From theory to practice - page 1179

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where did Aleksandr_K and his grails disappear to?)
 
Martin Cheguevara:
where is Aleksandr_K with his Grails?)

I'm here, I'm here, I'm always here. :)))

I'm just getting my stats, the deals are coming in tomorrow.

I am like a pit bull with my teeth in the Grail and I will never let it out.

 
Maxim Dmitrievsky:

it's a fit.

not a fit, because the period before 2016 was not part of the backtest.
Kesha Rutov:

Well it must have been backward (learn) before 2016 and forward (OOS) after that, you can't get a picture on OOS like before 2016, it's some kind of fraud.

no, the beginning of 2016 is not a transition to oos.
it was optimized for 2017 in general.
and the picture shows a test for 15,16,17,18 years.
 
multiplicator:
not a fit, because the period before 2016 was not part of the backtest.
no, early 2016 is not the transition to oos.
it was optimized for 2017 at all.
and the picture shows the test for 15,16,17,18.

if 17m was trained then 15,16,17 will be the grail and 18 will be the SB

 
Кеша Рутов:

if the 17th was trained then the 15th,16th,17th would be the grail and the 18th would be the SB

If year 17 was optimised, then year 17 will be grail and everything before and everything after will be gsb. )
 
multiplicator:
If you optimize for the 17th year, then the 17th year will be the grail, and everything BEFORE and everything AFTER will be gsb. )

No, as a rule the past fits the future well, but the future does not, so the BEFORE will be a little worse than the FY17, but still a grail, but the AFTER will be a "finger in the sky".

 
Кеша Рутов:

No, as a rule the past fits the future well, but the future does not, so the BEFORE will be maybe a little worse than the 17th, but still a grail, but after that "a finger in the sky"

well you have your opinion, i have mine)
 
Maxim Dmitrievsky:

overfitting is common

The non-fit.

 

standard deviation by month.

for the example indicator average with a period of 750 minutes is taken.

data for 12 months of 2018.

0.0025
0.0025
0.0023
0.0016
0.0019
0.0028
0.0020
0.0020
0.0020
0.0019
0.0020
0.0021

and here is the diagram:



judge for yourself whether it changes much.

 

Where is the news from the fields?

what about A_K's grail - is it buried next to the notorious tractor?

I'm worried...

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