Re: [CPT-FGC] Re: Hi
- From: Ryan Williams <ryan820509@xxxxxxxxx>
- To: cpt-fgc@xxxxxxxxxxxxx
- Date: Mon, 3 Feb 2014 17:48:13 +0200
*LOL*
On Mon, Feb 3, 2014 at 5:47 PM, G B <sigma.g19@xxxxxxxxx> wrote:
> Oh really? Well, that is fantastic for him.
>
>
> http://www.youtube.com/watch?v=Af2rvOlj9UU&list=TLdtb2v_jT08cWTtKOtqvXos4PlUSqetF7
>
>
> On Mon, Feb 3, 2014 at 5:21 PM, Ryan Williams <ryan820509@xxxxxxxxx>wrote:
>
>> 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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