Machine learning in trading: theory, models, practice and algo-trading - page 3692

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Maxim Dmitrievsky #:

Well coming from a non-mathematical term, that if at least a month "zbs" works on new data, then already bread without physical labour :)

If a month works, it's a grail.
So the parameters are correct, they just drift. This drift can be represented as BP and the MO can be trained to predict new parameters
 
mytarmailS #:
If a month works, it's a grail.
So the parameters are correct, they just drift. This drift can be represented as BP and the MO can be trained to predict new parameters

Hi! I haven't seen you for a long time :)

 
Maxim Dmitrievsky #:

Hi! Haven't seen you in a while :)

Hi.
At the factory so to speak)
 
mytarmailS #:
Hi.
At the factory, so to speak.)

:)))) it happens, through the thorns to the stars.

 
Maxim Dmitrievsky #:

:))) it happens, through the thorns to the stars.

God willing.)
I have a family, changed my priorities and interests.
But I still want to come back))))) already forgot how to code at all(((
 
mytarmailS #:
God willing.)
A family came along, priorities and interests changed.
But I still want to come back))))) already forgot how to code at all(((

Come back if you feel like it )

 
Aleksey Nikolayev grail. When they try to pull it off in practice, everything is as usual - the equation works fine on the fitting history, but on the OOS - sadness, ennui and factory pipes on the horizon.
Not everything is so terrible, you do not need 100% return(cointegration, much more important is the maximum sequence of los in a row, preferably no more than 3,4,5 would be... And even 1 tp for 6 losers will give a global depo profit
 
mytarmailS #:
God willing.)
Got a family, changed priorities and interests.
But I still want to come back))))) already forgot how to code at all(((
Congratulations!) changed jobs. Also reed onli for now)
 
I have to do everything myself again :) like stat arbitrage on MO.
Give me more material on instruments that can be arbitraged, who knows. I will write a handy python script with model conversion in the terminal
 

staples

only not through a shitty left bybit :-)

PS/ and creativity, because EURt/USDt vs EUR/USDt is academic but hasn't worked for a long time.
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