Computing Probabilities With R: mining the patterns in lottery
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https://www.meetup.com/Taiwan-R/events/233812353/ https://github.com/c3h3/mldm20120912
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Computing Probabilities With R: mining the patterns in lottery
- 1. Computing Probabilities With R mining the patterns in lottery Chia-Chi@MLDM Monday 20160912
- 3. ETL in R %>% + dplyr + tidyr
- 11. 瘋險的種類 ？ ● 猜錯行情 (Prediction) ○ 在該下注時，不下 ○ 再不該下時，拼命下 ● 下注數量控制失衡 (Position Sizing) ○ 輸的時候，下注過大 ○ 贏得時候，下注太小 ● 陷入負期望值，而未自覺
- 12. 瘋險控管的核心 (1) 套利 Versus 套損 (2) 勝率 Versus 賠率
- 14. 賺錢的唯一法則 ？ 低買高賣
- 15. 賺錢的唯一法則 ？ ● 行情向上時，先低買，後高賣 ● 行情向下時，先高賣，後低買
- 16. 市場上有兩種 Trader Buy-Side / Sell-Side Trend Follower / Mean Reversion high p, low WLR / low p, High WLR
- 18. 兩種 Traders: ● Type I (Trend Follower) ○ 順勢操作，追高殺低 ○ 低勝率，高報酬 ● Type II (Mean Reversion) ○ 逆勢操作，買黑賣紅 ○ 高勝率，低報酬
- 20. 套損 Versus 套利 E = pW - (1-p)L - T > 0
- 21. 套損 Versus 套利 假設 T = 0, WLR = W/L p > 1 / (1+WLR)
- 23. 以 coin tossing 為例 ...
- 26. 大家覺得 ... P(H) = ? and P(T) = ? P(H| ?? ) = ? and P(T | ??) = ?
- 27. 大家覺得 ... 什模是 "機率" ？ (這其實是今天演講中，最重要的問題之一 ！)
- 30. <- Spread
- 33. 平均 ... ? 但如果看條件機率呢 ？
- 38. 策略回測 E = W*p - L*(1-p)
- 39. 首先 ... 要知道 W =? L =?
- 41. Avoid Overfitting Walk Forward Analysis
- 43. 樂透的時間 pattern 各個號碼出現的 Stopping Time ？
- 45. 怎樣才是 ... 正確的週期 ？正確的時間尺度 ？ 來看空間的 pattern ！
- 51. 詳情請搜尋 Learning by Hacking 粉絲團 課程說明： http://goo.gl/CTR7nk
- 53. dplyr 101 df %>% group_by(...) %>% summerize(...)
- 54. tidyr 101 df %>% spread(key,value) df %>% gather(key,value,...) gather -> <- spread Long format Wide format
- 55. ETL: dplyr + tidyr Cheat Sheet
- 57. Before go into ggplot2 Please make sure that your data.frame is in the long format !