Mathematical trading

[t.roland]

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.

Who cares about the live trades ? It's all about live trading. You really made my day. Not to mention about this non sense ' It would not matter to me even if someone's method did not work as long as their math made sense''. I am 100% you are not a profitable trader/investor.

 

[IFeelFree]

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.

As I explained, I'm not going to reveal the ETFs I'm trading. I've shown plots in:

http://www.trade2win.com/boards/tec...itrage-vs-traditional-technical-analysis.html

including the cumulative returns over 4 years of backtesting, and I plan on showing the 1-year results of live trading in September.

What you've shown is a half-dozen trades you made in the past couple of months that appear to show a $7703 profit from a starting cash balance of $43,560. Great, but for all we know you might have had poor results for the prior 6 months, and you just had a lucky streak. We can't even be certain if it was your account or that you used this "complex mathematics" to achieve this. Also, backtesting results are not the same as live trading. In any case, how is showing us the trades that you made in the past of any use to anyone here, if you don't tell us something about how you achieved it?

You say you took out a short Euro position today at 1.13253. Are you suggesting that others could duplicate your trade? If you post when you close that trade and it is profitable, I'll give you credit, especially if you can document that (and do it repeatedly). However, unless you can sustain your profitability, you might just be having a little beginner's luck.

 

[t.roland]

@hhiusa and regarding this ''If you have truly created something so spectacular, you should not worry about people learning it. You should want people to learn it.'' you are very much wrong.But I tell you what.I paid 30.000 EURO for tick by tick historical datas in order to make highly accurate EA.This was for the Long EU EA but I still use those datas for my new research.If you are ready to give me 30.000 euro(not to talk about months and months of work,just the datas) I am ready to give you that method and a detailed PDF about how it works. But I am afraid I am not that kind to share with people all those infos for free.It;s a matter of common sense.Or you asked Coca Cola for their recipe as well,to make your own soda as well.Just like good friends. Such mentality.

It costs me nothing to share trades,plenty of money for all to make.But from sharing trades to share the very method that generates trade is a long way.

 

[hhiusa]

Who cares about the live trades ? It's all about live trading. You really made my day. Not to mention about this non sense ' It would not matter to me even if someone's method did not work as long as their math made sense''. I am 100% you are not a profitable trader/investor.

You certainly know how to take it out of context. You asked for a live trade. Asking for a live trade is just a deflection. You cannot walk until you learn how to crawl. You have not shown that you can crawl. Tell us what types of math you are using. We can worry about profitability later.

Why do you keep deflecting? Just tell us what math you use and get on with it. I do not care about your examples.

 

[IFeelFree]

Hello Userque, yes I do use machine learning algorithms. It is needed to achieve higher levels of efficiency.

Higher levels of efficiency? Efficient in what way? Faster rate of learning/pattern recogntion? Faster running time?

You sure don't talk much like a mathematician. Is this just some "black box" neural network program and you have no idea what it's doing? Feed it with data, "train" it, and see if can predict profitable trades?

 

[IFeelFree]

...If you are ready to give me 30.000 euro(not to talk about months and months of work,just the datas) I am ready to give you that method and a detailed PDF about how it works...

Are you trying to get money from people here? That sounds really shady.

 

[t.roland]

As I explained, I'm not going to reveal the ETFs I'm trading. I've shown plots in:

http://www.trade2win.com/boards/tec...itrage-vs-traditional-technical-analysis.html

including the cumulative returns over 4 years of backtesting, and I plan on showing the 1-year results of live trading in September.

What you've shown is a half-dozen trades you made in the past couple of months that appear to show a $7703 profit from a starting cash balance of $43,560. Great, but for all we know you might have had poor results for the prior 6 months, and you just had a lucky streak. We can't even be certain if it was your account or that you used this "complex mathematics" to achieve this. Also, backtesting results are not the same as live trading. In any case, how is showing us the trades that you made in the past of any use to anyone here, if you don't tell us something about how you achieved it?

You say you took out a short Euro position today at 1.13253. Are you suggesting that others could duplicate your trade? If you post when you close that trade and it is profitable, I'll give you credit, especially if you can document that (and do it repeatedly). However, unless you can sustain your profitability, you might just be having a little beginner's luck.

You sure don't give up asking.I almost admire you for this.Almost.

 

[t.roland]

You certainly know how to take it out of context. You asked for a live trade. Asking for a live trade is just a deflection. You cannot walk until you learn how to crawl. You have not shown that you can crawl. Tell us what types of math you are using. We can worry about profitability later.

Why do you keep deflecting? Just tell us what math you use and get on with it. I do not care about your examples.

because you don't need to know,trades are free to be taken by any member of this forum.If you like the results you can continue,if not,not. Like eating at a good restaurant.If you like the food eat again but I doubt you will go in the kitchen and ask the chef what he did.Well,in fact I think you will go but I doubt you will find answers there

 

[hhiusa]

@hhiusa and regarding this ''If you have truly created something so spectacular, you should not worry about people learning it. You should want people to learn it.'' you are very much wrong.But I tell you what.I paid 30.000 EURO for tick by tick historical datas in order to make highly accurate EA.This was for the Long EU EA but I still use those datas for my new research.If you are ready to give me 30.000 euro(not to talk about months and months of work,just the datas) I am ready to give you that method and a detailed PDF about how it works. But I am afraid I am not that kind to share with people all those infos for free.It;s a matter of common sense.Or you asked Coca Cola for their recipe as well,to make your own soda as well.Just like good friends. Such mentality.

It costs me nothing to share trades,plenty of money for all to make.But from sharing trades to share the very method that generates trade is a long way.

So what you are saying is that you paid €30,000 for data that is either free or much cheaper than the price you are quoting. All you have achieved with this post is show your ignorance. Which markets are you investing in?

Coca Cola is traded on the NYSE. The NYSE only charges $1,500 per month, which gives you access to their historical data. Coca Cola's historical data is proprietary information and it is owned by the NYSE.

 

[IFeelFree]

You sure don't give up asking.I almost admire you for this.Almost.

Let me ask again: You say you took out a short Euro position today at 1.13253. Are you suggesting that others here could duplicate your trade? How else are we to benefit from what you are posting? What are you trying to achieve here?

 

[t.roland]

Are you trying to get money from people here? That sounds really shady.

If this is what you understand from my post.What can I say? Should I waste more time talking? The question is: how in the world can you understand that from my post? This type of understanding is for special people,if you know what I mean.

 

[hhiusa]

because you don't need to know,trades are free to be taken by any member of this forum.If you like the results you can continue,if not,not. Like eating at a good restaurant.If you like the food eat again but I doubt you will go in the kitchen and ask the chef what he did.Well,in fact I think you will go but I doubt you will find answers there

You sound like a cult leader. The restaurant analogy is amusing and ironic. fast food tastes good to many people but is extremely unhealthy. A customer asks what makes the food tastes so good. The fast food joint replies by saying that is proprietary. In reality, they do not want to say that what makes the food tastes so good is killing them. Why don't you want to say what is in your metaphorical food?

 

[IFeelFree]

Did you write this program yourself, or is it some commercially available machine learning program, and you're trying to adapt it to trading?

 

[hhiusa]

If this is what you understand from my post.What can I say? Should I waste more time talking? The question is: how in the world can you understand that from my post? This type of understanding is for special people,if you know what I mean.

If you are ready to give me 30.000 euro(not to talk about months and months of work,just the datas) I am ready to give you that method and a detailed PDF about how it works.

Your exact words. You just asked me for €30,000. That is why @IFeelFree thinks you are after money.

 

[t.roland]

So what you are saying is that you paid €30,000 for data that is either free or much cheaper than the price you are quoting. All you have achieved with this post is show your ignorance. Which markets are you investing in?

Coca Cola is traded on the NYSE. The NYSE only charges $1,500 per month, which gives you access to their historical data. Coca Cola's historical data is proprietary information and it is owned by the NYSE.

You have deep understanding problems.Very disturbing.I said anywhere I bought Coca Cola datas?I said about long EU(eurusd) EA (expert advisor). And despite common people may think those datas aren't cheap and aren't free. Check Olsen.com for more details about what historical datas means and what are the costs.Read twice before posting and make sure you understand what I say.For people who claim to be great at mathematics you sure don't look very sharp.Dont mind me saying.

 

[userque]

Hello Userque, yes I do use machine learning algorithms. It is needed to achieve higher levels of efficiency.

Thought so. Mind if I ask which? NN, SVM, etc. etc.?

I built a kNN from scratch.

 

[IFeelFree]

t.roland,

You seem awfully quick to criticize everyone who asks you questions, but you won't share any details that could substantiate that you are, in fact, a mathematician and know what you are talking about. Showing some trades doesn't make you a mathematician.

 

[hhiusa]

You have deep understanding problems.Very disturbing.I said anywhere I bought Coca Cola datas?I said about long EU(eurusd) EA (expert advisor). And despite common people may think those datas aren't cheap and aren't free. Check Olsen.com for more details about what historical datas means and what are the costs.Read twice before posting and make sure you understand what I say.For people who claim to be great at mathematics you sure don't look very sharp.Dont mind me saying.

I used Coca Cola as an example because you mentioned it. You are still deflecting as usual. You never even answered which markets you invest in. Which markets do you invest in?

I will say it again. Why did you pay €30,000? You overpaid! I don't care about whatever website you choose to post. You should get your information from the horse's mouth. In this case, that means the exchange that owns the information.

If you were trading any equity that is traded on the NYSE, it would not be that expensive. The exchanges own the data. NASDAQ OMX owns theirs as well.

 

[t.roland]

t.roland,

You seem awfully quick to criticize everyone who asks you questions, but you won't share any details that could substantiate that you are, in fact, a mathematician and know what you are talking about. Showing some trades doesn't make you a mathematician.

I took a short,i shared that trade and people are free to take the trade in their accounts that means duplicate.I don't mind.But from sharing the trades to sharing the methods or things about the method is a long way.You don't see the difference between these 2 simple things?You said you are one hell of a mathematician,you cant see the logic difference?I have enough money,i don't need some stupid fees for my trades like you may belive.You can see my trading balance both in FX and in shares.i think I will survive without selling the trades.

 

[t.roland]

I used Coca Cola as an example because you mentioned it. You are still deflecting as usual. You never even answered which markets you invest in. Which markets do you invest in?

I will say it again. Why did you pay €30,000? You overpaid! I don't care about whatever website you choose to post. You should get your information from the horse's mouth. In this case, that means the exchange that owns the information.

If you were trading any equity that is traded on the NYSE, it would not be that expensive. The exchanges own the data. NASDAQ OMX owns theirs as well.

In what world you can trade EurUSD on NYSE?You seems a bit confused here.Why did I paid?For accurate datas from 2000 to 2014. 600 Gb worth of datas tick by tick.

I invest in FX(I tought is was clear since I said EURUSD) and you are supposed to be a trader.You should know what EU means and in which market it belongs.And US shares,you have my open trades on this very topic,search and see.