Market prediction based on macroeconomic indicators - page 34

[Vladimir]

Олег avtomat:
The world has never been homogeneous.

and mono-racial ...

and religions are different ...

[Алексей Тарабанов]

Vladimir:

and mono-racial ...

and religions are different ...

Strawberry Glade?

[[Deleted]]

Vladimir:

.... My predictions about the market a couple of dozen pages ago may be wrong, but they won't change. Yours will redraw depending on how the current month behaves.

That's just it... "they won't change"...

But the external conditions in which the system finds itself are constantly changing and, accordingly, the system's reaction to the new realities in which it finds itself at the present moment must change.

Look at the so-called "redrawing" from this point of view and maybe you will realize that this is a positive quality.

In any case, it is this quality that allows biological species to survive in a changeable world. But those that "won't change" will die out -- because their response is delayed.

[[Deleted]]

The meteorological centre said: "Clear weather with no precipitation is expected today".

But the "sky office" decided otherwise, and it rained in the afternoon.

Will your behaviour follow the line prescribed by the meteorological centre, or will you react to the current situation?

Well, that's a rhetorical question... ;)

[Andrey Dik]

Олег avtomat:

That's just it... "they won't change"...

But the external conditions in which the system finds itself are constantly changing, and so the system's reaction to the new realities in which it finds itself at the current moment must change.

Look at the so-called "redrawing" from this perspective, and perhaps you will realize that this is a positive quality.

In any case, it is this quality that allows biological species to survive in a changeable world. But those that "won't change" will die out -- because their response is delayed.

Generally speaking, in nature, two mechanisms ensure the survival of species: variation and heredity. If a hypothetical species had one or the other, then... ...then it wouldn't have emerged at all.

[[Deleted]]

Joo Zepper:
Actually, there are two mechanisms that ensure the survival of species in nature: variation and heredity. If a hypothetical species had one or the other, then... then, in fact, the species wouldn't have appeared at all.

Of course. And that doesn't contradict my assertion at all. But it confirms it.

[Andrey Dik]

Олег avtomat:
Of course. And it doesn't contradict my statement. But it confirms it.

No. What it shows is that"following the market", i.e. variability without heredity, will not lead to anything good. Just as in living species, it is impossible to know in advance which variation will be in demand in the future.

But in any case, the laws of living nature do not apply to a single trait. It is necessary to have dozens or even thousands of separate deposits, and a unique strategy should work on each of them. Then one or another may eventually stay afloat, but 98% of those accounts will be drained! - And this contradicts the desire of any trader to make money.

Well, you shouldn't touch the nature... It's full of contradictions comparing it with the realities of traders. :)

[[Deleted]]

While you're throwing philosophical phrases around, people are doing real work in macroeconomic analysis for trading:

http://modulusglobal.com/about/

"On the heels of success, he founded an A.I. software company in the late 1990s. Focusing on new types of neural network algorithms, the company was later acquired by a Fortune 500 corporation.

In 2010, Gardner developed a system which used Cloud-based Natural Language Processing to read tens of thousands of social media messages each second, extracting the meaning and emotion, including love, joy, surprise, anger, sadness, and fear, behind each message. Since then, the system has been running uninterrupted, having become the largest global sentiment database in the world.

Richard has authored three programming languages--TradeGPU, TradeBASIC, and TradeScript---and he is the designer of the Real-Time Market Data (RMD) Server, a high performance time-series database engine for quantitative analysis of market data.

Other research includes his past position as principal architect of SharpeMind, which was an A.I. system powered by IBM Watson, designed to read millions of financial reports in order to provide insights to make better investment decisions. "

And not many firms know how to do this kind of thing in finance. That's why among their clients:

[Vladimir]

Олег avtomat:

That's just it... "they won't change"...

But the external conditions in which the system finds itself are constantly changing, and so the system's reaction to the new realities in which it finds itself at the current moment must change.

Look at the so-called "redrawing" from this point of view, and perhaps you will realize that this is a positive quality.

In any case, it is this quality that allows biological species to survive in a changeable world. But those that "won't change" die out -- because their response is delayed.

My model automatically changes depending on the accuracy of past predictions. At each quarterly step, either the coefficients are adjusted or new macroeconomics are selected for future predictions. But what has already been predicted will not change. I think this is a good quality which distinguishes my model from simply announcing what the market is doing now, such as your pictures.

[[Deleted]]

hmmm... A delay of a quarter... three months... The world can turn upside down in three months ;))

Oh, well... To each his own.

In the meantime the indices are getting lower and lower... They've already gone down today ;)))