hhiusa
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What are the PhD level mathematics that you are using?
Mathematical trading
- Thread starter t.roland
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What are the PhD level mathematics that you are using?
T
t.roland
I already gave a example, I won't give any more details.
hhiusa
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Nobody is asking for the formula to your secret sauce. mathematics is a huge field. I am not looking for an example but the fact that you said PhD level mathematics has piqued my curiosity.
Time series analysis and geometry? Not much of a description. My feeling is that if the math is that "complex" nobody here is going to be able to steal your method anyway. How many traders can do Ph.D. level math? It's the same reason I have no reluctance to describe what I'm doing in some detail. I know that few people have sufficiently sophisticated math ability to implement such methods. I'm currently exchanging emails with a very sharp fellow from this forum, but he's struggling to implement a similar approach to mine. The devil's in the details.
On the other hand, I won't reveal which ETFs I'm trading because I consider that proprietary. If someone does have knowledge of statistical arbitrage, I don't want them trading the same ETFs I'm trading.
I can't help but wonder if your simplistic description of your methods is a smokescreen for your overhyped "complex mathematics", which may just be "curve fitting".
Impress me with your knowledge.
I think he's a phony.
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t.roland
Think what you want,people often behave like you when they don't get what they want.To be clear again: Nothing about my trading method ,besides trades (which is more than enough ) will be revealed.Not what I use,how I use or other friendly talking about the strategy. If you have your own strategy good.If you wanna share your trades,good as well.
I already provided proofs of my work and my results both in Fx and shares.Time series analysis is not much of a description? I don't know how many traders can do PhD math and you don't know either who is reading this forum,i don't care to know as well. My work is only for my eyes. If you share details about what you do go ahead.That means 2 things: either what you have is not good and you didn't spend a lot of time and money to make it or you are a really really good person. For me it's this: a lot of time spent, a lot of money in datas and not that much of a good person. My kindness limit is on trades sharing because it costs me nothing to share some trades. But hints about the method? Are you for real now?
If you wanna test,test it,if not,not.There are demo accounts to test my trades or really small trades in real accounts like 0.01 for 10k is really nothing. But don't feel free to trash talk. If you have nothing good to say,better don't say it.
hhiusa
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Speaking of typical but Haviar you are a little too defensive for someone who supposedly does not care whether we believe you or not. Secondly I asked you Soli to name a type of mathematics you were using. You should not have to say "complex PhD level math". When you tell us what type of mathematics you are using we will know that it is do you have a math. The fact that you cannot even do this much is why people are questioning you.
People also ask questions when they are interested not just to berate you. The fact that you were insulted by peoples questions is also very telling.
hhiusa
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I concur. When someone says they are performing time-series analysis, it is like responding that you were having dinner when someone asks you what you are eating. That is about as vague as it gets.
@IFeelFree
I would be open to talking about "PhD level mathematics" with you even if not about your algorithm.
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t.roland
So you do belive that my one example of what I use: time series analysis is not complex enough? Interesting point of view this is. Allow me to provide this Wikipedia link:
https://en.wikipedia.org/wiki/Time_series
If you think this is child play, well...what can I say. Nothing else to say. Maybe that guy was right,no real matematicians on the forum.
hhiusa
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Who said time-series analysis was child's play? Nobody! You were grasping at straws and being too defensive.
Providing a Wikipedia link shows just how little you know about mathematics. It's like saying here look at this link and do my work for me.
Wikipedia articles are usually several lacking in reference. They are barely one step above citing your grandmother.
I've known a lot of mathematicians and scientists in my career and you don't talk like one. A true mathematician could list the specific area(s) of mathematics he's employing without revealing anything significant. ("Time series" is way too general.) Also, you sound too evasive and too defensive. I just don't believe you.
I started a thread last October about my statistical arbitrage approach, a couple of months after I'd start live trading:
http://www.trade2win.com/boards/tec...itrage-vs-traditional-technical-analysis.html
If all goes well, I intend to update with my 1-year results next September. I figure a year of live trading should give some indication of how well the method works. So far, I'm on track for >50% return and <10% drawdown. I've attempted to answer any sincere questions. There weren't that many because most traders don't have the math chops to delve into this stuff.
A good mathematician is able to talk about his work without revealing anything critical.
I'm a real physicist with a strong math background. Challenge me.
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t.roland
Exactly,i know nothing about mathematics because I refuse to tell you what I do.I am sure many on this forum will try the trades and be happy with that.But some just want more.''How it is done''.I told you at the very start of this topic:what I do is not for debate not even 1%.Stop asking stupid questions and hope you will find something good for you to use.Wont happen.
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t.roland
I hope gravity wont apply to your account then.
I'm basically using Chen's mean reversion method (in his book, "Algoritmic Trading"), applying a Kalman filter to a cointegrated triplet of leveraged ETFs. (I'm also working on a 4-ETF version.) Lots of traders have done cointegrated pairs trading, but there are significant complications in upgrading to 3 or more cointegrated time series. I get about 40% yearly return with that method, but I've added a cointegrated vector autoregressive algorithm to modify the buy/sell signals and that has boosted the expected yearly returns to > 50%.
See my earlier thread that I referenced in a previous post.
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t.roland
Maybe you can share a live trade for people to take or a trading statement. Otherwise it's just talking, We are not the same. I talk nothing and show much. You talk a lot and show nothing.
You talk exactly like some guru,many words,complicated things to show somehow that you really do something when you don't. People with profitable methods don't publish books or share what they do.Dont you think?They make their money by selling the book not by trading.
hhiusa
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We have and you can even come up with a name for the type of mathematics you are using.
hhiusa
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Who cares about the live trades. It would not matter to me even if someone's method did not work as long as their math made sense. You haven't even talked about the math involved forget trading.
Your speech patterns are rather telling like saying your physicist instead of showing but you're a physicist. PhD level math is not a field it's a generality. Stop posting about the fact that it's PhD level. It is an erroneous detail.
Many people do in fact publish books about the methods they've created who trade as well. Why would you think they wouldn't. They aren't so concerned that people are going to learn their methods. It's all you care about is making money he would make plenty writing a book. If you have truly created something so spectacular, you should not worry about people learning it. You should want people to learn it.
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t.roland
Thanks for sharing. I hope the negativity here doesn't run you away.
Anyway, do you utilize machine learning algorithms?
Hello Userque, yes I do use machine learning algorithms. It is needed to achieve higher levels of efficiency.
