Is martin so bad? Or do you have to know how to cook it? - page 26
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....You misunderstand. It's about unwinding the deposit and gradually reducing the risk.
For me it is not at all clear why you should open 10 accounts?
You have to start from a total balance and what you want to get out of it, with what risks and over what period of time.
Accordingly, if your deposit grows, the risks fall.
I'm for equality:
lot(3deposit * $1000) = lot(1deposit * $3000).
It seems to me that the scheme above does not provide this, if I understand it correctly.
P.S: In general, the topic of MM is a very personal one, it's unlikely that there's anything to figure out here.
I'm for equality:
lot(3deposit * $1000) = lot(1deposit * $3000).
It seems to me that the scheme above doesn't provide that, if I get it right.
P.S: In general, the topic of MM is very personal, it is unlikely that there is anything to figure out here.
As I said above, you need to start with the TS. I'm not sure how much I'll be able to do, but I'm sure I'll be able to do it.
As for the root, my opinion is unambiguous - there should be proportionality from it.
From your first equality (3deposit * 1000$) = lot(1deposit * 3000$). I take it that you still don't get it.
Mathematics in general is a deceptive thing.
Any investor wants to reduce risk, especially when the amounts are large.
Yes, the profitability drops, but the stability of the TS increases.
What is the best MM in your opinion (if you can summarise the principle)?
If the question is not rhetorical, I can recommend a book that describes both general and specific heuristics and formalisms on how to build MM most suitable for your algorithm prediction.
The basic thesis is trivial, but that's probably why it's not taken seriously or understood by many people.
Maximize profit, minimize risk. P/L
where P= MO(p) and L= MO(l)
MO is expectation, p is profit function, l is loss function.
The numerator is intuitively understood by everyone, the denominator usually only seems to be understood. But in fact the brain doesn't take into account the multiplicative sense of probability, or rather it does, but with distortions.
The risk is the average of the loss function, it should not be used as an abstract value, but as an inverse coefficient. You should not rely on your intuition. In the Martingale system the loss function is a power function. A power function is an explosive dynamic, to use an analogy.
If you go into vacuum, you can fabricate an ideal TS for any MM. For martin it is such an abstract situation when there is an evident negative autocorrelation between results of predictions. It's simple, we test the prediction system and check the autocorrelation. There are some subtle points here as well, sometimes you can find something that is not there. In general the search for autocorrelations is an art even for a TsVP itself, but for the TS output it is even more difficult.
In summary: Theoretically Martingale has a place, but in practice I haven't seen any predictive logic giving a statistical distribution profitable for it.
But I have not so much experience to say that such TS does not exist in principle. I can only suppose that a person who is so skillful in making such TS is truly a MAG OF THE MARKET, a seer. I cannot understand how else it is possible to construct logics of arbitrary outputs from forecasting systems. As gentlemen wrote above, about "drawing equity". I can do it on history too. In real life the DCs are winning so far.
There is and always will be a great marketing potential in martin, no doubt. It captivates and brings us into the reverie of gambling mistakes. You can have no fear about losing its marketing effectiveness.
Only to offer such obviously fraudulent products is to be offered on appropriate resources. Shouting here that Martin is a cool MM is like trying to convince Madoff to invest in MMM. When he was alive though it makes no difference...
Good commentary, most importantly short.
Don't get too carried away with the maths, over long stretches of time.
Be reasonable.
If you go into vacuum, you can fabricate an ideal TS for any MM. For martin it is such an abstract situation when there is an evident negative autocorrelation between results of predictions. It's simple, we test the prediction system and check the autocorrelation. There are some subtle points here as well, sometimes you can find something that is not there. In general the search for autocorrelations is an art even for a CVP itself, but for an outgoing TS it's even more difficult.
Don't get carried away about it Martin was, is and will be. (As long as there will be something to feed him).
Good commentary, most importantly brief.
Don't get too carried away with the maths, over long stretches of time.
Be reasonable.
If you go into vacuum, you can fabricate an ideal TS for any MM. For martin it is such an abstract situation when there is an evident negative autocorrelation between results of predictions. It's simple, we test the prediction system and check the autocorrelation. There are some subtle points here as well, sometimes you can find something that is not there. In general the search for autocorrelation is an art even for a TsVP itself, but for an outgoing TS it is even more difficult.
Don't get carried away on this subject Martin was, is and will be. (As long as there is something to feed him)
I agree. It was and will be and the leaking majority will not change, not many people are into maths and it doesn't matter on what timeframe.
I was simply answering a question to the esteemed 220Volt.
What have time periods got to do with it at all? Are you kidding me? On short time intervals there is no reliable data for statistical studies. Only long intervals (in the space of transactions), have statistical value and potential for analysis.
I think you can blacklist me too. For me the dialogue with you is over. You are either mocking or demonstratively underestimate the qualifications of the panelists.
I agree. It has been and will continue to be and the leaking majority will not change, not many people are into maths and no matter the timeframe.
I was simply answering a question to the esteemed 220Volt.
What have time periods got to do with it at all? Are you kidding me? There is no reliable data for statistical studies on short intervals. Only long intervals (in the space of transactions), have statistical value and potential for analysis.
I think you can blacklist me too. For me the dialogue with you is over. You are either mocking or demonstratively underestimating the qualifications of the panelists.
I decided to test /*advertisement removed*/ on "aussie", on short intervals of 2009-2012.
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Didn't do any optimisation, the input parameters are the same .
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If the ad is removed, it means someone needs it.
Rude, of course.
Rude of course.