Regression in machine learning is just statistics. All of the algos fit themselves automatically to the data. It does take trial and testing and probably requires innovation for success. Some people take years to get the concepts.
If you want to really understand it I would suggest Linear Algebra and Multivariable Calculus which you can learn on MIT OCW. Good luck :)
(At least in financial markets)
The most important things to learn are:
- Machine Learning.
- String/Lexical Analysis (reading news articles automatically for trading info)
- Mathematical Statistics
- Quantum Mechanics and Relativity (Really useful in terms of its thinking, using unknown inputs to gain definite outputs)
- Multivariable calculus
- Differential Equations
- Linear Algebra + Optimization/Operations Research.
Woah thanks. I'm doing Engineering so I'll be covering those anyway
I do machine learning in my dayjob, and I have a finance degree, but I've never tried Algorithmic trading.
Is it trying to predict small pricespikes and make money there?
Or is it trying to predict the drift direction and make money that way.
Or does it use some wacky option arbitrage?
Or does it use triangular arbitrage?
Something else?
Any good resources on trading algorithms?
Youre an idiot troll who doesnt know how volatile crypto is. Enjoy your net loss.
Obviously I'm in the business so I can't tell you all the secrets, but the basic idea is that you use various established ml techniques to project a confidence interval of the price as far as necessary into the future and arbitrate the difference.
Thanks bro have a good day
>misplaced semicolon
>lose all of your money overnight
>arbitrate
why the fuck do you niggers use such awful vocabulary to obscure meaning and then claim that "you gotta keep secrets". you can talk about your shit in plain sight and nobody will understand