RE: [CPT-FGC] Re: Hi

  • From: lindsey kiviets <lindseyak@xxxxxxxxxxx>
  • To: <cpt-fgc@xxxxxxxxxxxxx>
  • Date: Mon, 3 Feb 2014 14:16:01 +0000

Lmao wtf?

Date: Mon, 3 Feb 2014 16:10:56 +0200
Subject: Re: [CPT-FGC] Re: Hi
From: theseancarrington@xxxxxxxxx
To: cpt-fgc@xxxxxxxxxxxxx

I think I'm troubled. 
I might have cursed one too many times at the GM of Telkom Claremont. 

I was escorted out of the mall by security... *facepalm*. 
On 03 Feb 2014 4:02 PM, "G B" <sigma.g19@xxxxxxxxx> wrote:

"subjective prices" - I mean that they are priced subjectively... See DeBont 
and Thaler (1985)'s classic overreaction hypothesis, or google anything on 
herding, as a basic yet 'oh so' applicable example.

On Mon, Feb 3, 2014 at 3:52 PM, G B <sigma.g19@xxxxxxxxx> wrote:

Never heard of Peter Stone. Can you send me the title of the article or the 
pdf? I'd love to read it.

The reason why its frequently mentioned/used within the Hedge Fund industry is 
due to how rapidly HFs change, as can be seen in the quant meltdown of 2007 (In 
three days, you could've made R1 turn into R500, if you were at the right place 
at the right time). Testing for adaption here is extremely interesting, and 
saves you years of work. HFs is also the canary in the coal mine in world of 

You are spot on with the over-fitting issue. :-) I corrected this when I 
implemented mine. When using fundamental analysis, they'd implement like, 15 
different fundamental metrics, of which maybe 4 or 5 have any statical 
significance. In fact, certain researchers went to the extent of running a GA 
to select the variables for "best-fit" first... which is akin to data-mining in 
the sense that they are finding the best variables that fit with the given data 
BEFORE running the algorithm.

And yes, the evolutionary algorithm is trained using a data-base first, before 
it goes live. Typically, the GA selects the variables and the ANN is what does 
all the decision making. Having the computer decide what it should do for both 
is unwise, or at least, I think so.

Like I said, you put garbage in, you going to get garbage out, that is how it 
works with these black box machines, so yeah, people have used GA's before, but 
like we both mentioned, how you program it and I would is totally different, 
which means it would learn differently, just as we do. 

You also mentioned "Buy-Low/Sell-High" when there are economic shocks, which is 
a great strategy, sure, but stock prices will adjust accordingly anyway, so 
while they may be cheaper than usual, they won't necessarily be mispriced, 
which is what I'm interested in. I can't always wait for some kind of external 
economic movement to make money.

  As you've said, I don't want to match the market at all, else I'd go passive. 
Stocks are priced at the value that the market values it at and those are often 
subjective prices, more often than not.If I had a basic program to initiate 
buy/sell commands based on whether a
 stock falls below/above a certain price and expect it to earn money, 
I'd be a billionaire by now.

On Mon, Feb 3, 2014 at 2:29 PM, Ilitirit Sama <ilitirit@xxxxxxxxx> wrote:


I did some reading up on using GA against the stock market.  It seems some 
Hedge Funds use them already, but most of these funds are already defunct 
(probably not because of the use of GAs though).  Was that paper you mentioned 
by Peter Stone?  It answers a lot of the questions I had.  It seems the 
evolution of the ANN happens way before the data is run on live data.  Stock 
Market GAs also tend to suffer from "over-fitting", which is something I also 
mentioned.  They try to adjust to past performance in order to generate an 
expected result.  However, most GAs don't take into account random fluctuations 
in the result, so they fail miserably when they try to derive patterns from the 
data.  The best they can do is to try to match the curve, which of course is 
very bad.

On Mon, Feb 3, 2014 at 2:19 PM, Ilitirit Sama <ilitirit@xxxxxxxxx> wrote:

He needs to confirm the subscription.  The link should be at the bottom of any 
of the admins' messages.  Give me his email address.

On Mon, Feb 3, 2014 at 2:03 PM, lindsey kiviets <lindseyak@xxxxxxxxxxx> wrote:

@ilitrit , gimme th fgc link again please.i added Hilton myself , and it seems 
he is not added to the mails.
Date: Mon, 3 Feb 2014 13:59:14 +0200
Subject: Re: [CPT-FGC] Re: Hi

From: ryan820509@xxxxxxxxx
To: cpt-fgc@xxxxxxxxxxxxx

*lol* Guys will just have to put their cellphones where I can see em, or else 
:P Scumbaggery at it's finest :P
I'm busy editing the vids. Will start uploading soon :)

On Mon, Feb 3, 2014 at 1:55 PM, Ashraf Barendse <ashraf.barendse@xxxxxxxxx> 

The first rule of Random FG club is...

Gohan is a charge character. I know this because LB knows this.


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