The future of automated trading: round two - page 6

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sandex: An attempt to apply mathematical models for stationary processes to non-stationary ones.
Yes, that's right.
 
Mischek: A road is a road, the inputs are discrete, you should analyse them as discretely as possible, it makes no sense to look at the petrol gauge once a week, at the traffic lights only every fifth week, in the mirrors only on Fridays.
If the road was discrete, why not drive discretely too? I don't look at the petrol gauge the whole time I drive. Once or twice a day at the most. In the mirrors when necessary. A traffic light just makes the road discrete, dividing it into sections )))). So in essence, driving is also kind of discrete ))))
 
You have a small mistake - the road is random ! :))
 
LeoV:

Tick is the usual deal.

It is not . A tick is a change in the price of a bid or ask and not necessarily in consequence of a trade
 
Mischek: This is not true . A tick is a change in the price of a bid or ask and not necessarily in consequence of a trade
OK, then what causes it to change?
 

In fact, our entire world is discrete. At the level of the microcosm this is clearly visible, but as the size of objects grows, this discreteness becomes smaller and smaller.

It is simply neglected.

 
LeoV:
If the road was discrete, why not drive discretely too? I don't look at the petrol gauge the whole time I'm driving. At most once, twice a day. In the mirrors when necessary. A traffic light just makes the road discrete, dividing it into sections ))))

that's what we're talking about. the data comes to you discretely. the data comes in ...spetoflag...look.... spetoflag...look. You don't have to turn while doing this. but you do have to look. If you don't look at the spetograph (let's say skip and look at every 5th) there's not much good, definitely not much. Look ... go straight ... look, go straight.

And that's the way it looks. Didn't look ... drove (no matter whether straight ahead or sideways)... That's it. Next traffic light I didn't look again... (I won't attach photos. Many people have imagination here and you can draw the picture yourself)))

They may not be traffic lights, they may be corners. It's a discrete signal and you have to analyse it when it comes in, not an hour later...

 
Manov: You have a small mistake - the road is random ! :))
It can be random if we don't know it. But we have the great advantage of looking ahead and being able to see future changes in the road as we go along it, unless of course we are blind ))))
 
LeoV:
Well, then what causes it to change?
The Chief Computing Officer's algorithm changes it... (no laughing matter)
 
LeoV:
OK, then why does it change?
Because of changes in the bids in the cup, of which you only see "best price" Level 1 in the mt.
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