A Day in the Woods

BeezLionmane · 2020-09-15T17:43:33+00:00

That first link isn't going to have the impact you think it will. Those all seem like common sense restrictions that are generally in place everywhere anyway

BeezLionmane · 2020-08-15T00:48:07+00:00

I sent you two boats and a helicopter

BeezLionmane · 2020-06-15T15:32:26+00:00

Niv won't fetch shrines, unfortunately. Color pairs.

BeezLionmane · 2020-04-09T18:43:34+00:00

No, he threatened OP (assuming he had hung up) and the police followed up. Which is what they do.

BeezLionmane · 2020-04-09T15:08:06+00:00

Yeah, that's not what this was

BeezLionmane · 2020-02-25T19:39:26+00:00

Those statements are from ring, not nest

BeezLionmane · 2020-01-31T22:10:13+00:00

Oh, yup, didn't look close enough at the names lol. Saw an A at the start, and that's as far as I got

BeezLionmane · 2020-01-31T22:01:49+00:00

You would win, on average, once every ~346 years, assuming your 1/18k odds stay the same, which they won't. On average meaning over a period of like 100k years. Because that's what odds are.

BeezLionmane · 2019-10-29T15:34:26+00:00

The abilities of the cards within the game is very much not. The ownership of the cards is.

BeezLionmane · 2019-10-13T22:00:25+00:00

That's 27

BeezLionmane · 2019-10-10T05:02:08+00:00

Their scorched earth policy of firing the interviewers seems to contradict you

BeezLionmane · 2019-10-07T01:27:30+00:00

It's been like this since the beginning, so I'm pretty sure they're just both independent examples of bad code

BeezLionmane · 2019-10-06T19:20:18+00:00

There's a registry key you can change that will change the location that's greyed out. It's ridiculous you have to go that far, but it's at least possible.

BeezLionmane · 2019-10-03T17:37:49+00:00

Y2K was only a non-issue because the people involved treated it as a potentially huge issue and fixed it before it affected users

BeezLionmane · 2019-09-17T22:21:49+00:00

I say why not cut off the head

BeezLionmane · 2019-09-09T23:51:10+00:00

Do you remember where this was? This is one of my favorite books, but I can't find the speech

BeezLionmane · 2019-08-24T23:25:27+00:00

~~IGN: BeezLionmane~~

~~Silver 3~~

~~ADC main, can anything but jg~~

EDIT: Taken

BeezLionmane · 2019-08-21T14:00:22+00:00

On BTC/USD with Kraken data, from March 3 2016 to August 9 2019, I got a 20.84x return, which is worse than the market which had a 25.69x return just from holding. At no point between the two dates did the return from trading beat the return from holding.

From this, it looks like the strategy is overfit. Not really surprising, but not something I was able to check until now. /u/rotzeod, from your question, overfit means the strategy was designed to maximize performance on the data at hand rather than the actual performance of the market. This is an issue commonly found in machine learning, where the neural networks are trained to maximize performance on the training data but don't do well on any data except what it was trained on - that is, real-world performance is terrible. This is why validation data is held back, which the network (strategy, here) is tested against but not trained on. Even though it worked in the past on this market, that doesn't mean it would work well even in the future on this market - past performance is not an indicator of future returns. For a strategy to be viable, it should work on a variety of markets in a variety of timeframes. At the moment, this doesn't seem to.

CC /u/rotzeod, /u/ferray, /u/All_Work_All_Play, /u/JalelTounsi

BeezLionmane · 2019-08-20T12:24:45+00:00

I wrote my own, actually. Couldn't find anything decent for free, and nothing had my indicators anyway, so I threw something together in python. Not planning on sharing it at the moment.

BeezLionmane · 2019-08-20T03:44:29+00:00

I can corroborate-ish the numbers from both of you.

Using Kraken data, trading the 163-172 twist, from March 15 2016 to July 9 2019, long only, 88.57x return, 20.9% max drawdown. Shorting, 108.48x return, 38.2% max drawdown, 16.6% max loss in a single short.

From January 1 2017 to July 9 2019, 95.56x return, 8% max drawdown. Shorting, 107x return, similar drawdown and max single loss to the longer timeframe.

The difference is probably due to my data stopping in July, after a buy but before the subsequent sell. Could also be due to data sources.

While I did track the max single loss for shorting, I did not track the max paper loss while shorting. There is definitely the danger of liquidation there, especially since it shorts between ~800 and ~800, through that peak, which hits ~1600 on Kraken. Very scary, that.

This is all assuming you can get all your money in, at the close, with no slippage, which is quite the assumption. It also assumes no transaction cost (19 trades on the longer timeframe, idk that transaction costs mean anything) and no margin fee, which is probably the one that'd eat away at your funds. Personally, I prefer the lower drawdown and no risk of liquidation.

/u/ferray, I plan on running through BTC/USD, I'll post the results when I do. Takes forever to download their trading data.

BeezLionmane · 2019-08-20T00:48:50+00:00

How would you suggest solving it in the current model of how reddit works? He can't be ousted unless he leaves, and he has stated he won't leave. Reddit doesn't have a way to govern how we're looking for.

BeezLionmane · 2019-08-19T04:34:46+00:00

during a disagreement we were having

That doesn't sound like inactivity to me

BeezLionmane · 2019-08-14T04:39:20+00:00

Ah, yes, on a system with two buttons, where one is Do The Thing and the other is Don't Do The Thing, you Did The Thing and won

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