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You can also extract simple cyclical price action as an indicator if you want. sample code for this is at: https://colab.research.google.com/drive/1Dixb7J1jF56MBB4J_etYh69aFF7njsiQ?usp=sharing#scrollTo=kN2iVhgtCEh9 If you want to take a more robust/quant-ish approach, there is some research...

This isn't meant to sound shitty: It's been my experience that if someone asks if they need a Xeon, they usually don't need a Xeon. They are quite expensive to build and you have to make sure you can cost justify every thing you do in trading. My old T7500 died a couple of years ago as well, I...

modeling residual errors to estimate probability of true-positive outcomes. That's the last step in a pretty long pipe-line though, you've got to have a lot of other things right, before you get there.

There's actually some research out there that supports that type of trading (and I mean post doc stuff...). It has to do with the probabilities of hitting 1000 vs -4000. Some of it actually supports dd of 5x's vs expected outcome, and if you think about how many ppl fail at "you must make 2:1"...

Just echoing what ducatista said. Kelly is problematic in a lot of ways, as is, as he points out, the scaling scheme. Some of that boils down to "how" you determine the side of a trade. Is it trend, momentum, reversion etc. Those will have you taking a different approach to how and when you...

Think that's a wrap for me, appreciate those who took a peak at the shuffle the last couple of weeks. ET is just a little too cynical/negative for me. People with well thought out ideas get bashed by the self-appointed know it all's and it's a bad look. Anyway, happy holiday's. Here's to a...

Roger that. People with strong STEM backgrounds aren't welcome here. Enjoy your little clique then...

Everyone owns a gun. Peaceful town. Just saying. :)

LOL... I actually got a good chuckle out of that. Prob for some of us "guns" are just an "always been that way" thing. I grew up on a huge farm, close to a town where everyone had a rifle in the rear window of their pick-up truck. I don't think I've ever not owned a gun since I was 12.

CD:MW was a blast, but you do not want to be a 53 year old trying to out twitch these kids. I got my k/d into positive territory, and promptly quit. I ain't built for that any more. For me (until just recently) The Division 2 was also a really good game. It's just gotten too grindy and my hands...

same situation here in AZ. I've been hanging on to the same batch of 9mm and 5.56 for ever... I'm dying to get to the range but don't want to blow through what I have as I'm not sure when/if I can restock. At least my guns are clean, really clean...

I'm guessing next time he won't bother to post shit for all the negativity he's gotten over a pick that actually made money.

Actually the only emotional take on this stock has been yours. You've made it clear over and over that you don't "like" intel. If you go back and read his first post he clearly felt the stock was a short term value buy. Nothing emotional about that. Why you so ornery all the time. You're like...

Nice work!

I still like this >50, but I do think we could put in a short term top here: Room to run over time Short term volatility/momentum may exhaust here (and it may not, just keep an eye out for stalling)

I'm pretty sure I just learned some new (important) here but I have no idea what it was. Just imagine me sitting at my desk with an old man OMG face...

Did you all buy that dip?

Pretty much this. The quant and data science community on the broad stroke is pretty open about what it does. You can find a lot of open source repositories on github and there are some pretty active communities with a lot of robust discussion (and disagreements) about what works and what...

No RS forecast this week. I got backed up finishing a new pipeline and I'm still getting those models out. They take about an hour each to run and I've got 13 to generate before the open. Gon-b a long night.

"I ran them on a demo account during 2020 and after optimizing them a lot... " tl;dr It's easy to overfit, if your optimaztion process was lacking at all, you might find forecast accuracy drops way off as soon at the regime drifts to something new. tl;still gonna read it... Just be super...