Machine learning in trading: theory, models, practice and algo-trading - page 3674
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Another article on the topic. From the same authors, but more compact.
One of the authors is the same, the others are different.
In short, clustering is dead, long live biclustering )Another article on the topic. From the same authors, but more compact.
One of the authors is the same, the others are different.
In short, clustering is dead, long live biclustering )Triclustering)))))
lol
I have already heard from several people in private that they have learnt to make stable TS on MO, but the trades turn out to be few.
Few is approximately how many? One or two per month?
A little is about how much? One or two a month?
100 a year on signals
Quite normal imho, about 8 trades per month. Not enough for HFT, of course.
I decided to try programming (for the first time in three or four months).
Idea: to collect an ensemble of a set of TSs, which output 1 buy -1 sell. The signals of TS are summarised into a certain oscillator and thus you can see overbought/oversold.
(A lot of TS bought - overbought, a lot sold - oversold).
Started PSO to generate class marks that give profit and RF as MO-cat as a signal generator (TS).
Instrument eura m1, OOS testing period 20k candles.
Started the rattle, the process of searching and creating TS went
Generated about 35 pcs. TS
Create an oscillator from TS signals and visualise on OOS
Also added the cumulative sum from the oscillator for better understanding
The inverse correlation between price and trading of the TS ensemble is obvious
Also added the cumulative sum from the oscillator for better understanding
The inverse correlation between price and trading of the TS ensemble is obvious
it is not an inverse correlation, but a "lag" ;-)