Quantum trading system - page 38
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I, too, am against attempts to replace bona fide research with subjectivist-esoteric delusions (by the way, I would refer grasn to bona fide researchers, only to those who get carried away :-), but, apparently, we cannot do without it yet. The market is a fertile field for the search of the said concept: here there is a "digitized" interaction of information with ... here it is still a question with what.
I used to be like that, and I really wish we'd all change somehow over time. Now, I am more business-minded and sober-minded, literally and figuratively. And if I became interested in quantum approaches, I assure - it's not for nothing. If stochastic system with fixed structure works (with random structure only I will create), then I see no reason to refuse considering quantum approach. Where people take that someone is going to collide neutrinos, knocking nucleus photons and so on - I just do not understand! There is no such thing in the whole branch. It seems that our scientific personalities are delusional themselves, regardless of their environment. They themselves decompose the price of photons and then say - everyone is nuts :o)
By the way, the uncertainty principle is also used in DSP, e.g. Eifichera "DSP", Solonin, Arbuzov "DSP Fundamentals" (very good book) ...
HideYourRichess , everything you spell out here in detail is clear. You can't argue with that - it's a fact you don't want to discuss.
HideYourRichess, everything you spell out here in detail is clear. You can't argue with that, it's a fact you don't want to discuss.
Okay, propose a new quantum.
... >> she's almost "alive".
That's the point. The NS finds short (not long-lived) market patterns and exploits them. As far as I can see, this is not the first attempt to bring the market under a concept. More than anything, it reminds me of man's attempts to take to the air.
There is an opinion that it took people so long to fly because they were trying... to flap their wings. Wing flapping is the only stereotype of a way to fly that was available to non-flying humanity.
What if a satisfactory concept for the market, and for reality in general, does exist, but we look where the light is, not where we can find it. I am by no means alluding to any pseudo-esoteric theories(torsion fields etc), or anything else for that matter.
We need a physical database for the subject we are studying. Until we create it, we will have to use Neural Networks as the only tool to exploit the patterns found (by itself). Having systematized the observed phenomena, we can try to create a mathematical model adequately describing the observed subject and use it for making forecasts.
For the time being, we can state that there are no statistically significant levels at which an instrument's price would "gravitate". There is no statistically significant breakdown of the kotir into Fibo levels. It is impossible to reliably detect the significance of the "Golden Section" in formation of historical extremums of the price. We can strictly prove the absurdity of using any price series smoothing methods for the forecast. The reason lies in the stable negative correlation in the neighboring readings of the series of the first difference (FDD) of the kotir at any TF and the positive correlation for the smoothed series.
The declared database may be credited with the fact that:
1. There is a statistically significant weak negative correlation in the adjacent readings of FFs for the financial series.
2. There is a confirmed stable correlation between volatility (standard deviation) of an instrument and the correlation coefficient in adjacent samples of the FFD. This leads to the pinching effect of strong market movements and seems to explain the nature of "fat tails" in the probability density function for RPR. Here are the pictures to illustrate this effect:
On the left side the dependence of volatility on the current market situation is shown. We can see that the market is usually in flat condition and its predictability (correlation coefficient between neighboring samples in the PDF) is higher for "calm" condition (when volatility is lower). The same picture is shown on the right, but in the Volatility-Monetary Anticipation axis in the EPR. We can state that volatility of an instrument increases with its trendiness.
So, here is what we have in the Market description.
Who, what can add to the piggy bank?
I - "for", but as a passive consumer. I practically do not do researches, I spend time on the forum - it is a kind of knowledge base, I often find quite interesting things, and your charts are always a decoration! Creating a systematic, as you say, physical base, I'm afraid, will be problematic here: in this thread - not in place, but where in place? I've been telling you for a long time, write an article - collect there all your results and graphs scattered in branches, and that will be the beginning (or continuation) of such a knowledge base. Maybe something will be added to the comments as a piggy bank. MQ will say thank you and forum people too :-)
Hi all !
Here 'Market Model' the afftar invites everyone to participate in the creation of an 'accurate economic model' and then a 'Super mechanical trading system that will analyse all markets at once simultaneously according to our model'.
For all his naivety, the afftar understands that the behaviour of markets is (in the main) determined by world economic (and therefore financial) processes. Let us imagine all the countries involved in this process, their sovereign volumes of currencies, all their market agents, international export-import and investment flows, separately imagine the whole multinational crowd of currency and stock speculators, the whole range of financial instruments and generally everything that can be crammed into the head. (The whole meaningful volume will not fit in anyway). And now let's imagine a tick chart - a one-dimensional primitive broken line.
And what for? Just to understand and compare the dimensionality of the phase space, that describes the real phenomenon - the global financial and economic system - and the one-dimensional broken price line.
I mean that no database, no knowledge base and no "exact models" will help any father of Russian democracy.
The maximum that a sensible person can rely on is phenomenology.
IMHO
Yuri, hello!
Вот здесь 'Модель рынка' аффтар предлагает всем желающим поучаствовать в создании "точной модели экономики", а потом "Супер механическую торговую систему, которая будет анализировать сразу все рынки одновременно в соответствии с нашей моделью"...
Why so strict? You'd think the less 'naive' would have never tried to create all sorts of theories, with more or less accurate solutions. Yes, there are plenty of them. Shiryaev, for example (as you well know) has published two volumes "Fundamentals of stochastic financial mathematics, facts, models, theory" in which he collected models that, from his point of view, are not the worst (AR, ARIMA, etc. are there too) and are very interesting indeed. There are also more "economically" oriented ones.
What do you think
The maximum that a sensible person can count on is phenomenology.
Would stop a sane person from knowing the unknowable etc in the same philosophical vein? :о))))))
......
Yuri, it's great that there are such people, ...... it's great that there are people at all! So, this mug seems to have been superfluous...
Yuri, hello!
Sergei, (I'm done with beer - it's not good for me anymore :-() goodnight!
I too am inclined to think that phenomenology is enough. Man, like any creature, does not need to know the complete structure of nature up to and including the genome of the participants in order to survive. Similarly, a micro-approach is not necessary for survival in the market, it is sufficient to identify the significant macro-parameters. But the fact that "people are starting to catch up" is very pleasing :-)
Yuri, hello!
Sergei, (I'm done with beer - it's not good for me anymore :-() goodnight!
I too am inclined to think that phenomenology is enough. Man, like any creature, does not need to know the complete structure of nature up to and including the genome of the participants in order to survive. Similarly, a micro-approach is not necessary for survival in the market, it is enough to identify the significant macro-parameters. But the fact that "people are starting to catch up" is very pleasing :-)
Good night!
For survival is enough. But for reigning, oh, you name it, in the sense of the contrived role of 'king of nature' and total power, it's not enough yet. So, no one will stop (in the philosophical sense).
I think Taleb (I already repeat myself) said that long-term investments (science, say) are not the best option for his immediate survival (to eat, sleep and so on). Well, that's the way human beings - or rather, society - are built.
If you need the exact phrase in the original language, I can find it.