The Sultonov Regression Model (SRM) - claiming to be a mathematical model of the market. - page 13

 
faa1947:
No, of course not.
Yes, of course ) it makes sense )))
 
yosuf:
In trading, sometimes noise is more important than waving, I think.

Exactly. Noise determines the quality of the forecast. There are a lot of smoothing methods, but noise is the problem.
 
TheXpert:
OK, moving on - logically such a model should predict interventions )

No, unpredictable events and the price reaction to them form the prediction error (residuals)
 
The prediction of any TS is to move towards the open trade by a value= mo in pips. In reality, of course, this will rarely be the case. The difference between the results and mo is the residuals
 
Avals:
no, unpredictable events and the price reaction to them form a prediction error (residuals)
Residuals should be normal.
 
Avals:
The prognosis of any TS is a move in the direction of the open trade by the value = Mo in pips. In reality, of course, it will rarely be so. The difference between the results and mo is the residuals


Nah, mo is not a tp. Mo describes the past in fact.

Simplifying to the end we take TC which has no errors. Let TA be equal to SL. All TPs are different from 1 to 100.

Any movement of an open trade in the direction of Mo is out of the question.

 
Integer:
Yusuf, you'll have to excuse me, but you have conceit problems bordering on megalomania. And the model has already called his name and mystical possibilities put it on. And in fact, what do we have? Regression, that's all.

1. You are right, I don't steal what is not mine, I try not to give it away. At the time of the Soviet Union, I invented the "flow regulator" according to a.s. 1035571, it was introduced everywhere as a no-name, I was on the sidelines, so my fee of 20000 r. was achieved only through the court.

2. It's not a pure regression. It is a case where the regression equation sometimes completely repeats the behaviour of the original. If you know examples of this kind of regression, please do.

 
yosuf:
You're right, I don't steal what's not mine, I try not to give it away. At the time of the Soviet Union, I invented the "flow regulator" according to a.s. 1035571, it was introduced everywhere as a no-name, and I was left out, so I got my fee of 20,000 r. only through the court.

To be honest the topics a la (18) are already boring, let's talk better about "flow regulator".
 
TheXpert:
Residuals should be fine.


yes

Mischek2:


No, mo is not tp. Mo describes the past in fact.

Simplifying to the end we take TC which has no errors. Let TA be equal to SL. All TPs are different from 1 to 100.

Any movement of an open trade in the direction of mo is out of the question.

If the system is robust, mo is retained approximately.

The Equity of the robust system is a straight line with the angle corresponding to the Mo + a random component. Therefore each trade is predicted to move by the value of mo.

 
C-4:

To be honest the topics a la (18) are already boring, let's speak better about the "flow regulator".

1. Suggest another model option and I will follow you.

2. The RR automates the compressed air supply to the well in the case of an erlift. When the water inflow into the well filter decreases, it reduces the compressed air supply until it automatically cycles as the well fills up with water. It can operate continuously, for 1 minute of work and 1 hour of waiting, etc., selecting periods by itself. All this programme work is organised mechanically according to gas laws, without using usual automatics and without electricity, which is irreplaceable in field steppe conditions, where it was used. It was on display at the All-Union Exhibition of Achievements of Science and Technology for a whole year, if you will, in the "Highest achievements in science and technology of the USSR" pavilion.

Reason: