Machine learning in trading: theory, models, practice and algo-trading - page 2532
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The benchmark is not really needed. It is supposed to learn on those quotations on which you are going to trade. That's why the spread of a certain brokerage company is needed.
Then look at the real performance and then dance from that, what's the point of looking at the spread that was a few years ago?
The model must adjust to the current situation with regular retraining. 5 years ago with its spread, and current data with its spread.
A model with regular retraining must adjust to the current situation. 5 years ago with its spread, and current data with its spread.
Sounds questionable, extra degree of freedom, given imperfect history
Sounds dubious, an additional degree of freedom, given the imperfection of history
Have you tried the opposite, adding artificial noise to distort a series of observations randomly?
p/s yahho is often scolded for some reason, advising to take data from paid suppliers
Have you tried the opposite, adding artificial noise to distort a series of observations randomly?
p/s yahho is very often scolded for some reason, advising to take data from paid suppliers
Lena?!
Tell me more.
This approach is very interesting.
Better an imperfect history from a current broker than a perfect one from another.
Have you tried the opposite, adding artificial noise to distort a series of observations randomly?
p/s yahho is very often scolded for some reason, advising to take data from paid suppliers