Machine learning in trading: theory, models, practice and algo-trading - page 621

 
Anatolii Zainchkovskii:

The first one is co-integrated, and the channel is built, and the second one is like this very co-integration...


Here's another example of how cointegration collapses...
Learn the basics. Cointegration is a Nobel-level term. Take R, it has both code and theory and you'll be happy in theory at least.
 
SanSanych Fomenko:

There are no serious people on the forex market - it's a penny betting market. That's why it's no indicator.

I have such a model, but it is limited by the spread, which is variable.

Vector autoregression models are widely used in other markets, plenty of ready-made tools. Granger is flourishing.


Now, may I provide you with some links or explanations? :) I can make one for forex

I'm interested in concrete results, not assumptions.

I have found in the Net everything about the trading of quote tools - all done

 
SanSanych Fomenko:
Learn the math. Cointegration is a Nobel-level term. Take R, there is a code and theory and you will be happy in theory at least.

It's too late for me to learn the math. in forex, cointegration can only be in one currency for a set of instruments, and only until one of the instruments breaks this cointegration on the next news. hence the simple banal conclusion, use it only between the news. and no math is needed.... well, if you really push hard, then you can trade brent and wtay.... like the stockbrokers full cointegration.

 
SanSanych Fomenko:

There are no serious people on the forex market - it's a penny betting market. That's why it's no indicator.

SanSanych, come to "us", to the exchange. We'll trade futures. Options is also a good subject, and it requires software and algorithms.

By the way, there are also futures on currency pairs there.

My business with forex does not work out. It's like some kind of block.

 
As I told you, this is the first time I told you that I am going to trade in Forex:

SanSanych, come to "us," the exchange. We will trade in futures. Options are also a good subject, and they require software and algorithms.

By the way, there are also futures on currency pairs there.

My business with forex does not work out. It's like some kind of block.


"Forex" is an elastic term, almost all exchange-traded instruments can be found as cfd.

You may ask not about forex, but what exactly are the instruments you trade and how their quotes are so different from the quotes of currency pairs

 
Maxim Dmitrievsky:

"Forex" is an elastic term, almost all exchange instruments can be found in the form of cfd.

The question is not about forex but about what particular instruments you trade

If it is a question, then RTS, Sber, Gazprom, gold and sometimes currency.

I use cfd - it's not the same thing as the same instruments on the stock exchanges. In my brokerage company, it is the CFD on Gazprom or Apple and Coca-Cola. The difference is that CFD is a contract with DC, with all that follows. Just like with any other Forex instrument.

 
Yuriy Asaulenko:

If this is a question, then RTS, Sber, Gazprom, gold, occasionally currency.

CFD is not quite the same as the same instruments on the stock exchanges. In my brokerage company, CFD on Gazprom, or even on Yabloko and Coca-Cola.


Well, what is the difference between EURUSD quote and RTS quote, and what is the difference between gold and XAUUSD? :)

This is not a question of consequences but of the fact that the quotes are the same, i.e. the system will work for both instruments (if it is not based on the tumbler and the ticker, which I don't see in Forex)

 
Maxim Dmitrievsky:

For example, what is the difference between the quote of the Eurodollar and the RTS, and gold and XAUUSD, that specifically for those instruments works and not for these? :)

The quantity and quality of information on instruments. I don't know how to play without the market depth and ticker. For example in this article we will consider the difference between the real brokerage company and the real brokerage company.
 
Yuriy Asaulenko:
The quantity and quality of information on instruments. I don't know how to play without glass and strip. Some brokerage companies provide them but they are the brokerage company's indicators and they do not influence real quotes.

Oh, so the ribbon and the glass are decisive.

but this is not much to do with the machine

 
Maxim Dmitrievsky:

Oh, so the ribbon and the glass are decisive.

but that's not much of a machinelining issue.

Very much so.) I have an intraday.

If you take a day or more, you don't need either the glass or the tape. For 10 trades a day they are not needed.

I do not know how to do it in Forex.)

Reason: