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| visits | member for | 1 year, 6 months |
| seen | 2 days ago | |
| stats | profile views | 79 |
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2d |
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Add transaction costs to prediction so actually, I'm thinking about something like profit = pred*d_price*(1-trans)^2 - abs(pred)*trans - abs(pred*(1-trans)/(1+d_price)*trans but I'm not sure |
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2d |
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Add transaction costs to prediction also, wouldn't the initial potential profit be something like pred*d_price*(1-trans)^2 and then you add the rest of the terms? That's because you not only just pay transaction costs, but the potential profit you can make is also reduced. |
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2d |
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Add transaction costs to prediction Yes, but if you were to trade the second time only with what you have left from the first trade, that's pred*(1-trans) amount. |
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2d |
awarded | Commentator |
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2d |
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Add transaction costs to prediction in addition, if pred is negative and d_price is positive, then - pred/(1+d_price)*trans will be positive thus you get additional profit from transaction cost? This doesn't seem right. |
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Add transaction costs to prediction So what I'm confused about is does the first transaction cost affect how much I pay for the second transaction cost? Because the second time I'm not going to trade pred amount but rather pred*(1-trans) so do I need to take the transaction cost of that? I may be wrong. |
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Add transaction costs to prediction edited tags |
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2d |
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Add transaction costs to prediction @Freddy I've made some amendments. See if it is clearer now? |
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revised |
Add transaction costs to prediction added 791 characters in body |
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2d |
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Add transaction costs to prediction @LouisMarascio the question is by how much |
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2d |
asked | Add transaction costs to prediction |
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May 7 |
comment |
How to normalize technical indicators for machine learning? @John what would be a right approach? |
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May 7 |
asked | How to normalize technical indicators for machine learning? |
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May 6 |
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How to incorporate technical indicators into neural networks? Do you first calculate the indicator and then normalize, or normalize and after that calculate TA on the normalized data? |
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Apr 24 |
awarded | Nice Question |
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Feb 8 |
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What stock market indicators to model based on twitter feed? @chrisaycock I appreciate that you still actively practice cyber-bullying even on matters that happened one and a half year ago. Would it be possible that you go waste your time elsewhere and let me post a single question on this site without you instantly deleting my account? This is not your personal club, you know... |
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Feb 8 |
awarded | Editor |
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Feb 8 |
revised |
What stock market indicators to model based on twitter feed? added 248 characters in body |
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Feb 8 |
asked | What stock market indicators to model based on twitter feed? |
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Nov 18 |
awarded | Yearling |
