Though I don't like stock, he's right. You can't learn how to play the lottery, but you can learn how to trade. I think chances favor you if you pick trading over lottery.
very interesting thread...I've been using TS historical data for backtesting. Does EL have similar bugs to NT when it comes to looking at future data when performing optimizations? I've received a couple of compiler errors when I had similar issues with an index attemping to get out of my training window, but I wonder now if it is truly robust.
I remember reading about that forward looking error and thought that was a major oversight. I have written code using EL just to see, and it would fail to verify saying it tried to reference future data.
23 pages and nearly half an hour and end result is not even peanuts! I have never been conned so bad before Next time such threads I will start from the last page to make sure signals are being posted atleast.
There are randomized betting algorithms for lotteries and there is a group of PhD's that have won over 7 jackpots using them. Most people don't realize genetic algorithms are guaranteed to find the most optimal solution after 250,000 iterations because that is the number of dimensions it might take to solve the 10^50 possibility genetic opt. Research shows between 200,000 and 275,000 genetic optimizations are enough to do practically any genetic algorithm datasets that find solutions more unlikely than your existence.
There was an interview on CNBC with a man that worked with a group of folks building lottery gambling systems, and his group has won more than 7 times. Saw it on CNBC on TV. The interview described what I said in detail, but if you look at cnbc.com I'm sure they have an archived video of that interview somewhere.
I think I read that. It wasn't like the big lotto with the numbers on the balls, though; I think it was scratch card lotto. They still won 6 or 7 figures.