What I mean is that if your objective is to forecast big price swings, you might be better off studying finance, statistics, and or time series...
To OP, If you are looking for 'big swings,' it is fairly well known that swings or volatility are easier to forecast than direction. The hard...
You had a lot of really good observations and commentary. I too found myself on a similar path which required really understanding what ML...
Not an easy solution at all as you are over-simplifying the problem. Even if you discretize the data for classification, the problem of stability...
Interesting discussion. But I would caution making the analogy to handwritten digits. One problem with the comparison is that the digits have an...
As I said, if you accept that a big part of his secret equation dealt with 8.6 years, it is easy to convince yourself of its truth by simply...
Interesting thread, but if anyone buys into it... it seems that the magic premise has already been disclosed -- 8.6 year repeatable cycles calling...
What you've shown is very few people here have even a rudimentary understanding of probability...
1-P(correct.direction) = P(wrong.direction) 1 - 0.1 = 0.9 just flip prediction sign of strategy 2 0.9 >> 0.6 I'll take the 10% strategy any day;...
It will be pretty tough to follow much of the ML literature without at least a basic understanding/exposure to vectors and matrices. Ng. does a...
https://www.quora.com/Do-large-trading-firms-investment-management-firms-large-banks-and-or-hedge-funds-use-technical-analysis
Have a look at some of the papers at the top of this list. You sound pretty adept at programming, you could build one of the systems you find...
optimization. [MEDIA]
Have a look at http://www.portfolioworkstation.com/ Might be what you are looking for. You can ask the developers how to import local files for...
Great Movie. Wasn't over the top like Wolf of Wall Street. A bit more on the serious side, with the perceived nutcases getting the last laugh....
There are a lot of ways to reduce the influence of time. An obvious method is to resample or discretize the data at different intervals...
Great book of matlab illustrations, it is a companion to the author's text. He has a more recent matlab based text as well, but I don't know how...
It's back. First time I've seen yahoo down -- in their own area, nevertheless.:rolleyes:
Anyone getting this? Firefox can't find the server at www.yahoo.com Firefox can't find the server at finance.yahoo.com edit. odd. isitdownright...
http://www.institutionalinvestorsalpha.com/Article/3364716/The-Morning-Brief-The-Secret-To-Medallions-Returns-Leverage.html
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