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A comment on Building AI Trading Systems. Parent comment

Re:Building AI Trading Systems by smabie on Friday June 26, 2020 @09:43PM (#23658853)
No successful strategy ever has been based on price. Price isn't stationary so you can't do anything with it. You need to be looking at the log returns. Price is completely irrelevant, at least for equities.
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Re:Building AI Trading Systems by akg_67 on Saturday June 27, 2020 @01:16AM (#23659679)
Do you know how return is calculated?
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Re:Building AI Trading Systems by Jimmc414 on Saturday June 27, 2020 @03:56PM (#23664199)
Sorry, but that is wrong. All I use is price and time. See Elliot Wave Theory. Most indicators are perfectly correlated with price meaning unless you are a HFT you can't trade fast enough to act on them.
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Re:Building AI Trading Systems by smabie on Saturday June 27, 2020 @05:06PM (#23664679)
Elliot wave theory is quackery. Price is not suitable for any statistical analysis.
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Re:Building AI Trading Systems by Jimmc414 on Sunday June 28, 2020 @04:38AM (#23667503)
It has changed and it is just observations of competing waves of pessimism and optimism and the patterns they demonstrate. I'll put a model trained on TQQQ and SQQQ price and time data only. I will bet you 5k mine will beat yours using whatever inputs you choose over any reasonable time you specify.
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