3 ms·
Agreed that this isn't worth much as a legit trading algorithm. That is the framing I was given to the puzzle. With how fast this answers the question of the
by taeric 4y ago
Agreed that this isn't worth much as a legit trading algorithm. That is the framing I was given to the puzzle.
With how fast this answers the question of the boolean linear program, I suspect it could be used for some neat tricks. That said, if you try to make the decision diagram smarter, it tends to explode in size. (At least, I think it does?)
- deleted 4y ago[deleted]
- fedeb95 4y agoFor size I read there are ways to reduce and/or compress BDDs in literature. As for trading, I get this is a neat programming exercise, but maybe it's better to put in the article a disclaimer on it not being a real trading strategy? Set aside skepticism on trading strategies as a whole.
- taeric 4y agoYes, variable order, in particular, can have a dramatic impact on size. With just 5 nodes per day, I think this may be hard to make smaller. I got lucky with not having to reduce this one after I create it. Got a lot of feedback yesterday, but house was without power, so couldn't update post before we left. Will try to get some updates in when I'm back home in a few days. Biggest one is to more clearly label this as a toy problem.
- MuffinFlavored 4y agois there even such thing as a publicly available/known "trading strategy" that actually wins more than it loses?
- fedeb95 4y agoWell, some claim to have it. I think it can be true, until it isn't