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Rats trained to play the forex market

56 pointsby mjtokellyalmost 15 years ago

11 comments

patio11almost 15 years ago
Much like the monkey throwing darts at the stock market chart who clocks professional money managers on average, this result proves nothing about rats or markets. It provides further experimental proof for the worst kept secret in history: professional money manager systematically destroy value.
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PaulJoslinalmost 15 years ago
If you take 80 people and tell them to randomly play the stock market, buying or selling - you will always have some that succeed and some that fail over the short term.<p>The question is, if the same people who 'succeeded' are put back to the start again and play randomly with a new batch of 80 people - would they still rise to the top, or perhaps this time have worse luck.<p>Comparing this to the rats, the long term testing / new rounds with a new set of 80 rats (including the elite) would help determine whether these rats are the best, or if it was chance.<p>If I understand this correctly, the decision the rat makes is based solely on hearing a certain frequency (pattern of trading emerge), unfortunately even if this is the case - trading by patterns could be extremely risky without the common sense / experience of a real trader to see what is really happening to the market.
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mottersalmost 15 years ago
These rats clearly deserve $1000,000 bonuses. They are the indispensable financial innovators which drive our economy. These rats are too big to fail.
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mustpaxalmost 15 years ago
Marcovici is a conceptual artist and this is satire. Wasn't sure if some comments here thought this was for real.<p>Take a look at his satirical illustrations about BP here:<p><a href="http://sites.google.com/site/artmarcovici/" rel="nofollow">http://sites.google.com/site/artmarcovici/</a>
megamark16almost 15 years ago
This is the first thing I thought of when I read this:<p><a href="http://dilbert.com/strips/comic/2010-07-03/?CmtOrder=Rating&#38;CmtDir=ASC" rel="nofollow">http://dilbert.com/strips/comic/2010-07-03/?CmtOrder=Rating&...</a>
bobfalmost 15 years ago
I wish he had compared the rats' performance to the current publicly available "best of breed" programmatic approach that uses technical indicators. Other than that, the interesting part of the experiment seems to be how it may relate to training human traders more efficiently. Starting a fund based on trading with rats seems a bit satirical indeed..
tommynazarethalmost 15 years ago
Perhaps there is an elaborate rat society running around mazes and pressing switches somewhere in the bowels of Goldman Sachs?
ig1almost 15 years ago
Dupe: <a href="http://news.ycombinator.com/item?id=514798" rel="nofollow">http://news.ycombinator.com/item?id=514798</a>
cjgalmost 15 years ago
Survivorship bias explains his results.
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nerfhammeralmost 15 years ago
How is this different than training a neural net on historical data?
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keylealmost 15 years ago
That is ratsome.