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  1. J

    Machine Learning Algo for Trading

    Orange is a great package....free, highly visual, unless you really like writing thousands of line of code.
  2. J

    RSI vs Wilder's RSI Calculation

    The qualification is predictive capacity in the sense of an objective predictive model in the terms of formal analytics. I have no doubt that those still making trading decisions manually have found helpful TIs.
  3. J

    RSI vs Wilder's RSI Calculation

    You might consider a bit of study in physics or related fields but the short answer is to decompose the waveform (market) into it component forces: sort, long term, trend, reactive impulsive, random noise, then forecast each of those (the ones subject to predictive modeling) and then merge the...
  4. J

    RSI vs Wilder's RSI Calculation

    Yes, that is correct....however if you are using SVM, Deep Learning, nets etc. tossing in both can't hurt as the analytics process, at least with SVM, will tell you which works best. The use of raw TI is in essence a religious ritual similar to lighting a votive candle to Saint Joseph....not...
  5. J

    RSI vs Wilder's RSI Calculation

    For those wanting a more advanced approach than RSI to waveform analysis: http://www.vallen.de/products/software/wavelet
  6. J

    RSI vs Wilder's RSI Calculation

    It might be of interest to know that Wilder's RSI when analyzed statistically over decades and dozens of markets has been shown to have close to zero capacity to predict future market behaviour. However the RIS does generate some really cute wavy lines on the computer screen. On the other hand...
  7. J

    Can you reverse engineer a trading strategy by just looking at trades?

    I would never admit to knowing anything about any mathematician from a from a leading university who after lecturing about the theoretical basis for using new methods, paradigms, software systems in a systems approach to automated investment management, to the point of becoming something of a...
  8. J

    Can you reverse engineer a trading strategy by just looking at trades?

    Such trading systems are not done by traders making decisions and trading but by advanced and very specialized software like SVM and DL. Those that do exist are not discussed on Elite Trader...or anywhere else publically.
  9. J

    Algorithms for sale

    You can buy new algos on eBay for $9.95 a dozen from this company that has them made to order by slave labor in Burma....hell of a deal. Plus they are guaranteed to make you rich. The only reason they are selling them so cheap is that Jesus told them to share them for the good of humanity.
  10. J

    Can you reverse engineer a trading strategy by just looking at trades?

    Certainly this can be done using either GA algos or Brute Force algos. The reason it is only moderately difficult compared to problems addressed in other domains is that there are so few variables that define the market: you have price and you have time. Everything happens at a price/time point...
  11. J

    Algorithms for sale

    It makes it more exciting.......plus there is a secret handshake and the password is Cambrige
  12. J

    Algorithms for sale

    You might try selling them in the AlgoStore on eBay.....they have some great algos only slightly used by a little old lady trader in Fresno for only $5.99 plus postage.
  13. J

    Algo trading : 150% return/year. Now what is the next step ?

    The future depends on a bunch of stuff: Is your system static or a dynamic model that learns and adapts to new information in the market (NN,SVM, DL, etc)? Static systems get stale and die out over time so I would make as much money using OPM (other people's money) as fast as possible. Systems...
  14. J

    Neural Networks Revisited

    I is important to remember that a human can only effectively make a judgement by considering about 7 things max. Give a person 100 factors and they sit there and sputter all day. I am not sure about a DL but give a SVM 3000 things and it will come back to you after 30 minutes of training with...
  15. J

    Neural Networks Revisited

    Now that you mention it there would be two effects. In stocks everyone agreeing would cause prices to rise and in time create a huge bubble...which would after a bit burst like housing in 2008. In zero sum markets like forex and futures if everyone is going long the models run by the big players...
  16. J

    Neural Networks Revisited

    "Yeah, that would be interesting to see what would happen to the markets if all ML secrets held by any and all parties were suddenly made public and all traders were all using the best possible technologies to trade with. Such a scenario would probably tear a hole in space-time. :) But would the...
  17. J

    Neural Networks Revisited

    I would say you have an excellent system as the results in terms of PF as in line with the best of what I have seen or participated in creating.
  18. J

    Neural Networks Revisited

    Very true.....I should have said that is true in corporate grade software. Large global corporations can ill afford the risk in a process worth significant corporate $$$ of a decision made by a human in a bad mood in cubicle 4237 in sub-basement 3 in the Hong Kong data center, and so will opt...
  19. J

    Neural Networks Revisited

    On the 3 million cat images...keep in mind that if one had a somewhat magnified photos of the cat's whiskers clearly showing wisker attachment area in the face to tip a not too sophisticated model could likely identify a cat from a dog, racoon, etc from whisker length variation, density, angle...
  20. J

    Neural Networks Revisited

    Yep, a sure sign they can make more money selling it than they can trading it. A bit more expensive version of the special DVD of 30 Secret Trading Strategies that are guaranteed to make you rich for only $299.95 plus shipping.
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