Machine learning in trading: theory, models, practice and algo-trading - page 2331

 
Maxim Dmitrievsky:

with such knowledge only in the DSP


.
 
Rorschach:

.

me too. How can you expect 0.5 from knowingly correlated instruments

That's not even beginner's level.

Probably the DSP is somehow excessively transforming the mind

 
Maxim Dmitrievsky:

Me too. How can you expect 0.5 from knowingly correlated instruments

That's not even beginner's level.

Probably the DSP is somehow overly transforming the mind.

He's not comparing correlated instruments, "expert".

He defines the correlation between logarithms of increments

 
denis.eremin:

He is not comparing correlated instruments, "connoisseur".

He determines the correlation between logarithms of increments

Didn't you hit your head?

 
Maxim Dmitrievsky:

Did you hit your head?

How should I know? If you don't remember, only a doctor can tell you.

 
Maxim Dmitrievsky:

Have you ever banged your head?

Or is it a great revelation to you that currency pairs can be highly correlated and their increments low?

Well, you didn't spend so much time in research for nothing...

 
denis.eremin:

Or is it a great revelation to you that currency pairs can have high correlation and their increments low?

Well, you didn't spend so much time in research for nothing...

The DSP is over there.

see what timeframe you're taking the increments from and what they mean in general, whether they fall into volatility clusters, etc.

"connoisseur"

 
denis.eremin:

Don't pay attention, the man has an exacerbation

ps. I had a mistake, the pairs were not synchronized.
 
Rorschach:

Don't mind him, the man has an aggravation.

ps. I had a mistake, I didn't sync the pairs.

those who try to write python in C style and hate it for it are aggravated)

 
Maxim Dmitrievsky:

those who try to write python in C style and hate it for it have an aggravation.)

this is something)))

Reason: