From theory to practice - page 1626

 
Martin Cheguevara:

is a multiplication of probabilities, i.e. the occurrence of an actually joint event.

p = 0.8*0.8... lim(P(p)) -> 0

is useless.

post brought to you by ....

You like statistics, don't you?

I tried to study the first strategy of one of the most successful traders of the planet the other day.

But you know, I don't really get it.

Maybe you can do it. (Baum-Welch algorithm)

Files:
notes-09-hmm.zip  156 kb
 
Martin Cheguevara:

is a multiplication of probabilities, i.e. the occurrence of an actually joint event.

p = 0.8*0.8... lim[A(0...1)](P(p)) -> 0

is useless.

Under the graph-

1.Probabilities
2.Across the threshold. If for example 0.78, then more than 0.75 - 1, otherwise 0.
3.Cumulative, etc.

Averages, median probabilities, or sliding window under the graph...

 
Renat Akhtyamov:

The post was inspired by .....

You like statistics, don't you?

The other day I tried the first strategy of one of the most successful traders on the planet

But you know, I don't really get the whole system.

Maybe you can do it. (Baum-Welch algorithm)

Ask Alesha. It's not easy with HMM.
The third figure is a better light...

 
Renat Akhtyamov:

....

What, you like statistics?

The other day I tried the first strategy of one of the most successful traders on the planet

But you know, I don't really get the whole system.

Maybe you can do it. (Baum-Welch algorithm)

It's not that complicated.

But the bottom line is that the lambda model is a Markov model with the restriction "future values depend on the current value or the current value depends on only one previous value" and it was fundamentally wrong from the very beginning...

They just pulled TV by the ears, as Igor Makanu likes to say))

I didn't even bother to look further. Everything is clear enough.


Here's what they say.)

What the hell difference does it make? 200 coins or less the result will still be completely random)))

They're trying to use Lagrange multipliers to determine extremes of two distribution functions)

in short, bullshit ...) although you can take for example a normal distribution model and the current market distribution, run the null hypothesis on the probability models, polish everything with the Pearson criterion and then the Laplace function and use the Pearson goodness of fit to understand what the distribution is ...

that's bullshit...

but just to show off in front of your colleagues like You're a cool mathematician is fine))

 
Martin Cheguevara:

it's all bullshit...

but just to show off in front of your colleagues like You're a cool mathematician is fine))

that's what I thought

there's a problem with the number of predictions.

the second top dog dummy is blowing all such strategies out of the market

the puppet goes like this if a dumb system has appeared in the market, or he has reached his goal and started to develop what he is living by in principle

 
Renat Akhtyamov:

That's what I thought.

there's a problem with the number of predictable options.

The second top dog, the puppet, is blowing all such strategies out of the market.

the puppet does that if you have a dumb system in the market or he has reached his goal.

it's a bit simpler but you got it right)

there are as many variants as pips on the entire chart, and the combinations -> to infinity))

I've got no luck with the dummy, though)


But so far my system is guaranteed to give 30% a year with almost no drawdown, while sustaining 30000 pips of no-load moves.

i leave it to you to do what he wants - it's his problem)

 
Martin Cheguevara:

it's a bit simpler but you got it right)

there are as many options as there are points on the entire chart and the combinations -> to infinity)))

But I'm not so lucky with the dummy here)


if i've got a system that is guaranteed to give me 30% a year with almost no drawdowns and 30000 pips movement.

i'm not a puppet, so let him do what he wants - it's his problem)

so you abandoned what you started...

As you wish, it's up to you.

 
Renat Akhtyamov:

so I've given up on what I started...

Suit yourself, it's up to you.

what do I need the risks for?

at 5 million, 30% a year would be pretty good)

What do I need your $10 million in the matrix for?)

 
Martin Cheguevara:

What do I need the risk for?

5 million dollars and 30% a year would be pretty good.)

why would i need your $10 million in the matrix?)

no no.

No risk, you're right.

;)

 
Renat Akhtyamov:

So you abandoned what you started...

whatever, it's up to you.

I made robots that open trades in such a way that they appear at the very tops and bottoms of the market prices and then it just started)

I made such robots that the market will show me how to trade, so I came to the only right decision.

but it took me about twenty robots)

Why do I need these indicators?)

i don't want to be a dummy for another five or ten years?)

time is precious to me)

Reason: