Comments on Max Dama on Automated Trading: Trading System Description

RR, Thanks. I think there are multiple core quest...

2009-05-28T05:43:19.057-07:00

RR,

Thanks. I think there are multiple core questions, all very important. This shouldn't be surprising since the industry is so competitive.

I read more than just a user's guide to LibSVM and of course the data is scaled beforehand.

Regards,
Max

Max, Data needs to be adjusted before placing the...

2009-05-28T02:39:56.303-07:00

Max,

Data needs to be adjusted before placing them into SVM engine. If you read documentation on libsvm, there is a note on importance of "scaling data" in beforehand.

http://www.csie.ntu.edu.tw/~cjlin/libsvm/faq.html#f407

Then you need to chose right data for inputs and for predictions. Obviously if you push garbage in the system input, you will get the garbage at the output. The system may even be learnt on the random data, but be unprofitable for trading.

I find that is the core question on what should be input data and what should be the output.

RR

RR, Those can be what you like. Whatever data you...

2009-05-27T05:34:31.067-07:00

RR,

Those can be what you like. Whatever data you provide, the system will learn patterns in it. I used multiple things for examples (macroeconomic time series, days of the week, months for seasonality, some fundamental data, indicators such as RSI, etc) and returns as targets.

Regards,
Max

Hi Max, I briefly looked into your code, but did ...

2009-05-27T05:28:42.808-07:00

Hi Max,

I briefly looked into your code, but did not find there what are examples and targes array. That is the heart of AI system. Could you please give an overview what are your entries and exits for prediction?

Thank you,
RR

Chase,You're right, there are no API commands in t...

2009-01-04T01:58:00.000-08:00

Chase,

You're right, there are no API commands in those files. I haven't written them yet. I'm going to screen and execute the trades manually until I'm very confident.

I've emailed you.

Regards,
Max

Hi Max,I was looking through your program and didn...

2009-01-03T22:02:00.000-08:00

Hi Max,

I was looking through your program and didn't notice where you have your API commands (I wasn't sure if you included those files). Are you using the ActiveX methods in Matlab to do things like places orders etc.?

If its possible I'd like to e-mail you some questions but I havn't found your address.

You can reach me at chase.slater@okstate.edu.

Thanks,

Chase

Yes, something quantitative- math, CS, or statisti...

2008-12-31T00:48:00.000-08:00

Yes, something quantitative- math, CS, or statistics and intended business.

Good stuff man. Are you double major?

2008-12-31T00:39:00.000-08:00

Good stuff man. Are you double major?