Machine learning in trading: theory, models, practice and algo-trading - page 2372
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
How can this be?
How can it be like this?
It's not all about the model, it's about collecting signs.
Just my opinion and that's all, nothing more.
Just my opinion, that's all.
Well, you can't just take an opinion from the ceiling...
If there is an opinion, then there must be a reason to believe so, and not otherwise, right?
Well, you can't just take an opinion from the ceiling...
If there is an opinion, then there must be a reason to think so and not otherwise, right?
Do you analyze or create a model or whatever, based on what, anyway? What lies beneath it? What idea?
I've written my idea in great detail, sort of. What's your idea?
Do you analyze or create a model or whatever, based on what in general? What's underneath that? What is the idea behind it?
I kind of wrote my idea in great detail. What is your idea?
I am based on the experience of previous experiments.
The idea is to create a market model adequate to the market.
Your idea is to search the news and do "sanction analisis"... This is not a model, it's a long activity with unclear goals, unclear realization and unclear end result...
Although it is cool of course, but I would not ...
I am based on the experience of previous experiments.
The idea is to create a market model adequate to the market
. And the hubris is a lot.
And this is what the market treats beautifully :))) I can't even count how many stupendous fools with exorbitant arrogance have been ripped off by it, even in my memory, and certainly in history... One of the facets I love him for :))))
Of course they're afraid you'll say something clever.
:))))))
Are you really saying that nothing depends on price and time?) The other factors, as is customary in financial mathematics, are considered stochastic and are taken into account in the model as noise.
As a rule, such models are not working, but they serve as a basis for such models. A typical example is Black-Scholes in options. Nobody is going to tell us about working models, as usual.
It depends, but not in the same way as the article suggests.
By the way, the article derives that very geometric SB, on the basis of which Black-Scholes is built. The direction there is quite present - it is called drift. It is quite possible to consider the opposite task - by options prices to reconstruct the forecasts for the drift (trend) for the price of the underlying asset by more experienced traders (which are usually considered to be options traders).
I mentioned Black-Scholes as an example of a not very realistic model, but quite useful in practice - without it, for example, it is difficult to understand those option "Greeks".
By the way, the article deduces the very geometric SB on which Black-Scholes is based. The direction there is quite available - it is called demolition. It is quite possible to consider the opposite task - by option prices to reconstruct the forecasts for the drift (trend) for the price of the underlying asset by more experienced traders (which are usually considered to be options traders).
I mentioned Black-Scholes as an example of a not very realistic model, but quite useful in practice - without it, for example, it is difficult to understand those option "Greeks".
Well, the S&P has drift. And the fx does not have it on a regular basis.
The idea with put-call ratio, etc. is good, but I have never met anyone bragging about profit from it) However the market moves by participants with money, not with experience, while liquidity of currency options is nothing. And their purpose is different.
If you do not know what to do with them, you may start a new one.)