From 0f18d934b9ca98fb09756c8f2ec6da96dbe04259 Mon Sep 17 00:00:00 2001 From: Deepender Date: Sun, 14 Aug 2016 09:14:09 +0530 Subject: [PATCH] ACMS > Updated deep thoughts --- deep_thoughts.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/deep_thoughts.md b/deep_thoughts.md index 6885046..ac22de0 100644 --- a/deep_thoughts.md +++ b/deep_thoughts.md @@ -51,4 +51,5 @@ I am trying PGN model now on the stocks. The major problem here is that the rand The idea to use use supervised network first actually worked and now PG is also generating profit on the test data. The model is not just holding stocks its improving also. ### Checking profitablity: -I have checked different stock brokerage transaction cost in India. The minimum one can go is to pay just STT for brokerage tax which is 0.025% on an intra-day transaction. The rate is 0.017% on all Futures and Options transactions. Now, based on model, I have to write code to check what is the ow much friction costs can the strategy win past. Also, there is one other idea also of separating test data into 4 datas and checking different average profit in 4. \ No newline at end of file +1. I have checked different stock brokerage transaction cost in India. The minimum one can go is to pay just STT for brokerage tax which is 0.025% on an intra-day transaction. The rate is 0.017% on all Futures and Options transactions. Now, based on model, I have to write code to check how much friction costs can the strategy win past. +2. Separating test data into 4 smaller sets and checking average profit in them. \ No newline at end of file