Optimal strategy under statistical uncertainty - unsteady markets - page 9

 
Avals >> :

Are you talking about "experimenting with ready-made TC code"? :)

Where in the market is the level of stationarity that allows such a small statistical advantage to be played out? All calculations and assumptions are based on purely abstract stationarity and the definition of probability as the frequency of an event when tested under the same conditions in the limit of infinity. Probability theory is abstract and inapplicable to most real processes, there are other disciplines for them with other conclusions and criteria ;) The problem is purely botanical - in Reshetov style :)

1. You have not understood the essence of the method.

2. The possible returns and the factors affecting them were immediately stated.

3. Probability theory is more than real, just not many people know how to use it.

4. Ter. - is actually the basis of all modern science, this is to the question of its "inapplicability".

5. The task is not nerdy, but very useful.

 
rapadox >> :

Eight pages of idle chatter, and the problem has not been solved. Meanwhile, the solution exists, in fact it is actively used, those who know, in any game. But those who know it is unlikely to publish it here in plain text, it is too expensive, and they do not attend such forums. >>Yes, it's Markov, just amazingly brilliant and simple solution of Progression Development Matrix, which gives a positive result at the end of the series.

This is, I apologise, nonsense. The problem is solved without Markov.

 
HideYourRichess писал(а) >>

1. You don't understand the method.

I don't.

HideYourRichess wrote >>

2. You were told right away about the possible returns and the factors affecting them.

I couldn't find anything about reality, maybe I wasn't looking hard enough :)

HideYourRichess wrote(a) >>

The theory of probability is more than real, it's just that very few people know how to use it.

Mat. statistics, for example, is real, although with

HideYourRichess wrote(a) >>

4. ter. - is actually the basis of all modern science, it's to the question of its "inapplicability".

I wasn't arguing, I was talking about practice, not the basis of the basics :)

Vince, for example, has several books of similar "effects", most of which are not applicable in practice at all. Because he's a nerd too, not a trader.

Or you mean your conclusions about "lagging indicators". So I don't know what you mean. If you voice them, then maybe we can really talk about practice ;)

 

1. Apparently so.

2. Apparently yes.

3. You have a poor understanding of what is the basis of what.

4. You haven't read Vince very well and don't seem to understand what he's talking about. This is all from a lack of understanding of terver, by the way.

 
HideYourRichess писал(а) >>

1. Apparently so.

2. Apparently yes.

3. You have a poor understanding of what is the basis of what.

4. You haven't read Vince very well and don't seem to understand what he's talking about. It's all a lack of understanding of terver, by the way.

"you don't even know what i'm talking about" kind of argument.

>> what part of me makes you think you understand terver better than I do?

 
The level and intensity of your flooding.
 
HideYourRichess писал(а) >>
The level and intensity of your flubbing.

On the last page I posted a better solution of this botanical problem than yours with Reshetov, but you do not seem to have understood it ;))

If you have no practical examples that confirm the "effect")))), you better not to meddle with your opinions about others' knowledge - it's just an off-topic.

 
Your solution does not correspond to the problem. That is, you have solved some problem of your own, not the one in question. Also, there is bare reasoning, no wording.
 
Mathemat >> :

Andrey, you wrote on the first page:

It seems that later you changed your strategy and started betting on what fell in the previous roll.

No :) It's just that in the original condition we have a story of exactly one toss-up :) .

Yes and not later but in the same post on the first page. Betting on the previous one is a special case for the task at hand.

A bit small, of course. Isn't it, Andrew?

Yes, and about it too spoke, on the 2nd page.

P.P.S. And if we take into account not the last shot, but, say, the last three? Full space of events - 16 pieces. You may also experiment with stakes, choosing some more complicated criterion - say, drawdown minimization...

You can do the maths, the maths is the same. I think with a skew of more than 10% -- 5 flips will already bring the profitability close to the skewed side.

 
Avals >> :
HideYourRichess wrote >>

1. You don't understand the method.

>> I don't know about that.

Hm. It's been written about the practical application, too, I think.

This strategy can be used to find skewed coins in the market. Busy at the moment, but I plan to give it a try.

Reason: