Machine learning in trading: theory, models, practice and algo-trading - page 3700

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Actually, portfolio theory is a theory with a beard. Several peppers (Markowitz and Yuyu) got Nobels for it in the early 80s. It was argued that by including risk-free assets, which at that time were considered to be treasury bonds, it was possible to manage the total risk of a portfolio. All this was clearly politically motivated as a counterbalance to the planned economy, which was flourishing in the 70s.

And then the crisis of 1987 and everyone saw the obvious, that portfolios are only for stationary financial series!

 
Was there any article on portfolio trading, in terms of a bot?
There was something on triangles, I remember.
The whole point is that modern portfolio theory should be based on MO principles, which is described in the last part of the book. "Deep learning portfolios."

Nobody's even done triangles on MO. And this is like kind of the simplest case to consider.
 
Maxim Dmitrievsky #:
Has there been a single article on portfolio trading, in terms of a bot?
There was something on triangles, I remember.

counter question: how is a currency portfolio in MT?

IMHO without a multicurrency (multiasset) account it is impossible.

so obviously there were no bots. But I remember the theory that there were.

 
Maxim Kuznetsov #:

counter question : what is the currency portfolio in MT ?

IMHO it is impossible without a multi-currency (multiasset) account.

because obviously there were no bots. But I remember the theory that there were.

Well, not currency, add some indices there :) I passed it back in uni, well, as passed, almost by... So I can only mumble about it.
 
I have an original idea, I haven't done it yet. Train several models, but not through stacking, but simply, and on different sections. And teach the second model to switch from one to another, depending on something there (the same signs). It would just be such a cool thing, I don't know what the point is, maybe there is some secret :) Curvafitting with sultanas.
 
Maxim Dmitrievsky #:
Curvafitting with sultanas.
Still searching for the dream of the coveted Grail.
 
Mihail Marchukajtes #:
Still searching for the dream of the covenant grail.
Mishanya, what people :))) Training in the MO rather.
 
Maxim Dmitrievsky #:
Mishanya, what people :))) I train in MO rather.
Hi Maxim, good to see you too....
 
Mihail Marchukajtes #:
Hi Maxim, good to see you too....

I miss your expression and vids in the topic, the forum is filled with null neophytes :))).

 
Maxim Dmitrievsky #:

I miss your expression and vids in the thread, the forum is flooded with null neophytes :)))

I can't promise vidosiki on the fly. But I have a grandiose global idea. Preparations are serious. I think I'll tell you later what and how... But I need time!!!!
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