【時間序列量化交易 - FinLab實體活動】
機器學習模型用於實際交易,不容易!
FinLab在此次的研討會中,介紹了很多小撇步,讓機器學習效果更好,更能夠應用於實際交易。以下是重點摘要:
📕【Labeling】 是很容易被大家忽略的部分,以「持有N天後報酬率」當做label真的好嗎?
我們翻閱 paper 列舉更好的方法,
Tripple barrier:
[Prado 2018] Advances in Financial Machine Learning
Continous trading signal
Continuous trading signals
[Dash 2016] A hybrid stock trading framework integrating technical analysis with machine learning techniques
Trading Point decision
[Chang 2009] Integrating a Piecewise Linear Representation Method and a Neural Network Model for Stock Trading Points Prediction
📕【 CNN神經網路】除了做出好的label,我們也介紹了CNN要如何實際用於trading:[Sezer 2018] 產生很多不同參數的技術指標,並且將這些技術指標做成圖片,來預測交易訊號,非常的有趣!
[Sezer 2018] Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach
📕【 Feature importance】通常我們會利用 feature importance來篩選重要的feaature,但是我們平常真的做對了嗎?這部分我就先賣個關子XD
研討會頭影片:
https://drive.google.com/file/d/18dEAalouKvWAtlZSUjc8X9_i8uOHMwci/view?usp=sharing
假如你看到這裡,恭喜你!告訴你一個小秘密,就是我們要辦一場教學活動,由於是第一次實驗性質試辦,此活動酌收茶點費100元,設備場地感謝Fugle的贊助!
當天是個三個小時的小課程,會介紹如何用上述的內容做出一個有效的機器模型策略喔!(需要自行帶筆電)
時間:7/27號 (星期六) 下午 2 點到 5 點
地點:台北捷運西門站五號出口3分鐘路程
名額:25名(白老鼠XD)
金額:100元用來吃吃喝喝(因為是白老鼠,才是這個價格XD)
條件:完成AI股票理專課程的「第 1 章單元 2」
(課程網址:https://hahow.in/cr/finlab-ml)
報名辦法:
這個星期天(7/14)晚上10點準時收看finlab粉絲團,我們會在此時發佈表單,採先搶先贏的方式報名喔!(場地空間有限~不好意思囉)
同時也有1部Youtube影片,追蹤數超過115萬的網紅Rayner Teo,也在其Youtube影片中提到,In this video, you'll learn how to use TradingView paper trading so you can test your trading strategy and find out whether it works, or not. ? SUBSC...
technical analysis paper 在 遵理學校 Kenneth Lau Facebook 的精選貼文
2013 DSE Paper 1 Analysis
Overall Comments:
- There are more summary cloze questions this year, indirectly raising the level of difficulty.
- Part A is a little more difficult than Part B2. Some inference questions in Part A are more challenging than those in Part B2.
- The increased level of difficulty can also be put down to the fact that the reading passage of Part A contains technical vocabulary, with which students may not be familiar.
- There seem to be fewer open-ended questions in B2 this year as compared with last year.
- There are quite a number of T/F/NG questions this year, most of which are easy to handle.
Part A Comments:
- The overall level of difficulty is raised because of the unfamiliar theme and relatively more sophisticated vocabulary.
- There are more summary cloze questions, which may not be easy to handle for students who are weak in grammar.
- There are open-ended questions which require students to infer the underlying meaning of a certain chunk of words.
- Like last year, there is a one-mark question about picture matching.
Part B1 Comments:
- The questions in Part B1 are more direct than those in Part A, and the level of difficulty of B1 resembles that of CE Paper 1A.
- The two reading passages in Part B1 are not related, so there are no cross-passage questions this year.
Part B2 Comments:
- There are no "do you agree" questions this year, reducing the flexibility of questions. Students, therefore, have to read the passage and understand it, instead of justifying their own views.
- There is one question testing students' understanding of writing techniques - "simile" is tested this year, while "metaphor" was tested last year. Possible writing techniques that may appear next time are "hyperbole" and "irony".
- One question in Part B2 tests students' ability to sequence the order of an event. Students are asked to choose five options out of a total of eight, after which they put them in the correct order.
- Students are required to look for two differences in a two-mark question; this question is aimed at testing students' ability to compare two things.
technical analysis paper 在 Rayner Teo Youtube 的精選貼文
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