Machine learning in trading: theory, models, practice and algo-trading - page 2507

 
Rorschach #:

So the whole Keynesian theory generally speaking turned out to be a bluff.

and it has never been about market forces (if you'd finished studying economics)... the market is efficient on the classical AS section... and according to your conclusions the Aggregate Supply might not work at all either? (since you reproach Keynes for unaccountability) - (and should it, if he has other reporting - non-market) - rhetorical question - I don't need your answer, but your answer from economics textbooks might help (if you had studied the market equilibrium model to the end)... I don't know the assumptions of your model (not interested) -- it's just that many people tend to rant, prove, bury when you remark on the falsity of their conclusions -- can you avoid that fate and figure it out for yourself?

 
JeeyCi #:

and it has never referred to market forces (if you had studied economics)... the market is efficient on the classical AS section... and according to your conclusions the Aggregate Supply might not work at all? (since you reproach Keynes for unaccountability) - (and should it, if he has other reporting - non-market) - rhetorical question - I don't need your answer, but your answer from economics textbooks might help (if you had studied the market equilibrium model to the end)... I don't know the assumptions of your model (not interested) -- it's just that many people tend to rant, prove, bury when you remark on the falsity of their conclusions -- can you avoid that fate and figure it out for yourself?

As long as you're the only one who's been rude.
 

the echoes of the offended market are echoing again... and the same voices... -- just what I needed to prove

p.s.

stock return characteristics

 
JeeyCi #:

and it has never referred to market forces (if you'd finished studying economics)... the market is efficient on the classical AS section... and according to your conclusions the Aggregate Supply might not work at all? (since you reproach Keynes for unaccountability) - (and should it, if he has other reporting - non-market) - rhetorical question - I don't need your answer, but your answer from economics textbooks might help (if you had studied the market equilibrium model to the end)... I don't know the assumptions of your model (I'm not interested) -- it's just that many people usually swoop in to rant, prove, bury when you remark on the falsity of their conclusions -- maybe you will escape that fate and figure it out for yourself?

Thank you for your high opinion of me.

 
Rorschach #:

You're an economist, you were once touted as the smartest of the alternative American economists. Can you at least explain why there is not a single sensible textbook on market economics, and all of it is bullshit? Or do we have any?

Andrei


About ten years ago I decided to write a good textbook on market economics. I wondered why no one had written one yet. I decided, as a mathematician should, to strictly follow models, and not draw crosses, as all textbook authors do. I honestly built a model of Bem-Bawerk's bargaining, a model of market price formation in general. I began to prove the convergence of processes, ergodicity...

And then I discovered that the processes of this class are in the general case irreducible. That is, in the general case the market price simply does not exist. It follows that market regulation is possible only in a very limited class of sectors. In the rest, it inevitably entails imbalance, and thus must be subject to external, violent adjustment.

Then I also discovered the impossibility of forming a universal equivalent in a natural way. The price matrix turned out to be asymmetrical in the general case. Consequently, all the theories of the natural origin of money have no ground.

It is the same with the case law market models. As soon as I began to solve them analytically instead of drawing crosses, it turned out that there is no equilibrium in the markets, a generally divergent process, like Friedman's Universe: no equilibrium can be fitted without a cosmological term. So the whole Keynesian theory generally speaking turned out to be a bluff.

And there were many such anecdotes. After which I gave up the idea of writing a textbook on market economics. For the lack of reality of the subject of description.

Still, Keynes' main achievement is not a specific theory, but the very fact of abandoning the idea of economic efficiency. It meant the absence of a steady state of the economy, or quite simply, Adam Smith's "invisible hand of the market" did not always work. In an applied sense, it meant the need for more government intervention in the economy, which has been going on ever since.

 

Actually question, knowing the volume and price can you calculate the presence of a demon? The way I see it, without a demon, price = SB, volume for simplicity const. With the demon, the price sort of moves to the perpendicular plane, the volume increases, and the price (in the normal plane) starts to differ from SB.

 
Aleksey Nikolayev #:

Still, Keynes' main achievement is not a specific theory, but the very fact that he rejected the idea of economic efficiency. It meant the absence of a steady state of the economy, or quite simply, Adam Smith's "invisible hand of the market" did not always work. In an applied sense, this meant the need to increase government intervention in the economy, which has been going on ever since.

Even if you simplify and accept that we can account for internal factors of development (for example, within the same country in all sectors of the economy), the problem is still not for the classical mathematics.

 
Valeriy Yastremskiy #:

Even if we simplify and accept that we can take into account internal factors of development (e.g. within the same country in all sectors of the economy) the problem is still not for classical mathematics.

Only the euro, the Swiss, the yen and the dollar (according to the link) "somehow" float freely (among the more or less liquid ones)... many are inflation-linked (austral, canadian, new zealand, pound) - their own targets and their own policies (there's not much mathematics there) - just think of Fischer for general development

p.s.

It is better to model microeconomics or economic theory, but not macro (although there is everything in the interest rates)... Better not to model and monitor cme summaries (albeit not completely informative) or others...

 
Rorschach #:

Random walk from random walk random walk.

Random walk from random walk random walk.


There is a direct relationship/conversion between the ACF and the spectrum. Taking the stray spectrum is not obvious, for 1/(f^2), using the increments, the spectrum flattens out, from the side phase is rotated by 90gr.

There is no such thing as random from random. Accidental is in itself.
Reason: