Is historical intraday book data available? I would imagine it to be extremely expensive and would require enormous storage... It would have to be...
Good point: you could look at the spread and estimate the slippage based on some percentage of that spread at the time. The problem with this is...
Commission may be trivial to include, but the consequence is non-trivial and in fact in most cases dominating. Yes, estimating slippage is the...
Yes but "worse fit" "best fit" depends on your metric, aka objective function. If you are saying that in the RMSE sense or L2 norm, then yes...
I wasn't looking for an explanation. I just wanted to know exactly how much you are using.
Okay here's an attempt from someone who hasn't taken finance 101: when you buy something, anything, you would do some research to make sure you...
I think he means weight the importance of the data when using it to train (aka fit) his parameters, i.e., give it more weight in the objective...
Actually a 10% success rate is way easier than making it big as an artist, a musician, a professional athlete, an entertainment star, a CEO of a...
I saw another thread on PF charting and started thinking about implementing automated trading using PF charts, i.e., discretizing prices based on...
Well, when you put it that way it does sound like a function. I guess such problems occur when the millers have too much power (e.g., a monopoly)....
I do it as a game not a service :D Again, just my opinion, I could be wrong as I have been many times in the past!! Everyone has a calling and a...
Farmers miners ranchers and CFOs don't need to trade short term. Prices would not fluctuate so wildly and should track fundamentals if it weren't...
I don't think I'm being a pessimist here, just being logical; not everyone can win in the market. In a small town school, it might be okay to give...
while we are at it, let's include touch, taste, and smell. we see the downward spike, we feel a pinch in the arm. Then a foul odor starts filling...
Okay, may be this is easy -- can someone please explain step by step if everyone started to follow price action rules, how those signals will lose...
The way I see it is this: if you don't do anything better than your competition, then you will lose money. You have to be doing something better...
My theory is similar to yours. I believe traders are the most nervous and insecure bunch of people on earth. They are so freaked out about losing...
I don't know, my risk management says that potentially being sent to the slammer for a few years is too much risk.
Notice that's why the word "may" is used in the last sentence and the disclaimer in parentheses. I am well aware the converse is not true.
Separate names with a comma.