- Search Crypto Craft
- olsen-yersen replied Jan 20, 2015
The latest protest has reportedly erupted after a trader threatened an executive at knifepoint. IronFX: "Any purported 'complaints' are defamatory and may be linked with rumors about the company's IPO." url
Alpari.co.uk Discussion
- olsen-yersen replied Jan 11, 2015
What are you on about?
Assessing the Profitability of All Possible Trading Strategies
- olsen-yersen replied Jan 9, 2015
First of all random walk doesnt' mean RW is unprofitable. I share similar ideas but I havent' proved it yet.I am going to do some tests.Can you share some academic papers if you know any ?
Assessing the Profitability of All Possible Trading Strategies
- olsen-yersen replied Jan 6, 2015
There are lot of free AI libraries.How about using some different type of higher order statistics along with AI algos?Like correlation analysis (spearman, kendal thau etc..), correlation dimension, mutual information, logistic map, maybe even ...
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 23, 2014
I think hyper parameter optimizing for kernel(svm, svr etc..) and decision tree models is a good suggestion to avoid overfitting and for better prediction. My other suggestions are you can apply Student's t test to see how likely the trading ...
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 23, 2014
I have some suggestions for better prediction for random forest model : Influence of Hyperparameters on Random Forest Accuracy url for optimizing hyper parameters url url Also I have suggestion for different random forest models: Mondrian ...
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 12, 2014
I get slightly better results than the PipMeUp but as he said it is coin flipping.
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 12, 2014
AlgotraderJo, Can you post , actual data(eur/usd)/perdicted values in csv file as well ?
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 12, 2014
I will test your prediction results tonight with chaos hunter to see if I can improve it further.
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 11, 2014
That is my secret receipe
, it took me nearly 2 years WITH Chaos Hunter to find the good inputs.Now I want to slaughter it on different time frames and different pairs then appyly sensivity analysis on the data .My problem is I have always seen ...Machine Learning with algoTraderJo
- olsen-yersen replied Dec 11, 2014
I am using Chaos Hunter software.Inputs are more interesting than the software
.Machine Learning with algoTraderJo
- olsen-yersen replied Dec 10, 2014
I have used the same input for GBPUSD USD/CHF pairs.I have used 50.000 bars for M30 time frame ,45.000 bars for out of sample test and 5000 bars for in sample test.I increased the commission to get less signals.My experience is it is always better ...
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 9, 2014
You can google ''Applying Deep Learning to Enhance Momentum Trading Strategies in Stocks'' for deep learning.
Machine Learning with algoTraderJo
- olsen-yersen replied Dec 9, 2014
I look forward to your exit target predictions.. I use genetic programming , decision trees(random forest etc.) svm and self training NN.My project is still in development phase.But out of sample results with GP is very encouraging.It took me couple ...
Machine Learning with algoTraderJo
- olsen-yersen replied Nov 23, 2014
Arcsine distribution is interesting: url
Choppy market index: any good ideas?
- olsen-yersen replied Nov 2, 2014
Jason , When will FXCM ditch this Metatrader(betatrader) sh...t ?
FXCM Discussion
- olsen-yersen replied Nov 2, 2014
Here is the solution : offer 50-50 sharing upon collection to mafia, ask mafia to send their big boys to Gain Capital office to collect your money. See what happens.
Broker reverses $20K winning trades for alleged latency arbitrage
- olsen-yersen replied Aug 6, 2014
I have found some excellent discussion somewhere else: Sharpe sucks, profit factor sucks as well. They don't tell whether you're beating the market. Everyone can win on a bullish trend - just open and close long positions. Use Student's two sample ...
Mixing systems to reduce risks
- olsen-yersen replied Aug 6, 2014
Much more scientific approach than what is being said in the topic: url
What is a good way to tell if a trend still has momentum?