Victor
Hi guys, I just want to say hello :) I am a spanish computer engineer, focused on machine learning and trading. See you around!
(4214 days ago)
Location: Girona, Spain
Skills:
About me
Computer Geek. Algorithmic trader
- Victor commented on the file simple_fractal_HP Picture
- Victor commented on the blog Nice post on Machine Learning Trading
- Victor published a blog post Nice post on Machine Learning TradingComments
- Victor 4213 days ago
And here is another good explanation of a trading strategy using Neural Nets. Consists in predict average crossovers rather than prices:
http://www.futuresmag.com/2013/03/26/casting-neural-nets-into-modern-markets
- JohnLast 4211 days ago
I think that the prediction is a wrong paradigm regarding trading. What is necessary for surival is the robustness of the solution.
How to protect yourself from data mining bias, that is a big question ;).
Some interesting ideas:
http://www.engr.wisc.edu/ece/faculty/barmish_ross/ifac_trading_barmish.pdf
http://beathespread.com/blog/view/16854/optimization-of-trading-strategy-is-there-something-wrong-part-2
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