I have been using Amibroker AFL for several years but I have never used the latest matrix features. What are some applications that can make use of matrices in Amibroker?
What are some applications of matrices in Amibroker?
- Thread starter helpme_please
- Start date
Not familiar with Amibroker (besides their ET ads) but, re matrices in general:
Very big in arrays of data -- dealing with seeking parameters of movement in that array. (Think: "multivariate regression")
Also, in any sort of cohort analysis (actuarial/insurance data):
Take any probabilistic function you can think of -- option inventory and holding periods. Look at that phenomena over time, over "cycles" of whatever qualifies as a "generation", for example.
Bingo: matrix time!
Want to get your Kelly Criterion/Trade Expectancy riffs down right? Whip a little Markov on it.
Yeah, boss!
Very big in arrays of data -- dealing with seeking parameters of movement in that array. (Think: "multivariate regression")
Also, in any sort of cohort analysis (actuarial/insurance data):
Take any probabilistic function you can think of -- option inventory and holding periods. Look at that phenomena over time, over "cycles" of whatever qualifies as a "generation", for example.
Bingo: matrix time!
Want to get your Kelly Criterion/Trade Expectancy riffs down right? Whip a little Markov on it.
Yeah, boss!
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Hi. Helpmeplease. I scanned the AB website and saw the matrices description. I don't think that is a new feature- AB has , at least when I started 5-7 years ago, been an array based language so I don't think we need to re-code our AFL formulas. When I started programming, it was strange how simple it was (not needing loops too much) and how fast the scans worked.