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Anonymous Thu 06 Jan 17:14:46 2022 No.14065887 View Reply Original Report

Quoted By: >>14065915 >>14066015 >>14066016 >>14066330 >>14071344

What is the best way to classify and filter time series data?

i want to beat the stock market

Anonymous

Anonymous Thu 06 Jan 2022 17:22:07 No.14065915 Report

Quoted By:

>>14065887
https://m.youtube.com/watch?v=Owhi7i3qbnA

Anonymous

Anonymous Thu 06 Jan 2022 18:01:01 No.14066015 Report

Quoted By: >>14066038

>>14065887
Thousands people do this eyes close already
You will not beat them with this, sorry

Anonymous

Anonymous Thu 06 Jan 2022 18:01:04 No.14066016 Report

Quoted By: >>14066038

>>14065887
You’re not going to beat it. Companies use much more sophisticated models with ridiculously low latency. You’re gonna have to come up with something no ones though of before to have any success this way

Anonymous

Anonymous Thu 06 Jan 2022 18:10:12 No.14066038 Report

Quoted By: >>14066152

>>14066016
>>14066015
nice defeatism. just give me the damn models

Anonymous

Anonymous Thu 06 Jan 2022 18:16:33 No.14066061 Report

Quoted By: >>14066093

Read some books on stochastics, then learn that most steps are better replaced intuition than mathematics.

Anonymous

Anonymous Thu 06 Jan 2022 18:29:50 No.14066093 Report

Quoted By: >>14066098

>>14066061
I'm not asking about forecasting. Just classification and filtering. What are some good ways to reduce the feature space?

ex: moving average, distribution, autocorrelation

Anonymous

Anonymous Thu 06 Jan 2022 18:31:02 No.14066098 Report

Quoted By:

>>14066093
just look at it and squint a little bit.

Anonymous

Anonymous Thu 06 Jan 2022 18:49:23 No.14066152 Report

Quoted By:

>>14066038
I just did a search for "time series textbook" and there are many, many texts about finance applications.
are you even trying? why are you so low-effort? why did you make this thread before reading some of these?

Anonymous

Anonymous Thu 06 Jan 2022 19:53:21 No.14066330 Report

Quoted By:

>>14065887
RC low pass filters are pretty good.

Anonymous

Anonymous Fri 07 Jan 2022 08:48:48 No.14068530 Report

Quoted By: >>14068614

Start from AR1 to ARMA1 then go ARCH and then GARCH and then apply for a job at an IB. Learn to use garch package in python. Learn about CVar and Expected shortfall, use it in real life and realised no risk management is ever good. Feel lucky that you lost institutional money instead of personal. Walk away with 10 years of salary and open a small business, and tell people about your IB days. Or be a quant dev and stay in a hedge fund and always make monies.

Anonymous

Anonymous Fri 07 Jan 2022 09:40:39 No.14068614 Report

Quoted By: >>14068695

>>14068530
>Start from AR1 to ARMA1 then go ARCH and then GARCH
does this stuff actually work?

Anonymous

Anonymous Fri 07 Jan 2022 10:34:29 No.14068695 Report

Quoted By: >>14069448 >>14072169

>>14068614
Banks have a very complicated variation of it but u still gotta know the basics. Does it work? Yes kinda, to some degree. If it gives accurate figures then its akin to fortune telling.

Anonymous

Anonymous Fri 07 Jan 2022 15:39:07 No.14069448 Report

Quoted By:

>>14068695
>Banks have a very complicated variation of it
what kind of variations do they do? A time series can only be so complex

Anonymous

Anonymous Fri 07 Jan 2022 23:58:56 No.14071344 Report

Quoted By:

>>14065887
>I want to beat the stock market
It's called insider trading lad

Anonymous

Anonymous Sat 08 Jan 2022 02:15:01 No.14071867 Report

Quoted By:

why do individuals do this instead of investing normally? you are wasting your time

Anonymous

Anonymous Sat 08 Jan 2022 03:39:41 No.14072169 Report

Quoted By:

>>14068695
>bRo iTs CoMpLiCaTeD, TrUsT mE!

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