So I want to write a gamble bot for the forex market and the books that im reading are all about Ergodic theory which I dont understand so I thought maybe I should read a look about measure theory first but I dont understand them either, they are too abstract right from the beginning.
So I tried cross reading f.e. if I don't understand a Notation I looked it up somewhere else but the introduction books are all to easy and don't have that complex notation. There seems to be a big difficulty gap between those topics.
What do?
Get a math education.
You cannot just into advanced MSc level math without a sound mathematical foundation.
Basically, just give up.
>>9071148
Hmm. Ok so just to fill you in on trading algorithms. It's all pretty much shit at the moment. They're moving towards more scientific approaches at the moment, and attempting to use machine learning algorithms.
Which in my opinion are more or less just formalizing what some traders did, but automating it.
You will need a foundation in math, and definitely MSc level.
If you were to create something, it would have to be a detailed agent based model. Since trading is influenced by other traders, and in addition to that consumer behavior. So, unless you can optimize those sorts of factors, a small section of the market place, you're dealing with insane data sets.
The models I run generate about 30 mil data points over several hours. And it took me a year to develop and validate. The system i examined is magnitudes smaller than the forex market. You'd be hard pressed to predict the market.
And in all honesty, anyone that says they can... Well, I'd call bullshit. More like inside knowledge and power plays, than anything numerical.
>>9071163
>You cannot just into advanced MSc level math without a sound mathematical foundation.
ok... I have a BSc in comp sci but I guess its shit for this kind of stuff
>>9071216
>You will need a foundation in math, and definitely MSc level.
Guess I will go with machine learning algos then. I think I may be able to handle them better.
thanks
>>9071148
start by creating a bot for stox.com new 'outcome prediction tokens' then progress to algorithmic trading there's plenty of books around about trading bots/algorithms