Machine learning in trading: theory, models, practice and algo-trading - page 2448

 
I think there is a chance. For example, Saber uses a very specific inefficiency, which is described by a very specific figure. It can be measured, it is stationary for a long time. To calculate it (and to identify the inefficiency) you do not need to bruteforce the TC parameters.
 
Rorschach #:
I think there is a chance. For example, Saber uses a very specific inefficiency, which is described by a very specific figure. It can be measured, it is stationary for a long time. To calculate it (and to detect inefficiency) you don't need to bruteforce TC parameters .

Chances are always there ...

"specific ineffectiveness" is the most unspecific phrase you can utter ))

What is "ineffective" as you define it?

If it's the spread between Gazprom and Sberbank, that's one thing,

If you just made up a price curve, it's a statistical one, but it's impossible to make money on it.

If you found some frequency in the spectrum, it's the third, if the forecast is the fourth and so on...

 
Oleg avtomat #:

Divorcee. "Pie salesman" -- see from 19:30 -- that's what he's talking about.

Well, the "efficient market" nonsense -- he doesn't know what it's about at all. He doesn't understand that this fraud (the theory of the "efficient market") is in and of itself an instrument of bribery. Understanding this he has not mastered.

I agree that Cyber Dead is not a good trader. I just wanted to draw attention to the rules he is talking about. Most of them are real, and about selling by the pie or near-market business is true for me. I started to think about it, I came back to the idea whether I should finish my book and earn on it. What do you think?
 
Mihail Marchukajtes #:
I agree that CyberDad is not a very good trader. I just wanted to draw attention to the rules he talks about. Most of them are real, and about selling by the pie or near-market business is true for me. I started to think about it, I came back to the idea whether I should finish my book and earn on it. What do you think?

I think everyone has their own way.

 
Oleg avtomat #:

I think everyone has their own way.

That's the way (c) "Maldoranian" :-)
 
mytarmailS #:

There are always chances...

"specific ineffectiveness" is the least specific phrase you can say.)

What do you mean by "ineffective"?

If it's the spread between Gazprom and Sberbank, that's one thing,

If you've just made up a price curve, it's a statistical one, but you cannot make money on it.

If you have found some frequency in the spectrum, it is the third, if the forecast is the fourth, etc...

Without HFT it is useless information...

 
If you add the entropy of a number of, say, transaction directions to the estimate of the balance curve on the test. Does it make sense, purely theoretically?
 
Maxim Dmitrievsky #:
If you add the entropy of a number of, say, transaction directions to the estimate of the balance curve on the test. Does it make sense theoretically?
I think there's something to it when you analyze the balance curve. On the basis of this analysis you can conclude whether to trade or not, it's time to reoptimize the TS or not. IMHO!
 
Maxim Dmitrievsky #:
If you add the entropy of a number of, say, transaction directions to the estimate of the balance curve on the test. Purely theoretically, does it make sense?

What do you want to get out of it?

 
Maxim Dmitrievsky #:
If you add the entropy of a number of, say, transaction directions to the estimate of the balance curve on the test. Theoretically, does it make sense?

Why Balance and not Funds? The drawdown of equity is always worse than that of the balance.

Reason: