Machine learning in trading: theory, models, practice and algo-trading - page 2667

 

A repository on a book that is honed on feature selection

https://github.com/stefan-jansen/machine-learning-for-trading#part-1-from-data-to-strategy-development

the material is popsy of course, obviously not a practicing trader wrote it.

ZY read it, hat

 
Maxim Dmitrievsky #:

I read it, it's rubbish.

Me too, it's been a long, long time
 
mytarmailS #:
Me too, a long, long time ago
Prado's writing is the most interesting, but mostly rubbish too.
 

Then we can do it.


 
How to get smarter in the future without getting stupider in the past? Algorithmically... without creating terabytes of knowledge.
 
mytarmailS #:
It is not a fact that it will fall, maybe at this very moment the euro was ahead of the global trend.
And what is a global trend? Where are the statistics that it even exists and works, and even if it works, where is the guarantee that at the moment when you saw that the GT is down, it will not go up, as it always happens...?

Well, I'm very sceptical on this subject and I've justified my position.

The sum of currencies and a single currency or instruments are of the same order of system complexity. They are by factors times different systems, not exponentially hundreds of times. The factors add up. The maximum that we get when adding systems with their correlation is longer movements. And some certainty that a factor acts not on one system, but on several systems and they correlate, which means that the factor is strong. Although it may be not one factor, but several, each for each system. And they are not correlated in essence. Unless, of course, there is one common factor acting on these factors.

 
Good day to all!
I decided to start machine learning, hint:
- where is the best place to download quotes in normal format?
 
InstaGuru #:
Good day to all!
Idecided to start machine learning, hint:
- where is the best place to download quotes in normal format?

Machines are not good at learning...train a dog!

 
InstaGuru #:
Good day to all!
I decided to start machine learning, hint:
- where is the best place to download quotes in normal format?

No desire to export from the terminal?

 
Valeriy Yastremskiy #:

Sum of currencies and one currency or......

Withdrawal?
Reason: