Discussion of article "Probability theory and mathematical statistics with examples (part I): Fundamentals and elementary theory" - page 4
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The problem with constant and piecewise constant models is that we can't not use them) In fact, the approach of using EAs that are optimised or over-optimised is the use of this approach.
Why can't we use it?
if optimisation finds the optimal trading time on a section of history, then in essence we have divided a continuous time series into sections, which will be our piecewise constant model that satisfies the conditions ofmarket entry-exit, I think the formalised mathematical formula is not so important for trading.
And only the freedom and creative flight of manual trading allows to avoid these models)
doubtful, as statistics shows that manual trading is much faster, but trading according to a rigidly set algorithm can more often turn out to be a dangling around the starting deposit, provided that the risk does not change,
imho, the statement, in essence unprovable, is from the category ... and my grandfather went to the bear with bare hands ))))
why can't we use it?
I wrote we can't NOT use it)
And manual (it is more correct to say - haphazard) allows us to avoid it)
I wrote can't NOT use)
I see, apparently a very complicated language construction prevented me from reading your message correctly.
I will hope that thanks to the next article I will not be able not to use well presented material ))))
thanks
I see, apparently a very complex language construction prevented me from reading your message correctly
I will hope that thanks to the next article I will not be able not to use well presented material ))))
thanks
It happens)
IN ADDITION...
on the topic of randomness from recent articles on Hubre
https:// habr.com/ru/company/skillfactory/blog/509176/
Dataset is just a Rorschach test (you see what you want to see).
SZY: the article is not the best, but there is a rational grain in general
Alexei, thanks for the article!
We are waiting for the next ones
Too bad there are no tester stats....I'll throw in another riddle from Ataman.
In his time I read with interest the archive of his posts on cyber spider. Unfortunately, not everyone can have such a sharp mind as the deceased had. Personally, I prefer boring but quite understandable lectures by Alexander Gorchakov.
On the topic of the quotation at your link - in my opinion it is an attempt to say in probabilistic language (Prigogine, Bayes formula, etc.) those things that nowadays econophysics tries to say in the languages of game theory and statistical physics - phase states and their changes, etc., etc. Moreover, econophysics says this exactly about financial markets, without resorting to strains in the form of analogies with biological objects.
Alexei, thanks for the article!
We are waiting for the next ones
Too bad there are no tester's stats....Thanks!
I will try.
If I start selling Expert Advisors and indicators, the steytes will appear for sure.....
in the aftermath...
on the topic of randomness from recent articles on Hubre
https:// habr.com/ru/company/skillfactory/blog/509176/
Dataset is just a Rorschach test (you see what you want to see)
SZY: the article is not the best, but in general there is a rational grain.
The main sensible idea there is that you should build several interpretations (ensemble of models) on the same data. On the other hand, this is what we do, using the same price series in different ways).