Never tried 4, how do you calculate that? For 2&3, isnt it true that you have to pick parameters at a certain pt to run the strat? If so, may as well optimize w history, avg bets betw top 3 parameterVals, check sensitivity to param not too high. For 1, what should we do instd?
-
This Tweet is unavailable.
-
Nice! I need to revisit it. Last time I checked it out, I got overwhelmed by the symbolic math, it was hard for me to have intuitive sense of what was going on in each line. But I think the written part might give me a good sense of which techniques to use and when
You may just need to learn more math. You could try "An Introduction to Statistical Learning" which is similar material but lower level of math. I also recommend "Introduction to Linear Algebra" by Strang and "Understanding Probability" by Tijms for linalg and prob respectively
-
-
Excellent, looking forward to studying these. My final question today (promise) - is there a chance that a less sophisticated approach can be "good enough" for performing well? I know some traders who make a living, they measure intraday tendencies precisely, the stats arent 1/2
-
as intense, basically just clearly defined signals, and looking at conditional distributions, and trading when multiple signals flashing ON at once, and only considering the strongest & most stable signals. It's imperfect but is that a a viable option, or is fullOn theOnly way?
End of conversation
New conversation -
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.