Norm? - page 25

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OK, I started this conspiracy, I'll finish it))))
Guys, for a programmer (especially a mathematician) to rebuild a system from the history of trades, especially if there are hints of automaton logic (arbitrage, volatility smile just trend-tracking) is not the hardest task, about the same as building your own native only with hints)))
 
ksbr:
OK, I started this conspiracy, I'll finish it))))
Guys, for a programmer (especially a mathematician) to rebuild a system from the history of trades, especially if there are hints of automata logic (arbitrage, volatility smile just trend-tracking) is not the most difficult task, about the same as building your own native only with hints)))
So maybe don't go into the woods at all then, if it's so scary? )) Otherwise, so many theories have already been put forward that everything has turned grey all around. ))
 
ksbr:
Guys, for a programmer (especially a mathematician) to reconstruct a system from a transaction history ... is not the most difficult task
Find me such a programmer - I will make you rich :) (c)
 
bas:
Find me such a programmer and I'll make you rich :) (c)
I can help you.
 
ksbr: Guys, for a programmer (especially a mathematician) to reconstruct a system from the history of trades, especially if there are hints of automaton logic (arbitrage, volatility smile just trend-tracking) is not the most difficult task, about the same as to build your own native only with hints)))

Bullshit. There was an ASmirnoff a few years ago who tried to compete with Djuric by allegedly inventing his own "unique" filter. He also said: give me a few dozens of samples of any filter, and I will synthesize it.

He shamefully left his thread as soon as he was found to be lacking in creativity and failed to understand that Djuric is fundamentally non-linear.

 
bas:
Find me one of those programmers and I'll get my money's worth :) (c)

What do they need you for? ))))))

 
Mathemat:

Bullshit. There was an ASmirnoff on the Quad several years ago, who tried to compete with Djuric by allegedly inventing his own "unique" filter. He also used to say: give me several dozens of samples of any filter, and I will synthesize it.

He shamefully withdrew from his thread as soon as he was found to be lacking in creativity and not understanding that Djuric is fundamentally non-linear.

Who's Jurik?)

 
ksbr: Who's Juric?)

He's the one who came up with the filter in his own name - JMA.

There are more links to Kositsian articles in the comments there.

 
Mathemat:

This is the one who came up with the filter in his own name - JMA.

There are more links to Kositsian articles in the comments there.

I've seen the code uncovered, really under Amibroker, a long time ago really.

Is it a good indicator? I think the sliding ones are stupid, the best way to fool yourself and fit the system to the story.

 
ksbr: What's a good indicator? I think sliding is silly, the best way to cheat yourself and fit the system to the story.

It may be silly. But it's done well. Smooth and with little lag.

I highly doubt it will give fundamentally different results if used in the same way as wipers.

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