junkone, I can meet up pretty much any day if we’re meeting during the day, say lunch? It looks like Oshawa is about 44 mins away from my house...
As far as I know, there is no “group,” it’s just Trendguy telling people they’re not good enough to hang out with him :) I’m in mid-town, Yonge...
Should I include screenshots of your texts. You’re trading a single “micro” futures contract and act like you’re the shit around here. Get over...
Yes, you trade one market using TA and chart voodoo and yet you don’t think anyone else is a “real” trader, as if using chart astrology makes you...
Junkone, what do you trade? I have an automated futures system that trades roughly 40 markets using the IBKR API.
AI is a bit of a loaded term. Let’s focus on ML (Machine Learning) instead as I think there is less mysticism around it. The key thing to keep in...
Anyone up for meeting up this week? Friday perhaps?
In terms of minimum size, keep in mind what models like XGBoost are doing underneath. On each iteration, they are building a decision tree on your...
How deep were your trees in XGBoost? Also, I know that some implementations don’t respect a minimum split size, which is going to produce more...
I would love to meet-up with other traders in Toronto. I’m in midtown but can travel to wherever to meet.
When creating an ML model, assuming it is a supervised learning regression model (which is what you’re looking for in this particular case), you...
Your model is WAY too complex. 4 layers with 50 neurons each is over 10K parameters. How large is your dataset? You’d want to have thousands of...
GAT, That's an awesome blog post. I haven't done much with the impact of interest rates yet, but I've started to think about other...
I realize my reply above does not answer the original question (arguably it doesn't even touch on the original question). But, the original...
Interesting question. As mentioned by other posters, it's a tough one. There are some papers out there suggesting that reducing risk (volatility...
I think this depends on what you're trying to accomplish through the "iteration" over the contract months. If all you're trying to do is iterator...
My experience with letting VIX futures expire was not very positive :) My system missed some rolls earlier this year (due to a combination of...
Based on reading the blog post, I think I understand the approach of pooling gross returns but using instrument specific costs. My understanding...
GAT, Apologies if this question has been asked and answered already. I'm going through another iteration on my system -- this time...
Hello GAT and Everyone, I am yet another person who's running a system based on GAT's book and blog. Trading 39 markets (all USD based), at 16%...
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