Machine learning in trading: theory, models, practice and algo-trading - page 2205

 
Aleksey Vyazmikin:

I looked through all the potential MoM futures contracts on Moex and made this list for myself

They have a history from 2014 and transactions take place regularly.

And this is what I discarded.

I guess I'll have to look at stocks - not many instruments...

Would U.S. stocks not work? You can get the history on cfd.

 
mytarmailS:

Well, listen... many mental patients also have a smile on their faces, it does not mean that they have learned "zen"...

You are an expert in ME that you have decided that ME is "a path that leads nowhere " ????

Maybe there are arguments? What algorithms and why they do not work? Ahh, exactly... You do not know any, but you must express your opinion, no matter that this opinion is worthless and unsupported by anything...

Forget about the bald Belarusians, there are some people who after 30 act like old men with a minimum pension, grumbling about everything and everyone, thus feeling some "influence" on someone, ignore them and that's it.

 
Maxim Dmitrievsky:

Bot from the article, if you play with the training parameters

Initial data: do not know anything about the market, we use indicators "out of the blue", are extremely lazy, and want the button to make money. I continue to follow this philosophy.

I`m currently studying Active Learning, and then the encoders. Mb will be more articles, because I have found a layer of interesting topics. If you have any interesting ideas for improvement, drop me a line. Gone.


I wish we could put the validation section later than the training one. And everyone would be happy.)

 
Rorschach:

Wouldn't U.S. stocks work? The history can be taken on cfd.

I have no need for forex companies, and to really buy their shares I need a lot of money, and the commissions there will be decent, the spread.

 
Maxim Dmitrievsky:

Bot from the article, if you play with the training parameters

Initial data: do not know anything about the market, we use indicators "out of the blue", are extremely lazy, and want the button to make money. I continue to follow this philosophy.

I`m currently studying Active Learning, and then the encoders. Mb will be more articles, because I have found a layer of interesting topics. If you have any interesting ideas for improvement, drop me a line. Gone.


Cool, it turns out that it is possible to identify not obvious regularities on a small area by actual balancing of clusters of different states, and if the hypothesis is correct (that it is a regularity), then by checking on the whole history we get a profit.

 
Aleksey Vyazmikin:

Cool, it turns out that it is possible to identify non-obvious patterns in a small area through the actual balancing of clusters of different states, and if the hypothesis is correct (that it is a pattern), then checking on the whole history we get a profit.

exactly so

 
Aleksey Vyazmikin:

I have no need for forex companies, and to really buy their shares you need a lot of money, and the commissions there will be decent, the spread.

Is it expensive on the St. Petersburg Stock Exchange, too? I don't know.

 
Rorschach:

Is it expensive on the St. Petersburg exchange, too? I just did not compare the conditions.

I need MT5 first of all, then a stable broker, then the exchange.

I do not know what are the conditions there, I did not compare them because I do not have MT5.

 
Maxim Dmitrievsky:

Why did you turn off the signal?

And also, I do not understand that gmm is like a realization of the essence, after vae or vice versa?

 
mytarmailS:

And why did you turn off the signal?

And also, I do not understand that gmm is like a realization of the essence, after vae or vice versa?

I have bots spinning on the real. Do you want more cocky mom traders jumping in here? It's kind of like density estimation, it's the same thing (gmm and auto encoder is the same thing, by doctor's appointment). It's just that the encoder you can rip from anything, including recurrence layers, i.e. it's a more advanced model. If you fantasize, you can draw analogies to the essence, yes

spoiler alert for the next article. I found it later when I tried to find the reason why it works this way. And originally I kinda thought it up myself :)

Полу-контролируемое обучение - Semi-supervised learning - qaz.wiki
Полу-контролируемое обучение - Semi-supervised learning - qaz.wiki
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Пример влияния немаркированных данных на полу-контролируемое обучение. На верхней панели показана граница решения, которую мы могли бы принять, увидев только один положительный (белый кружок) и один отрицательный (черный кружок) пример. На нижней панели показана граница решения, которую мы могли бы принять, если бы в дополнение к двум...
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