Re: : Hi

  • From: <orichih@xxxxxxxxx>
  • To: <theseancarrington@xxxxxxxxx>,<cpt-fgc@xxxxxxxxxxxxx>
  • Date: Mon, 03 Feb 2014 14:16:08 +0000

Hi all im new in group lin infite me hope 2 hear and c more of u all

Sent via Nokia Email

------Original message------
From: Sean Carrington <theseancarrington@xxxxxxxxx>
To: <cpt-fgc@xxxxxxxxxxxxx>
Date: Monday, February 3, 2014 4:10:56 PM GMT+0200
Subject: Re: [CPT-FGC] Re: Hi

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 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.
>>>>> //

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