Tag Archives: method

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Method

Zero-Math Intro Reference to Markov Chain Monte Carlo Machine Learning Approximating Methods Non complicated formulas to look at in this article
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I have this all explained in this video below

You can learn about:

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  2. Interactive Blocks API Bootcamp Workshop
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Further details:
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Query and reference:

I am a non profesional trader of futures (mini sp, …) and I use interactive brokers-TWS.

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What does ‘actual financing method’ mean?

What does ‘actual financing method’ mean?

Boy, I really get stupid requests like this one:

Dear sir I need actual financing method.

WTF I am supposed to do with this one. You decide. These are usually submitted by my contact form. In a nutshell, you want a more useful response  so I kind of need to know EXACTLY what you need.  Thank you

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Trading Method and Systems book review with impact on my programming and quant strategies

Trading Method and Systems book review with impact on my programming and quant strategies

This is easily mostly complete end to end book I have seen for these type of topics. I do talk about the impact this will have on my programming for the future

http://www.amazon.com/Trading-Systems-Methods-Website-Wiley/dp/1118043561

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anyone know of a method for determining market impact of a strategy? maybe a white paper?

anyone know of a method for determining market impact of a strategy? maybe a white paper?

 

Please see Algorithmic Trade Execution and Market Impact post on this page:
http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214230287/15

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Quant analytics: Can someone help me with the best method to transform a continuous variable to categorical variable

Quant analytics: Can someone help me with the best method to transform a continuous variable to categorical variable

 

Which logistic regression model do you intend to use? If binary logistic: just decide on a cut-point which separates the two categories. In SPSS, you can use the recode method which is available on the Transform menu, or do it via syntax.

If you create more than two categories, you might look at ordinal regression, which is an extension of the binary logistic model, but quite challenging to interpret. I assume your categories would be ordered, so

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I would urge caution and recommend you reconsider whether you want to really want to “bin” your continuous outcome variable.

 

Logistic regression is best applied when the two outcomes reflect distinct states (for example, has diabetes vs. does not have diabetes). If you took a continuous variable, like income, and binned it to “over $40k” and “$40k or less” you really don’t have distinct states … the difference between $39,999 and $40,001 is trivial.

 

If you are struggling with a skewed outcome variable, I recommend you consider these two alternatives before resorting to binning it:

(1) Use a generalized linear model and select an appropriate distribution (Poisson and Gamma are quite popular); or

(2) Try transforming your outcome variable (such as a log transformation) to see if that makes it “more normal”.

 

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Thank you all for your responses. Its very helpful

 

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You can generate a seq of cut-off points and then try to separate the continuous data to binary using the cut-off. Based on each logistic regression, calculate the AUC. Find the highest AUC and the corresponding cut-off. I think that cut-off may be the optimal one to classify your data into binary.

 

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Quant analytics: I want know best AI method for applying to stock market forecasting (financial time series generally)?and why?

Quant analytics: I want know best AI method for applying to stock market forecasting (financial time series generally)?and why?

I have no idea which method is ‘best’, but there is a good introduction to the main approaches in the book “data mining with r – learning with case studies” by Luis Torgo (I might have the authors name wrong). It is a great starting point of looking at the algorithms used, building simulations with them and evaluating their performance and then productionalizing the winning one.

It is not an exhaustive text by any means, but a great introduction. After this book, there are several others out there that are solely focused on stock forecasts.

 

 

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Cluster analysis method which allows a user to set constraints on the minimum and maximum number of cases per cluster?

Cluster analysis method which allows a user to set constraints on the minimum and maximum number of cases per cluster?

Does anyone know of a cluster analysis method which allows a user to set constraints on the minimum and maximum number of cases per cluster?

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In SQL Server Data Mining there is Microsoft Clustering Algorithm which has minimum number of cases as a parameter. Microsoft gives some references that inspire their implementation . May be helpful for you.

 

 

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