Astrological Machine Learning for Astronomical Profits

Discussion in 'Strategy Building' started by ph1l, Jul 21, 2019.

  1. fan27

    fan27

    Man...that name is awesome and thanks for the kind words about FasterQuant!
     
    #11     Jul 22, 2019
  2. ph1l

    ph1l

    Even though the training data spanned more than 55 years, I'm not too surprised a genetic program strategy with so many inputs could show good results after training.
    upload_2019-7-23_9-10-37.png

    So with six independent models trained on the same data, I ran a test on an out-of-sample period of 1238 input instances for 1957-12-26 through 1962-11-23. Independent means the random number generator used for the training has a different sequence. When 3 or more of the top 7 rules for any of the models had a signal, the simulated number of trades was 266 with 125 wins (a win is greater than 1.6560 percent gain) and had a mean gain of 100 * exp(1.2726 / 100) - 100 == 1.2807 percent.

    For this test period, the mean gain for trades taken on all days was 100 * exp(0.519945877769271 / 100) - 100 == 0.5213 percent. The test results were significantly better than the mean result for the entire test period. So maybe this type of system is almost usable.
     
    #12     Jul 23, 2019
  3. ph1l

    ph1l

    #14     Jul 29, 2019
  4. Sprout

    Sprout


    With the monkey meme, you might enjoy the concept behind -

    https://libraryofbabel.info/
     
    #15     Jan 5, 2022
    ph1l likes this.
  5. ph1l

    ph1l

    I guess that way would save a lot of monkey chow and typewriter ribbons.

    But if the library was ever completed, this might happen.:)
     
    Last edited: Jan 5, 2022
    #16     Jan 5, 2022
    Sprout and fan27 like this.
  6. Overnight

    Overnight

    Not only have you confused many readers here with the concept of "typewriter ribbons", but then you introduce the concept of how God could not kill the universe because of physics?

    You are a crazy man.

     
    #17     Jan 5, 2022
    ph1l likes this.
  7. Shax

    Shax

    #18     Apr 22, 2022
    easymon1 likes this.
  8. Shax

    Shax

    #19     Aug 14, 2022