Application of mathematical analysis and higher mathematics - page 4

New comment
 

The eternal dispute between fans of matanalysis and astrology )) judging by the name of the thread astrologers are not here ).

 
kniff писал (а):
>> Brownian processes have almost nothing to do with the market.

Mmm... You tell that to Black-Scholes-Merton, the Nobel laureates, and the very, very many traders who calculate market volatility based on the option value of an instrument and the formula of the aforementioned economists, not on empirical variance.
Very curious indeed. Some time ago, a long time ago, I read McMillan's monograph about options, and it was this formula and its conclusion that really interested me. Well, actually, the hypothesis of lognormality of price distribution can be challenged. ...
 
Guys, forex trading is all about making and testing statistical hypotheses from start to finish. And it's for series that change significantly over time... Yes, you can put a couple of indices in the MT4 window and even win for a while. But sooner or later one will have to either dump everything or adjust to the changing market.
 
eugenk1:
Guys, forex trading is all about making and testing statistical hypotheses from start to finish. And it's for series that change significantly over time... Yes, you can put a couple of indices in the MT4 window and even win for a while. But sooner or later one will have to either dump everything or adjust to the changing market.
The eternal argument between the supporters of simplicity and complexity... Judging by the name of the branch, the primitives are not here...

P.S. Although, to be honest, I'm more of a proponent of using the most modern mathematical methods in trading, especially in recent times... But I accept mathematics in trade only in such doses that justify its effectiveness. If something mathematically sophisticated increases profitability by a measly 10%, then it's inadequate when applied to the market.
 
Mathemat, people manage to trade successfully without knowing any maths at all. Of course they do it manually. Isn't it primitivism and effective? But if we want to trade using trading robots this will not work, we will have to apply very powerful mathematics. The question is what counts as such... I don't know if you have seen a book by Stephen Wolfram "New kind of science", alas, I've seen only excerpts on the Internet. But I think the market is most similar to what Wolfram describes in his book, i.e. it's more of an algorithmic rather than a mathematical construct....
 
OK, I'll look for the book. Is it in English?

Well, as for strong maths... check out Hendrik's expert, second in the championship. I don't see any strong maths there... Ordinary human logic with simple turkeys and arithmetic on the level of "more-less". I am by no means belittling the value of this expert, but, right, the maths there is very simple...

By the way, lately I have been very interested in mathematics from J. Eulers (see TASC 2000).
 
In English, of course, alas... Although the language is simple enough, without any sexual perversions...
About the robots playing here, I think it's all about good optimisation before the start of the championship and some luck. Hendrick's Phoenix, for example, has been steadily losing. By the way, it has a check in its code that USDJPY is being traded. If the robot is based on something else, it is not allowed to trade. And these things don't live long... So I strongly suspect that if the Championship lasted for 3 years instead of 3 months the winner would not be the one who makes more profit but the one who loses the least. Unfortunately, I was convinced more than once, that simple ideas do not work on Forex... At least not for a long time.

J. Ehlers? Sorry, I hadn't heard... What does he do? I've been nailed lately by the idea of learning and adapting fundamentally simple systems... A sort of tinkering with history as we go along.
 
eugenk1:
J. Eilers? I'm sorry, I hadn't heard... What does he do? I've been nailed lately by the idea of learning and adapting fundamentally simple systems... A kind of tinkering with history as we go along.
it's here - ArrayMinimum() function
 
Rosh, thank you ! Very interesting site in general. I'll add it to my bookmarks.
 
And from me, Rosh, thank you very much for helping to promote the feature, hehe...

2 eugenk1: Well, it seems that adjusting to the story on the fly is just what any trader dreams of, isn't it?
1234567891011...13
New comment
Reason: