Machine learning in trading: theory, models, practice and algo-trading - page 1566
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If anyone remembers, somewhere in this thread there was a code on P, which made the distribution of unsteady BP normal
There was such a calculation on my python somewhere, of course it was not quite "normal", but close to it, there just log returnees were normalized to the relative coefficient of historical seasonal volatility within a week.
If anyone remembers, somewhere in this thread there was a code on P, which made the distribution of unstatic BP normal
https://www.mql5.com/ru/forum/316065/page7#comment_12219249
Can you tell me, if anyone remembers, somewhere in this thread flashed a code on R, which made the distribution of unsteady BP normal
There was such a calculation on my Python somewhere, of course it was not quite "normal", but close to it, there just log returnees were normalized to the relative coefficient of historical seasonal volatility within a week.
https://www.mql5.com/ru/forum/316065/page7#comment_12219249
Good people, can you tell me in a nutshell why such a conversion would be useful?
Isn't it an axe soup?
Good people, tell me in a nutshell, why would such a conversion be useful?
Isn't it an axe soup?
I'll try to explain (I'm not afraid of rotten tomatoes) )
Everything is not normal in the marketplace. But modern MO algorithms "work better" if it's normal. There is a myth that behind the real abnormality of the market there is a hidden normality, Everybody wants it :)
Good people, tell me in a nutshell, why would such a conversion be useful?
Isn't it an axe soup?
I don't know how anyone uses it, but I'm getting unstoppable profits on random wandering and I think I've lost my mind
Moreover, it turns out that it's harder to make money in the market than in the SB.
And Alexander from the other thread has it exactly the same way
I don't know how anyone uses it, but I get uncontrollable profits on random wandering and I think I've lost my mind
Moreover, it turns out that it's harder to make money in the market than in the SB.
And Alexander from the other thread has it exactly the same way
Max, you just said what the Wizards are silent about. Either they take the conversation nowhere, or they drag the lop-eared sufferers into the abyss with false innuendos.
So it was, so it is, so it will be.
Just getting to the bottom of the usual random market process is extremely difficult. Market BP is the sum of 2 random processes, resulting in a very complex non-Markovian series. It is not possible to take it by the modern mathematical apparatus.
Therefore, the real seekers should have only one goal - to see these 2 subprocesses, or to reduce the initial non-Markovian series to the Markovian one.
That's it.
Goodbye, Max - I don't live here anymore. It's just my Shadow...
Max, you just said what the Wizards don't say. Either they take the conversation to nowhere, or they drag the lop-eared sufferers into the abyss with false insinuations.
So it was, so it is, so it will be.
Just getting to the bottom of the usual random market process is extremely difficult. Market BP is the sum of 2 random processes, resulting in a very complex non-Markovian series. It is not possible to take it by the modern mathematical apparatus.
Therefore, the real seekers should have only one goal - to see these 2 subprocesses, or to reduce the initial non-Markovian series to the Markovian one.
That's it.
Goodbye, Max - I don't live here anymore. This is just my Shadow...
Okay, Alexander, good luck :) I read your notes on smradlab, very interesting. If anything, I won't rant too much about it either.
Erm, I haven't read a million previous posts on this topic, but seriously there are studies to build a real TS based on SB or "attempts" to determine the nature of the distribution of price increments?
Yes, you need to "smoke" the topic "from theory to practice", probably better the beginning, because further there all is flooded.
Here all the key points are cut by the great maestro with bipolar disorderYes, it is necessary to "smoke" the topic "from theory to practice", probably better the beginning, because further there all is flooded.
All the key points here have been cut up by the great maestro with bipolar disorderIf possible, I will smoke, for now on the first post of AK, I have the impression that based all such statistical research on the assumption that there is a history-sample, which is large enough to look there for something.
If you look at it philosophically, you can see that it is impossible to prove that the sample is not TOO small, so much so that any statistical research on it makes no sense.
Simply put - whatever regularities we have not found in the entire trading history, the probability that at the next moment (period) of time something will happen that will change the regularities in the entire history, it is not less likely than that - the regularities will not change. And it is impossible to refute it.