kut2k2
Registered: May 2005
Posts: 3153 |
11-04-12 01:22 AM
Quote from ssrrkk:
LOL, this is not a competition for the smallest number of training points.
Of course not. I'm merely curious about how many data points your system requires to take off. Presumably there's some minimum.
Quote from ssrrkk:
My current interest is not in completely empirical models. I'm focused on models based on known or defined relationships between instruments. So the amount of training or fitting is really not that important; in fact you might argue that everything could be derived completely theoretically -- however some amount of training is required for deviations from theory or as shortcuts. For example, everyone knows the theoretical relationship between an option premium and volatility, that kind of thing, but applied to other instruments, e.g., ETFs and Indices, their components, their volatilities, options and futures prices, etc.
So does your system allow directional trading or single-instrument trading?
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