建议用国内商品期货的交易数据来训练 #58
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Thanks very much! It is a great idea, looking forward to your PRs if you have time to play with it. |
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首先,历史交易数据就足够机器人分析出市场参与者的心理情绪,而且是客观数据。如果通过市场的消息去分析市场的走势,那将很难有稳定的模型策略,因为市场的消息本身就是携带主观意图,有些消息是为了掩饰真相。通过有监督的机制去训练模型,才是出路。 |
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我是国内商品期货从业者,和交易者,能够稳定盈利的交易者朋友资源比较多。国内期货交易数据是可获得的,对于量化交易来说,训练成交数据就足够得住交易策略了。我想做出我的贡献,如果有作用的话。
I am a domestic commodity futures practitioner and trader, and there are more friends who can make stable profits. Domestic futures trading data is available, and for quantitative trading, training trading data is sufficient to justify trading strategies. I want to make my contribution, if it makes a difference.
建议用中国商品期货交易数据来训练的原因是交易成本更低,成熟的量化交易平台有很多,调用历史交易数据网络上也可以找到。我认为这个是可行的,如果有作用,我可以提供任何帮助。
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