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seen Nov 26 at 12:22

Jun
5
comment Risk prediction based on financial statements
Z-metric might be what I'm looking for because my data concerns small private companies that are not listed on the stock market.
May
16
comment 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
May
16
comment 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.
May
16
comment 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.
May
16
comment 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.
May
16
comment 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.
May
16
comment Add transaction costs to prediction
@Freddy I've made some amendments. See if it is clearer now?
May
16
comment Add transaction costs to prediction
@LouisMarascio the question is by how much
May
7
comment How to normalize technical indicators for machine learning?
@John what would be a right approach?
May
6
comment 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?
Feb
8
comment 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...
Nov
18
comment Can social media be applied to algorithmic trading?
@SCVirus Thanks, actually I'm doing a PhD in NLP. Unfortunately, a moderator decided to delete my account....
Nov
8
comment Can social media be applied to algorithmic trading?
I've found this paper from 2003 freepatentsonline.com/y2003/0135445.html