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Do you understand game theory? In its differential formulation? I gave you a link to Pontryagin's work. Have you got it? If not, I strongly recommend you to do it.
The models on the basis of TI are too complex - there is a problem of their retraining.
TI-based models are too complex - there is a problem of retraining them.
Have you understood Pontryagin's work?
Have you understood Pontryagin's work?
There is nothing to master there - everything is quite transparent. Only the terminology is a bit tense at first.
It's not the tails.
What is it?!
I'm publishing a chart of my trade for history:
How can it be that on 150 trades there is a confident profit, exactly applying stochastic processes models with a relatively stable distribution of increments, and all this statistically significant good is destroyed by literally 2-3 giant trends, when the distribution has supergiant tails like Cauchy's?
And this is when the memory effect of the process comes in, when the increments are described by a linear function at all.
I do not understand how to fight it. I just already "swim" like after a knockout.
TI-based models are too complex - there is a problem of retraining them.
There is nothing to learn - everything is quite transparent. Only the terminology is a bit tense at first.
But if you have understood it, the problem of retraining should not arise. And if it does, you must be using the wrong TI.
What is it?!
I am publishing a chart of my trading for history:
How can it be that on 150 trades there is a sure gain, exactly applying stochastic process models with a relatively stable distribution of increments, and all this statistically significant good is destroyed by literally 2-3 giant trends, when the distribution has supergiant tails like Cauchy's?
And this is when the memory effect of the process comes in, when the increments are described by a linear function at all.
I do not understand how to fight it. I'm just already "floating" like after a knockout.
Blindness and deafness only do harm...
here's the real deal, don't look for it, it's not published and won't be on the showcase of this graphic, ever
and here's yours, and the one above as well.
Forum on trading, automated trading systems and trading strategy testing
Machine learning in trading: theory and practice (trading and not only)
Renat Akhtyamov, 2018.11.25 18:48
Forecast (growth in flat, downtrend):
What I wrote my post above about...
What kind of statistic describes the fact that 2-3 deals literally crush 150(!!!!!)?
What kind of game theory or chaos theory?!? It's more of a catastrophe theory, I guess.
What I wrote my post above about...
What kind of statistic describes the fact that 2-3 deals literally crush 150(!!!!!)?
What kind of game theory or chaos theory?!? It's more of a catastrophe theory, perhaps.
Very nice theories.