I don't really distinguish those cases the way that you do. Especially with respect to the thread. When people on the forums say that backtesting...
Since you are on the topic of ML. Few in ML would approach testing in the "tweak/test/fail, tweak/test/fail, tweak/test/fail, tweak/test/success!...
Thanks for sharing those. Can't really speak to the UHF, as I don't have much experience there. Something like a pattern though, I would think...
Backtesting is absolutely a research tool. If it helps, remove the word back, and just think about testing. You should run tests over data to...
I think we all grapple with these thoughts over the years. Most of introductory time series modeling requires conditions of stationarity in order...
I actually see that as using a bayesian approach to statistics. Maybe not as formal, but still utilizing some form of statistics there. I can't...
I would say that it's when you 'think' you have a true edge that lots and lots of testing begins. You are trying to find out where it could break...
Here's some results of a system that was praised and written about in various blogs right up until about late 2014. The indicator was first...
It comes down to whether or not rules can be coded. ML can replicate pretty much anything you want, given that the input/output decision/response...
Worse than pointless... it's very misleading. Like showing a single outcome of a coin toss equaled heads, as if that implies something. Some of...
You don't prove or disprove anything by showing anecdotal chart examples. You start by tabulating contingency tables and probabilities over large...
I recall reading that they use bitmap to values of images of the charts, which are simply a matrix of (binary for black and white, 256 for RGB)...
Here's a slightly alternate version of the paper posted. https://arxiv.org/pdf/1912.01708.pdf I'll take a stab. My initial takeaway, is that he...
Just looking at that paper raises several flags, and makes it not really worthy of continuing (other than academic theory)... Some examples 1)...
A moving average model is not necessarily bad or good, it is just a model. One could argue that how you use a model is more significant than the...
Very, very informative book for those of us who have always felt like outsiders. Amazon sold out on release day, and I had to run to a local...
From a mathematical and signal processing perspective, Left has a higher signal to noise ratio... Right has a steeper slope... From a financial...
So, the GA is likely generating random continuous parameters with a granularity less than your step size of the brute force generator. The fact...
Genetic Optimizers usually work by randomly seeding and selecting populations. You should not expect results to be exactly the same each time. If...
OP. Interesting work. What kinds of research of his did you find practically useful? Just looking at the Hudson presentation slides, shows Equal...
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