Ahhhhh it all makes sense now the trouble you have had with me and the superiority and name calling. You're an acedemic random walker type. You believe everything is random therefore no edge even exsists for me to exploit.
do your accusations ever end? I don't recall ever saying that I use machine learning to interpret day trading charts and claiming to make money doing it. I simply said that your experiment proves nothing. Do you still think it does?
Trust me, I know his type, you won't ever win anything with him as he always has to be right and technically superior.
There isn't. That's the point ? Why do you think all the algo funds employ rooms full of PhDs ? Its not because "they can", its because they need to constantly adapt and refine their algorithms in order to retain the tiny miniscule little edge in the market. If you're playing with machine learning and algo-trading, then you're going to be fighting those PhDs. So if you think you can "write and forget" some magic algorithm you're much mistaken.
There is edge in market. The point is you can't find edge in charting, you have to do better than that. I already give you a lot of hints in this regards in my previous posts. I will not go any more further to disclosure this.
The market is not random, I know that for a fact. If you're going to make claims that something doesn't exist then surely you need to know what that something is...
Yes this is basic quant work, I have interns who do this better than coffee. I'm not saying that random numbers will go to 0, but the strategy of randomly buying and selling on a **real** market data set will not output any positive performance that passes statistical significance test. This is because real market data is not completely random. Try to randomly buy or sell on a random data and you should have a mean performance of 0.