Machine learning in trading: theory, models, practice and algo-trading - page 2362
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all signs are derivatives of price
all you're doing is creating a bunch of rules/trees that MO can do better than you
take ROCKET and make a bunch of traits, especially since there's a miniRocket
well, either keep humping your horns in the hope that the whole world is sick and you're d'artagnan
this is bullshit and doesn't work
this shit ain't working.
you're a tough guy )) well, you'd better look for it
you're a tough guy)) well, you'd better look harder
found it long time ago...
found it a long time ago...
Share it then. When I get some time, I'll roll out new ideas/improvements
share then. When I have time, I'll roll out new ideas/improvements
In brief:
1) refuse from signs in sliding window in favor of sequences not tied to indexes.
2) look for features everywhere, not only in the last n values
In brief:
1) abandon the signs in the sliding window in favor of sequences not tied to indices
2) look for features everywhere, not only in the last n values.
That sounds reasonable. Whatever features you take, they will still be the last n values, even if n-> infinity, simply because you can't take future values of the features).
So in principle there's nothing new, just a selection of signs, even if you put Biden's lunar horoscope there.
That sounds reasonable. But whatever traits you take, they will still be the last n values, even if n-> infinity, simply because future values of the traits cannot be taken).
So fundamentally nothing new, just a collection of attributes, even if you put Biden's lunar horoscope there.
All new in principle, think about the implementation and immediately you'll see, will come out so many not obvious problems that will hang for weeks at best case...
No one has even thought in this way and there are no ready-made algorithms.
In brief:
1) abandon the signs in the sliding window in favor of sequences not tied to indices
2) look for features everywhere, not only in the last n values.
I searched under the table - I don't see any.
I looked under my desk. I don't think so.
And I looked in my purse - I didn't find any signs of cash either...
And I looked in my wallet - I didn't find any signs of cash either...
I'm just frustrated with these signs)