Machine learning in trading: theory, models, practice and algo-trading - page 356

 
Yuriy Asaulenko:


Rstudio, too, I did not understand what it gives.

The most decent source code editor in R (there are several). Allows you to execute code directly from the editor at the same time. It is a matter of convenience and habit.


With MS-R, I don't know what kind of tool it is.
There was a paid variant of R called Revolution. Paid in the sense that R itself and many other things they supposedly tested, improved and distributed for free, but also offered paid things in the process. Now, this revolutionshin was bought by Microsoft and distributes on the same terms: some for free, some for a fee. I'm sticking with Microsoft. Everything I need is free, and I don't need the paid stuff. Paid is usually corporate use of R: developing big projects on several computers and exploitation on several computers.

 
Vladimir Perervenko:

The main difference between mxnet and other machine learning packages in R is that it was developed for Python and later it had an API in R. Since in R the data is "column-oriented" (colmagor) and in Python it is row-oriented (rowmagor)
data preparation is specific. In last version of mxnet_0.9.4 this seems to be automatically recognized, but I haven't tested it.

There are a lot of examples of applications, by the way.

What's wrong with Rstudio? A full-featured IDE which is developing and well-supported.

Although, if it is convenient for you.

Good luck


Hm strange, I have not installed python and the library still works

As long as everything is fine, if you want to create a bot for fix api in studio, it may be convenient to link it with R at once

 
Vladimir Perervenko:

1. Rstudio allows you to do the whole cycle of work, from writing and debugging scripts to preparing documents.

I installed Rstudio about a year ago. In general, did not see, did not realize the significant differences from simply R. But I didn't spend much time on it either.

Vladimir Perervenko:

What's wrong with the charts? What scaling are we talking about? Please elaborate, maybe we can give you a hint.

In SciLab we plot a 50k point graph, select some chunk, and it's all on the graph, down to a few points. You can scroll through the graph, expand it, and shrink it. It is very convenient.

That's what I meant by scaling.

R for VS came up with a variable browser - all variables, their formats and, if the variables are simple, their values. But I've seen only in pictures.

 
Maxim Dmitrievsky:


Hmm strange, I don't have python installed and the library still works


I must not have expressed it accurately. You don't need Python to run mxnet in R.

I was saying that Python also has the mxnet package and it has somewhat more functionality.

Good luck

 

I wonder if it is possible to predict such a BP - prices normalized to bollinger bands. Of course, it is not stationary, but it is detrended


 
Maxim Dmitrievsky:

I wonder if it is possible to predict such a BP - prices normalized to bollinger bands. Of course, it's not stationary, but it's detrended.

It is possible, if I stare into the monitor incessantly. And for 1 minute.
 
Maxim Dmitrievsky:

I wonder if it is possible to predict such a BP - prices normalized to bollinger bands. Of course, it's not stationary, but it's detrended.


And why do you think it's not stationary?
 
Dimitri:
What makes you think it's not stationary?


emissions can be large, they can be mistaken for trends. I'm not sure at all, sort of like stationary yes, but the dispersion can be large and unsteady ) in short emissions are in 2 skO

large emissions with which it is not clear how to deal

 
Maxim Dmitrievsky:


emissions can be large, they can be taken as trends. I'm not sure at all, sort of like stationary yes, but the dispersion can be large and unsteady ) in short emissions are in 2 sko

large spikes that I don't know how to deal with

Emissions should be bluntly removed, and the row seems to be stationary
 
Dimitri:
Emissions should be bluntly removed, and the row seems to be stationary


With the period of the boyl 1 it will be like this :)

And you can see the cyclical


Reason: