Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Good day to whom this may or may not concern. I have been working with 13 Algorithms for the past 7.5 yrs, Which have produced 13 no#s, out of the 13 no#s 1-4 of them play out every day for either shells A or B open,high,low, or close of the day. I just do not know which one of the 1-4 no#s out of the 13 will play out. I am in need to take this one step closer and asking for anyone's insight. Thank you in advance, David
What is "13 no#s" ?
What do you mean by "1-4 of them play out every day" ?
What do you mean by "either shells A or B open,high,low, or close of the day" ?
I honestly have no idea what you are talking about, and I'm sure I am not alone.
This is a very interesting question and I'm impressed that you figured this out! I'd like to hear more what you uncover.
In my experience, if shells A and B have pairwise disjoint no#s, then 1-4 no#s are really first order approximations of remaining no#s with correlated g#hats so they have to play out less often. When No#s 1-4 play out your true g#s drop so their pointwise estimators are not analytically tractable because of the contour integral so you need to make some simplifying assumptions about their convergence and brute force shells A and B in L2-norm. When they play out, the outcomes are classified up to homotopy equivalence. This reduces to a rank-1 update to shell B with very high expected Sharpe ratio if no#s 1-4 play out - but you have to be careful because shell A is unstable due to a nonlinear constraint in your transaction cost term.
I'm guessing that you are using a high-low-L2 maximal ideal of the coordinate ring when you play out shell C and make either g#hats play out on no#s 1-4? That is a good approach.
Your no#s 5-13 will probably play out more often with this fix and really no#s 1-4 become uncorrelated in the asymptotic sense and play out because the open and high terms drop off and the aggregator in close/B/A-35#s is commutative.
Your algorithms will probably have a very high Sharpe ratio with this fix. The only thing I've never figured out is how to contract the coordinate ring in close/B/A-35#s since this is not a Hilbert space contraction and it seems that you're getting somewhere with this problem. Good work!
I think the amount of PnL from your algorithm is closely tied to your ability to construct bijective, left-covariant subalegebras. no#1-4s are isomorphisms so the Littlewood hull algorithm is tractable. Cayley has a paper onaddressing the issue of regularity by means of applying an almost-everywhere holomorphic functor. It would be interesting to apply the same technique to characteristic Conway subalgebras.
Thank you. U are the only person that understands after 7.5 years of people making fun of me. would like to text more to dicuss, or talk at 781-898-4780
It goes like this, Around 12:30 every trading day I come up with 13 different numbers derived from 13 different algorithms. Out of the 13 different numbers 1-4 of the 13 different numbers from the 13 different algorithms plays out every day for either shell a or b or a combination of for either the open,high,low or close of the day. The Problem is I don't know which of the 1-4 out of the 13 will play out. I still think it is history in the making. And no one has ever got this close. Just need more minds to bring this even closer, and asking for anyone's insight. Thank you in advance.
Do you have resources that we could look into? Otherwise I'm just going to ask you about every single aspect that I don't understand lol. I have no quant knowledge fyi.
First question, to what are you referring to as shells? Are they models?
