Here is an article with math stuff in it with time series. This has been a while since I sent something out. I am not sure how this will help. Maybe you can figure out it out by sending me your opinion.
Here is a summary of the article:
In this post, we covered fractional
differencing, in particular the fixed window fractional differencing variant
where we can achieve stationarity in our time series while minimizing
information loss. On time series with millions of data points, fractional
differencing can be computationally expensive, hindering rapid experimentation
or real-time deployment. We show, through RAPIDS cuDF and numba, we can achieve
100x to 10000x speed-up depending with links to various implementations from
easy (100x speed-up) to more complex (10000x speed-up).
“There is tremendous hype and very few people have a track record,” Lopez de Prado said in a phone interview. “It’s not helpful.” Finance quant of the year said
“My ambition has always been to help modernize finance and
offer disruptive solutions to investors,” he said. “The best way to do it is
with my own set-up.”
The problem is, computer-powered strategies are struggling
to live up to the hype,
His diagnosis: Fund managers are routinely throwing data at
a robot without forming a theory. If a backtest suggests investors should snap
up stocks on a given day of every month and sell them a number of days later,
only a joined-up rationale for the trade will work in live markets.
“Without this theory-ML interplay, investors are placing
their trust on either toy models or high-tech horoscopes,”
“It’s not natural in finance, right? The history of finance has been that discretionary portfolio managers used to run the place,” he said. “And these firms fitted quants as if they were discretionary PMs.”
Everything in commodity looks severely flat or in decline today according to this Oanda CFD data. Should we be worries about the long terms outlook. Gold may have some long opportunity but crypto appears to be best asset class right now ]
If you want to limit your daily loss or retain your peak profit for the day, you will need to follow this method with an automated strategy bot. If not, you will have a very volatile equity curve which is what you don’t want. I would think you will need to do this to achieve your equity curve goals. Let me know via social or email that your want this 45 minute video.
Do realize the concepts used are from the this Python trading course I developed
Daily transaction track record with latest position real profit & loss (PNL) which is daily. From previous day since midnight to midnight daily in Eastern Standard Time.
Trading History webinar Sep 23/2019
What to Expect with Transparency
All positions in a log are presented as well.
Measure win and loss ratio with Summary of profit (no leverage
or margin used) with Rate of Change percentage used of each positions.
ALL trading gurus should show this regardless
Choose 3rd party journaling sites including
TrueFx (for forex) or CoinCompare (for crypto currency). Both connect directly
into your trading accounts.
When transparency is proven so expect this
Once all steps are demonstrated with track history showing
decent/trending equity curves (e.g. most
days trading > 50%) with solid CAGR (compounded annual growth rate), expect
to pay VERY HIGH access fees since this type of service is now considered
PREMIUM service. Reasonable rates would include $500 0r even $1K/month with mininimum
work ethic expected and account balance e.g.$250K NET and LIQUID!
Essentially not for
Do Not Fall for from Other Trading Gurus
Those who are bragging about regulatory listings. They still
can be scammers with even just a slap on the wrist. Look for above expectations
with DAILY track track record with all position log you can match again.
Are they technologist (e.g. coders) who understand the
markets in a modern way? Understand over 1/3 of large investment firms like Goldman
Sachs are technologist or computer engineers. They only hire these type of
folks as coders now. Any other way are complete dodo or dinosaurs teaching
useless content that has no relevancy in modern trading. Also, we have not
mentioned the future of impact of Machine Learning/AI on today’s trading firms.
Just ask Virtu/Jump/Domeyard/Two Sigma
Winning forex #trades for last few with track record posted
This is after fixing bugs in this daliy generated report off my site. This includes somes winning forex trades wtih no leverage (for testing) https://quantlabs.net/academy/mbm-crypto-trading-track-record-dashboard/
So far everything has been profitable since the forex markets are cooperating. Also all market data comes from Oanda
Join this service before the 50 % price increase coming in days. It includes a custom Metatrader 4 Expert advisor and live signals.