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The Strategy Development Process for Rules Based Trading Systems


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The Strategy Development Process for Rules Based Trading Systems

  #11 (permalink)
 centaurer 
south africa
 
Posts: 169 since Dec 2018

I am pretty much at the point of throwing everything in the garbage and starting over with machine learning based systems.

I think at some point you have to face the reality that your brain is optimized to find patterns in 3 dimensions/2 dimensions, doesn't even work in 5d while a ML algorithm sees no difference between 3d and 1000d.

Tons of trap doors to get through with learning ML though, not the least of how much you read how it doesn't even work in finance.

This job post was a real "duh" moment for me
https://www.rentec.com/Home.action?index=true

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