On the unequal probability of a price move up or down - page 151
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if the selected pairs have the property of cointegration,
Thank you very much, I will read about it. I didn't know that.
wikipedia: "In fact, we are talking about the Error Correction Model (ECM) - where short-term changes are corrected according to the degree of deviation from the long-term dependence."
Thank you very much, I will read about it. I was not aware of that.
wikipedia: "Actually it is an Error Correction Model (ECM - Error Correction Model) - where short-term changes are adjusted depending on the degree of deviation from the long-term dependence."
In simple words: 2 stocks or 2 currency pairs will be cointegrated when the spread of their price history difference is within fixed limits and does not have a trend.
Thank you very much, I will read about it. I didn't know that.
The fact that the TS sometimes gets into significant drawdowns indicates that the cointegration of the chosen pairs is not good enough.
No. There is growth, but it is not exponential. Applying coefficients does not change the essence of the matter.
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Are you serious or are you making fun of someone? I thought that the growth of an exponential function is always exponential, even if the basis is not itself e. My knowledge is reversed)
And what is this growth called when the basis is less than e? And if the basis is greater than e, then what is the growth?
s.s. And then where did the concept of exponential complexity come from, it has nothing to do with it.[Maybe we should give everyone in this thread an indicator that builds equities of several pairs with specified lots...? Then they can see on the history that any spread can move as well as the trends on any currency and no deposit will be enough... And maybe realize that they are engaging in self-delusion...maybe.... Ouch...useless.
Why give it away when you have it in a kodobase.
The fact that the TS sometimes gets into significant drawdowns is evidence that the cointegration of the chosen pairs is not good enough.
I have not seen anything positive yet.
I'm not sure what to say, I don't think there's anything positive to say yet.
Why give when there is one in the kodobase.
That was humour. It's understandable that there is.
I don't understand why you two are grown men, but you sit in a sandbox and sprinkle sand on each other with shovels and build pyramids with buckets.
You can't put a G with another G, but you'll still get a G.
That was humour. It is clear that there is one.
I don't understand it, you're grown men, but you're sitting in a sandbox, sprinkling sand on each other with shovels and building pyramids with buckets.
You can't put a G with another G, but you'll still get a G.
minus on minus is plus ;)
the plus side is two minuses that are up to each other's necks