3 ms·

I can assure the data is not shuffled and is ordered in chronological order (time series model). However at present I've only got training/validation splits an

I can assure the data is not shuffled and is ordered in chronological order (time series model). However at present I've only got training/validation splits and not an additional testing.

verdverm 3y ago
One thing you might try is creating some brownian noise and train on that. If you get really low errors it would be sus
- jzombie 3y ago
  Thanks for the feedback. Will try that. Been mostly using Keras Tuner and Tensorboard to slowly get to the point I'm at and have had some wild results in the process.
  - verdverm 3y ago
    The best test will be to run it against the real market, but without actual money. With results like that, I would not wager my dollars
    - jzombie 3y ago
      Yes, actually I was planning on training a separate model to determine buy/sell signals, using this prediction model as possibly part of a transfer learning process, and do paper trading w/ it to start w/.
      - verdverm 3y ago
        Fun story, my first market model (2003) was a simple feed-forward network trained using an evolutionary algorithm. This led me to LSTM and backprop, which required calculus, and pushed me to go back to college. I've been thinking about building something again, based in P/E ratio and some portfolio mgmt strats I used for a college paper. Got the best returns for the semester but only a C grade because the prof didn't like my mechanical approach. I'm all about removing the fear and greed from the decision making.
        jzombie 3y ago
        I started w/ an LSTM and wound up w/ a mixture of transformers, CNNs and skip connections.
        verdverm 3y ago
        I think my next attempt will be a handful of hand crafted rules on daily data. I'm definitely never going to try day trading scale strategies or try to pick good points intraday to buy. It should be resilient to the price difference over a day or two
        jzombie 3y ago
        > I think my next attempt will be a handful of hand crafted rules on daily data. I'm definitely never going to try day trading scale strategies or try to pick good points intraday to buy. It should be resilient to the price difference over a day or two Not sure why HN won't let me reply directly w/o replying this way at times.
        verdverm 3y ago
        When threads get deep, there is additional delay in the normal place you find the reply link. From what I understand, this is done because most often this happens when people arguing. If you click on the timestamp of the message you want to reply to, you can reply sooner, like I am here :]
        jzombie 3y ago
        Nice! Thanks for the tip. Anyway, I appreciate this conversation and am going to make some coffee.
      - deleted 3y ago
        [deleted]
  - deleted 3y ago
    [deleted]

I can assure the data is not shuffled and is ordered in chronological order (time series model). However at present I've only got training/validation splits and not an additional testing.

verdverm 3y ago

One thing you might try is creating some brownian noise and train on that. If you get really low errors it would be sus

jzombie 3y ago
Thanks for the feedback. Will try that. Been mostly using Keras Tuner and Tensorboard to slowly get to the point I'm at and have had some wild results in the process.
- verdverm 3y ago
  The best test will be to run it against the real market, but without actual money. With results like that, I would not wager my dollars
  - jzombie 3y ago
    Yes, actually I was planning on training a separate model to determine buy/sell signals, using this prediction model as possibly part of a transfer learning process, and do paper trading w/ it to start w/.
    - verdverm 3y ago
      Fun story, my first market model (2003) was a simple feed-forward network trained using an evolutionary algorithm. This led me to LSTM and backprop, which required calculus, and pushed me to go back to college. I've been thinking about building something again, based in P/E ratio and some portfolio mgmt strats I used for a college paper. Got the best returns for the semester but only a C grade because the prof didn't like my mechanical approach. I'm all about removing the fear and greed from the decision making.
      - jzombie 3y ago
        I started w/ an LSTM and wound up w/ a mixture of transformers, CNNs and skip connections.
        verdverm 3y ago
        I think my next attempt will be a handful of hand crafted rules on daily data. I'm definitely never going to try day trading scale strategies or try to pick good points intraday to buy. It should be resilient to the price difference over a day or two
        jzombie 3y ago
        > I think my next attempt will be a handful of hand crafted rules on daily data. I'm definitely never going to try day trading scale strategies or try to pick good points intraday to buy. It should be resilient to the price difference over a day or two Not sure why HN won't let me reply directly w/o replying this way at times.
        verdverm 3y ago
        When threads get deep, there is additional delay in the normal place you find the reply link. From what I understand, this is done because most often this happens when people arguing. If you click on the timestamp of the message you want to reply to, you can reply sooner, like I am here :]
        jzombie 3y ago
        Nice! Thanks for the tip. Anyway, I appreciate this conversation and am going to make some coffee.
    - deleted 3y ago
      [deleted]
- deleted 3y ago
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