothesis testing, etc. At least at the level of a clear understanding of what the p-value, etc. is.

In econometrics, you can't do without it, either.

 
Maxim Dmitrievsky:

I'm sick of you and your filters... and you end up being monkeys.)

and you end up with dough.

;)

 
Renat Akhtyamov:

and in the end the dough

at docs

 
Aleksey Nikolayev:

at the dc

not at the DTs, but in the trader's pocket
 
Renat Akhtyamov:

and the bottom line is money.

;)

if you manage to get it out before the poker

You were stupidly buying on the whole stick down, because the price deviated from the filter downwards. And sold when it was going up. If it's used there at all, of course.

 
Maxim Dmitrievsky:

if you can get it out before the poker

Besides all this crap - neuro, csos, there are a lot of financial concepts

like risk, MM, etc.

the latter takes up 100 times more space in the program

You can earn money even without knowing how to produce a signal, knowing only the finances.

 
Maxim Dmitrievsky:

if you manage to get it out before the poker

You were stupidly buying on the whole stick down, because the price deviated from the filter downwards. And sold when it was going up. If it's used there at all, of course.

It's not there. It's a different strategy.

You may notice that the strategy also trades along the trend and pips in flat and has many other features

 
Renat Akhtyamov:

it's not there. it's a different strategy

You may notice that the strategy also trades against the trend and pips in flat and many other things.

I'm against the trend so far. I've seen many things against the trend so far.

 
mytarmailS:

there is no econometrics:

1) signal preprocessing, quantization, pruning, etc. DSP is full of these techniques and everything is proved by theorems and practice.

In DSP there are the whole sections of initial preprocessing of signals.

2) There is no theory of filter creation, there are some ready-made solutions but it is not that and there are very few of them...

There are whole sections on filtering in DSP, what to create, what to create for, how to create, how to find filter parameters, how to build adaptive "smart" filters, etc.

all proven by theorems and practice.

3) Spetral analysis has no theory, nothing, but it can be used to count all sorts of seasonality, fluctuations, filtering, correlation coefficients, autocorrelation, cross-correlation, etc., and in general all these concepts are from DSP ...


econometrics is 2-4% of information from DSP .... that's how I see it

There is nothing in it that is not in DSP, but there is a thousand times more in DSP than in econometrics.

Of course these are overlapping fields, but fundamentally they are different. And preprocessing, clever adaptive filters with feedback, well it's.... And nobody forbids these methods to process anything, VR or music. In ECM there are still matstat and probabilistic intricacies, which DSP does not have. Quantization of signal is good, but it always bothered me, periodical sampling of continuous signal in order to reduce size by something quantization...

In general, one does not interfere with the other, and if you know how to use it, it is good))) But ECM is not a part of DSP. They are different things. And DSP is part of mathematics, matstat and simply mathematics.)

And what do you not like about econometrics))))

Reason: