Recognise changes in the "behaviour" of a financial time series (Trading on the news) - page 9
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
...Even "buy and hold" with a volatility index hedge shows excellent returns for medium and long term investors. Maybe you've been looking in the wrong place?
Are there any results? Where can they be found?
I personally don't have any ready-made tests. The idea itself was voiced by one of the speakers at the SmartLab forum in St. Petersburg (a real meeting). When he showed me the chart I even choked on my free coffee - it is more or less the same ascending trend, and in fact the strategy is ready to work. In principle it is not difficult to make up a similar spread and see its characteristics.
You yourself have written about your own failures, that any system you have developed is beginning to "go stale". You are the only econometrician that I know, and judging by the range of problems that econometric methods encounter (you yourself have described it perfectly) one can draw conclusions about the low practical utility of this science. I don't want to start holy wars, it's just strange that in two years you haven't found a single elementary TA strategy, which would more or less steadily make money. Needless to say, even the moving average manages to make money. Even "buy and hold" with a volatility index hedge shows excellent returns for medium and long term investors. Maybe you've been looking in the wrong place?
I guess I didn't make it very clear.
For many years I have used TA and the robot that still works is TA. it is to TA robots that the complaint is that they "go stale". That is why I have stopped working on TA for 2 years now. I don't have a finished robot on econometrics, but what I have is far more valuable than anything I had on TA. These circumstances give me the right to compare. Read my posts and articles where I compare TA and econometrics purely substantively.
For the record I note that I started trading checks on the RTSB and CSRUB, if that tells you anything.
Once again, a word of advice, do not talk about something you do not know at all, let alone give others advice on what to use.
A little on the topic of the branch
Once again, a word of advice, don't argue about something you don't know at all, let alone give others advice on what to use.
A little on the topic of the branch
Actually purely on the subject of the Hearst Indicator.
I guess I didn't make it very clear.
For many years I have used TA and the robot that still works is TA. it is to TA robots that the complaint is that they "go stale". That is why I have stopped working on TA for 2 years now. I don't have a finished robot on econometrics, but what I have is far more valuable than anything I had on TA. These circumstances give me the right to compare. Read my posts and articles where I compare TA and econometrics purely substantively.
For the record I note that I started trading checks on the RTSB and CSRUB, if that tells you anything.
Once again, my advice is not to argue about something you don't know at all, let alone give others advice on what to use.
Do you think that econometrics will provide a way to build a system that works forever?
Do you think that econometrics will provide a way to build a perpetually working (non-touching) system?
I don't think so. You just start to understand what you are doing.
For example, mash-ups, which in econometric language are regressions. There are weighted dummies. You take the weights and pick them up, maybe with a tester.
In regression the weights are always matched according to ISC, but besides that we get the rate of each coefficient, the probability that it can be equal to zero, R-squared and other information about the mask. If you don't have such information you can reason that you can make a TA-based TS which will not go bad, and if you have such you will be sure that whatever you do, the TA-based TS will definitely go bad, and you will know it by zeroing out the depo. And the beauties of the mashcuts will not give any warning.
With econometrics I can describe the whole problem and as of today I know that the whole problem has no solution. It is possible to solve and account for parts of this problem, which will significantly reduce risk and predict a depo drain much earlier.
With econometrics I can describe the whole problem and as of today I know that the whole problem has no solution. (With econometrics) it is possible to solve and account for parts of the problem, which will reduce risk considerably and predict depo drains much earlier.
Purely my IMXO.