FOREX - Trends, Forecasts and Implications 2015(continued) - page 453

 
new-rena:

The volume for me on the CME was just like 'ue'. But I did get a price out of it, by mathematical calculation. The price almost matched - +/- 10 pips. That's why I didn't go any further.

I parsed the entire FX section

In short, this discussion is pointless, because you don't know anything about what's being discussed.

 
new-rena:
PL is what?

profit (or loss)

in Jenglish profitable loss - P L

Let's say you have data - profit for each day over a period of time - say a year.

We want to make a forecast for the next day - we take the average - but this is too naive.

 
Zogman:

how to make a pamm portfolio.

The problem is that pammers are extremely unstable - worked super cool for 2 years - and then lost .....

With Markowitz we know the profit expectation matrix, variance and correlation

and here it's not even clear what to take as an estimate of the expected payoff -

I don't like to take the average over history - I looked it up and got that the variance is 10 times higher than the LP, so roughly speaking the LP is zero -

What kind of a Markovian...

That's why you have to think - use the experience of trading

i.e. if the trader has one volume - good for him, if the leverage is not too big - good for him... etc...

all this to estimate the PL for the next day/month/...

It's for you to see the teacher)

Zogman:

It's about time! He has never written a meaningful post, and no one should be able to repeat it.

Have not read carefully.

 
stranger:

That's for you to see the Master.)

You didn't read it carefully.


Anything is possible - I have no desire to read it - I've tried

 
stranger:

In short, the conversation is pointless as you have no idea about any of the things being discussed.

Okay. (chuckles) So why did you want to put me in the coffin when I said the market was a lock?

I'll take my leave now. I understand you, too. I'm not interested in your posts anymore. Why? - I have stated my logic. I just want to work with my own thoughts, without being drugged by others.

 
Zogman:

profit (or loss)

in Jenglish profitable loss - P L

Let's say you have data - profit for each day over a period of time - say a year.

We want to make a forecast for the next day - we take the average - but this is too naive.

Pl is "not a profit, well, or a loss" but a profit/loss.
 
stranger:
Pl is "not a profit, well, or loss" but a profit/loss.

exactly

profit loss

 
Zogman:

profit (or loss)

in Jenglish profitable loss - P L

Let's say you have data - profit for each day over a period of time - say a year.

We want to make a forecast for the next day - we take the average - but this is too naive.

I can't answer that yet - I'm working on it myself. The stage of collecting statistics. It's a long way from where you are already.
 

here's a man writing:

Good day everyone. At the moment, the currency pair GBP/USD on M30 is trading below the moving averages with the period MA: 50;100;150, Parabolic - indicates a bullish mood, MACD - is in the neutral zone. If the currency pair closes above -1.5525, I expect growth in the area of - 1.5565 with an attempt to break it, otherwise I expect a decrease to the levels: 1.5465 and 1.5450.

it's simple ))))

or here.

Here we are, frozen in anticipation, and in 35 minutes the fun will begin. But for now, the pound is firmly settled above the support at 1.5503 and technically is preparing for the assault on the levels of 1.5564 and 1.5594, where new attempts to decline might occur. Otherwise we may see a failure towards 1.5442 and 1.5411. More likely to sit on the fence and then can take a correct to an impulse move.

 
new-rena:
I can't answer that yet - I'm doing it myself at the moment. The stage of collecting statistics. In general, far from where you are already.

It's not a statistical problem, it's a mix of trading, psychology, statistics...

Reason: