Quantum trading system - page 27

 
grasn писал(а) >>

Before you "spin" a respected scientist, prove that it doesn't make sense. Do you really think you can do that?

It's inverse (Chinese) logic.

You have to prove that quantum physics theory applies to describing phenomena in the Marketplace, not the other way around! Man, I hate even typing that on my keyboard.

Obviously, one has to go from a description of quotation properties, to a model that is not contradictorily derived from the most general considerations defined on the chosen event basis. In this way, the hypothesis will become a theory, which will evolve as new information about the subject comes in and accumulates.

What do you suggest? - To take a ready theory, which has nothing to do with market processes (except some external signs) and to undertake a campaign to confirm or overthrow it. Of course, the result is obvious - nothing will come of it. It's like trying to scatter all the letters of the alphabet in the hope of getting two volumes of "War and Peace" - not impossible in principle, but neither you nor I will bet on this outcome.

P.S. Generally speaking, it is a question of the optimal behavior of an individual (trader) under the conditions of limited time (length of life) and means. What you offer does not fit in an optimum - one can endlessly select different theories, for example GRT, etc.

 
Neutron >> :

It's inverse (Chinese) logic.

You have to prove that quantum physics theory applies to the description of phenomena in the Market, not the other way round! Man, I hate even typing that on my keyboard.

Obviously, one has to go from a description of quotation properties, to a model that is not contradictorily derived from the most general considerations defined on the chosen event basis. In this way, the hypothesis will become a theory, which will evolve as new information about the subject comes in and accumulates.

What do you suggest? - To take a ready theory, which has nothing to do with market processes (except some external signs) and to undertake a campaign to confirm or overthrow it. Of course, the result is obvious - nothing will come of it. It's like trying to scatter all the letters of the alphabet in the hope of getting two volumes of War and Peace - not impossible in principle, but neither you nor I will bet on this outcome.

The outcome is not obvious. If you've noticed, it's "obviousness" that most often leads you into error.

 
Neutron >> :

It's inverse (Chinese) logic.

There is mathematical induction and there is deduction. Both methods have a right to life. Especially in the study of such an area.

 
Neutron >> :

It's inverse (Chinese) logic.

We need to prove that quantum physics theory is applicable to the description of phenomena in the Market, not the other way round! Man, I hate even typing that on my keyboard.

Obviously, one has to go from a description of quotation properties, to a model that is not contradictorily derived from the most general considerations defined on the chosen event basis. In this way, the hypothesis will become a theory, which will evolve as new information about the subject comes in and accumulates.

What do you suggest? - To take a ready theory, which has nothing to do with market processes (except some external signs) and to undertake a campaign to confirm or overthrow it. Of course, the result is obvious - nothing will come of it. It's like trying to scatter all the letters of the alphabet in the hope of getting two volumes of "War and Peace" - not impossible in principle, but neither you nor I will bet on this outcome.

P.S. Generally speaking, it is a question of the optimal behavior of an individual (trader) under the conditions of limited time (length of life) and means. What you suggest does not fit in an optimum - one can endlessly try different theories, for example GRT, etc.

The logic is the usual one - you need to prove your claims. I have mine, you have yours. Obviously, neither you nor I can now thoroughly prove the impossibility or possibility of applying the discussed model. Let me remind you personally that we are talking about the application of a particular theory, and all the different ones are simply not discussed here. I am not a big fan of applying everything to everything. Not at all. You need to read more carefully, the main thing that caught my attention and what I wrote about:


The probability of transition from state to state behaves like a WAVE


That's what matters, not your "flip" and other .... reasoning. Now my intuition is telling me that it really does seem true. You need to dig here. You need to figure out how she's really behaving. For that, we have to start somewhere. We could start with your assumption:

Basically, we are talking about the optimal behavior of an individual (trader) under the conditions of limited time

This is closer to game theory, but Seryoga - you'd be surprised, the application of game theory hasn't yielded any significant results either. Game theory does not describe the market... at least not 100%.



PS: And if you "hate" to write - don't write, what's the problem? If you do not know the history, then in his time Schroedinger was called a fool by one of the respected professors for his ideas, he got angry and thought up such a thing. Seryoga, better - don't piss me off :o)))))))) If you are not interested, do not interfere.

 
TheXpert писал(а) >>

There is mathematical induction and there is deduction. Both methods have a right to life. Especially in the study of such a field.

You can't argue with that. My point is different.

Sergey offers me to prove the impossibility in principle of using calculations of quantum theory to market processes. Thereby postulating the undoubtedness of his assertion and the mootness of my objection. I try to reason from the position of accepted scientific paradigm and I do not wish to prove its viability. Science and the whole section of Philosophy devoted to studying of this question are engaged in it. You will not ask me to prove correctness of Maxwell's equations, in reply to my reference in an argument to one of these equations. Although, that's not out of the question. Except I won't, in view of the obvious stupidity of such an approach to debate.

 
grasn писал(а) >>

the probability of going from state to state behaves like a WAVE

It is an outward resemblance. There is probably nothing behind it. That is why I am asking you to justify the applicability of quantum mechanics to market processes. If you do not give a justification (the fact that "it looks like" is not a justification), then the idea looks like a game with no matter what the result :-) That is why I am talking about optimal behavior within which playfulness is unacceptable!

In short, Sergei! - If you want to play - let's drink beer.

If you want to work, stop playing around and justify your every move.

 
Neutron >> :

It's an outward resemblance. There's probably nothing behind it. That's why I'm asking you to give reasons of applicability of quantum mechanics method to market processes.

...

Boo-ha-ha! :о))) That's your DEFINITION. Proven by nothing!!!! Absolutely nothing!!! This is the reason why I am asking you to explain to me - why it is an outward resemblance and why there is nothing behind it. You assert and I want to understand what is it based on - knowledge or emotion? :о))))))))))))))))))))))


Ok, I'm off to think about the topic and this:

Anyway, Sergei! - You want to play, let's drink beer.

If you want to work, stop playing around and justify your every move.


Drinking beer is serious business!!!! And as for the work - it doesn't stop, testing is going on, why not stretch your brain?
 

Found it by accident. Russian letters, but I can't read them:

http://aspirant.phys.msu.ru/special_courses/ktfven/02.htm


:o(((( What is it?

 

to Neutron


Seryoga, in principle such approach is possible and I will explain why, at least it is my first "near-scientific iteration" :o). I hope it is clear that nobody is going to rotate electrons and bang them against each other, it is about creating a model "by analogy". Here is the standard definition of the wave function, which can be found in its meaning in most sources:

Волновая функция (или вектор состояния) – комплексная функция, описывающая состояние квантовомеханической системы. Её знание позволяет получить максимально полные сведения о системе, принципиально достижимые в микромире. Так с её помощью можно рассчитать все измеряемые физические характеристики системы, вероятность пребывания её в определенном месте пространства и эволюцию во времени.

It is interesting in that it is a solution to the Sh equation (which is a bit more complicated and apparently later...). Turns out the trick is (I didn't even know) that the wave function (of any particle under any conditions) describes the behaviour of an object as a whole and does not take into account its internal 'nature' at all. I think wikipendia (although I don't really like this resource), has very accurately defined this concept in a broad sense, - it is nothing but a vector of state. The probabilistic nature (from what I have managed to read) is as follows:

...

The square of the modulus of the wave function of a single particle

|(,t)|2 = *(,t)(,t) gives the probability of finding a particle at time t at a point in space described by coordinates , namely |(,t)|2dv|(x, y, z, t)|2dxdydz is the probability of finding a particle in a region of space of volume dv = dxdydz around point x, y, z.



If one assumes the existence of energy in quotient processes, it becomes possible to pick up a model based on common sense. It can be approached from the DSP point of view - there is a concept of signal energy. In any case this approach is not in principle worse than fibos, divergences, any indicators and other non-functional stuff. :о))))

 

I'm going to write a little more here :o) Here is a very clear description of the wavefunction philosophy from wikipedia:

Философский смысл волновой функции

The wave function is a method of describing the pure state of a quantum mechanical system. Mixed quantum states (in quantum statistics) should be described by a density matrix type operator. That is, some generalized function from two arguments should describe a correlation of finding of a particle in two points.

It should be understood that the problem, which quantum mechanics solves, is a problem of the very essence of the scientific method of knowledge of the world. If we imagine a billiard table closed by an impenetrable cover, and the only way to investigate whether there are billiard balls on it is to assume that other balls are rolled into the table, then we have the very problem for which the method of quantum mechanics is involved. As long as the thrown ball passes through the table without changing its trajectory, predictably, we can conclude that there are no other balls on the trajectory of the ball. If the interaction of the balls on the table results in several balls rolling out with different final momentum and the points at which the balls have left the table, we can only speculate about the way the interaction in the system took place. If the pockets in the billiard table limit the ability of the balls to leave the table (an energy barrier), then the system becomes even more confusing. Such an example with billiards shows very clearly the difficulties that researchers face when developing the tools of quantum mechanics.

I think the problem boils down to what we have all been working on for a long time already: if the current state is like this, what will it be like figuratively speaking tomorrow. There are only two stages:


(1 stage) Identification of meaningful "energy" levels. Another way to look at it is statistically significant levels. In my model I use the following approach, the market represents fluctuations around local statistical levels, or concentration levels (energy levels, flat levels if you want) and a jump between them to new levels (by the way, stochastic resonance helped a lot)





(Stage 2) We have to find our own solution of our model (in CM we connect momentum with energy and with wavelength "responsible" for this particle). If there is such a connection, we will find it, if not, we will drink beer according to Sergey's advice :o)

PS: But it's conceptual, of course :o)
Reason: