Machine learning in trading: theory, models, practice and algo-trading - page 1645
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That's how the unknown Nikolaev took and buried the whole mathematical statics along with econometrics...
The wikipedialist is outraged
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2) There is NO "correct" way to divide price into a useful signal and noise - any such division is arbitrary.
I would agree if instead of the word "arbitrary" the term "subjective" were used, i.e. - "the division of price movement into noise/non-noise is subjective". Market dynamics can be classified, - i.e. divided by signs/criteria reflecting the general state of the market, without understanding of which it is impossible to analyze the situation. Therefore, this is a necessary "arbitrage".
Um... He recently buried the Dialectic, along with the Academy of Sciences commenting on it).
Do you read Aristotle? If it's difficult, try reading Plato.
Do you read Aristotle? If it is difficult, try reading Plato.
To suggest that you "read" Aristotle, Plato, or Hegel is preposterous. They are not "read," they are studied. And in case you don't know, Aristotle lived 2 millennia before Hegel. He didn't have and couldn't have a formed dialectical concept.
I would agree, if instead of the word "arbitrary" the term "subjective", i.e. - "the division of the price movement into noise/not noise is subjective". Market dynamics can be classified, - i.e. divided by signs/criteria reflecting the general state of the market, without understanding of which it is impossible to analyze the situation. Therefore, it is a necessary "arbitrariness".
No, what is meant by arbitrariness here is that, according to Aristotle, it is a random property of an object, not inherent in it. Some object seems big or small to someone, depending on distance, but this is not a property of the object, while the round shape of the object is already an inherent property of it.
Plato, especially his first texts, is an excellent read. Start with "The Apologia of Socrates" - very useful for understanding the essence of philosophy.
To suggest that we "read" Aristotle, Plato, or Hegel is preposterous. They are not "read," they are studied. And if you don't know, Aristotle lived two millennia before Hegel. He didn't and couldn't have a formed dialectical concept.
Dialectics is a beautiful useless toy. Something like the sayings of "wise men" that grab the thought while reading and seem important, but yield nothing and are eventually forgotten without a trace.
No, what is meant by arbitrariness here is that, according to Aristotle, it is a random property of the object, not intrinsic to it. The round shape of an object is an inherent property of the object, but it is not a property of the object.
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The price at which a commodity is traded - RELATIVELY describes its value. It is through the relativity (subjectivity) of product/currency/asset valuation that we can speculate and make money. That is, - the price movement itself is the best proof of the subjectivity of perception in trading. This is normal.
The division of noise/trend/fleet is subjective, but unlike "arbitrary", this division is framed and tied to market conditions. And arbitrariness is not tied to anything. Therefore, your thesis is partially correct.
zy. And we will talk about Aristotle in another thread.
No one is arguing with that. I only believe that the "amateur radio" methods you propose are not suitable for solving the problem of unsteady prices. The main reasons, in my opinion, are the following:
1) Prices are NOT the output of some linear system - their behavior is much more complex.
2) There is NO "correct" way to divide prices into useful signal and noise - any such division is arbitrary.
That's right. Dancing with tambourine like filtering, "thinning", etc. is alchemy, witchcraft.
No one is arguing with that. I only believe that the "amateur radio" methods you propose are not suitable for solving the problem of unsteady prices. The main reasons, in my opinion, are the following:
1) Prices are NOT the output of some linear system - their behavior is much more complex.
2) There is NO "correct" way to divide prices into useful signal and noise - any such division is arbitrary.
well, sort of yes
but there are certain regularities in prices - the first thing that comes to mind is price reversals after a rapid rise - this is not just a spike in prices that the "masonic government" drew there - this is new information or a new participant with his own intentions, and the market has not supported it
ZZZ: I was still thinking about Ranko, in principle, if you do not invent a certain regular Ranko brick, then 2 sizes of a brick make sense - equal to 1 point and take ticks instead of bars and the second option 1 Spread - the value of the minimum profit, on which you can teach NS, the other values of the brick is difficult to substantiate - we can not know where there is noise, and where the information and our filtering will introduce distortions, and time lag will increase with large values of the brick
That's right. Dancing with tambourines like filtering, "thinning," etc. is alchemy, witchcraft.
Wrong. If ALL traders do filtering and thinning - they become determinants of price movement - so it will work. Price is moved by the ideas that traders have in their heads (ideally).
Recent years show that with the use of algotrading and trading via computers in general, anyone can become a trader (there is no high entry threshold as before) and trade guided by any, the most delusional idea. It increases unpredictability of the price.