Re: [CPT-FGC] Re: Hi
- From: Ryan Williams <ryan820509@xxxxxxxxx>
- To: cpt-fgc@xxxxxxxxxxxxx
- Date: Mon, 3 Feb 2014 17:21:09 +0200
Ragna commented on one of the DBZ HD tourney vids, saying he could easily
have won the tournament as he used to play the game regularly *lol*
On Mon, Feb 3, 2014 at 5:05 PM, Ilitirit Sama <ilitirit@xxxxxxxxx> wrote:
> http://www.cs.utexas.edu/~pstone/Papers/bib2html/b2hd-GECCO06-trading.html
>
> Forgot to mention this interesting bit of research:
> http://www.nature.com/srep/2013/130425/srep01684/full/srep01684.html
>
> tl;dr: The higher the number of searches for specific financial terms via
> Google Trends, the greater the prediction of a stock market crash.
>
>
>
> 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 finance.
>>
>> 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:
>>
>>> @GB
>>>
>>> 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:
>>>>
>>>>> lol,
>>>>>
>>>>> @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> wrote:
>>>>>
>>>>> The first rule of Random FG club is...
>>>>>
>>>>> Gohan is a charge character. I know this because LB knows this.
>>>>>
>>>>> =========================================================================
>>>>> You are subscribed to the Cape Town Fighting Game Community mailing
>>>>> list.
>>>>>
>>>>> //www.freelists.org/list/cpt-fgc
>>>>>
>>>>>
>>>>>
>>>>
>>>
>>
>
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