First sacred cow: "If the trend started, it will continue" - page 53
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Как-то препод по матану на ВМК сделал лирическое отступление на практическом занятии. Рассказал какую левую математику используют разработчики летательных аппаратов.
Эмпирически притянутые за уши формулы (поскольку нормальной теории турбулентности тоже нету) там в широком ходу.
There may not be a detailed theory of turbulence, I am not good at that, but why planes fly is absolutely certain. No one knows why there should be a trend on the financial markets, i.e. searching for it makes no sense. Because if you look very hard, you will find it, as crowds of people find a trend, but once you find something, you will not know what exactly you found, and whether you found anything meaningful at all, or it is another glitch.
Возможно нет детальной теории турбулентности, не силён я в тех вопросах, но вот почему летают самолёты известно абсолютно точно. Почему должен быть тренд на фин.рынках не известно никому, т.е. его поиск не имеет смысла. Потому что если очень сильно искать, то обязательно найдёшь, как находят тренд толпы народа, но найдя что-либо, ты не будешь знать, что именно ты нашёл, и нашёл ли ты вообще что-либо значимое, или это очередной глюк.
The tester will tell you. If the results are consistent, there is a pattern. Even if there are air pockets. :)
Возможно нет детальной теории турбулентности, не силён я в тех вопросах, но вот почему летают самолёты известно абсолютно точно.
I am reminded of an anecdote like "I graduated from the MAI a few years ago, I know all the types of aircraft produced in the world, but I still can't understand how these cocksuckers fly".
Вспомнился анекдот типа того, что "закончила я МАИ несколько лет назад, знаю все выпускаемые типы самолетов в мире, но вот как эти ху@вины летают - до сих пор понять не могу".
:)
Возможно нет детальной теории турбулентности, не силён я в тех вопросах, но вот почему летают самолёты известно абсолютно точно. Почему должен быть тренд на фин.рынках не известно никому, т.е. его поиск не имеет смысла
All questions "Why?" as well as their profound answers are totally groundless by and large.
I can't prove it, although I can demonstrate it. Feel free to contact me if you need anything. (Not kidding).
I try not to get into 'why' arguments on this forum at all, because they are completely fruitless - for the reason stated above.
:)
Все вопросы "Почему?" - равно как и глубокомысленные ответы на них по большому счёту совершенно беспочвенны.
Не возьмусь это доказывать, хотя могу продемонстрировать. Обращайтесь если что. (Не шутка).
In vain. The answer to the "why" question guarantees that the TC works, all other options are fits and starts with a story.
Quote from Shiryaev's lecture sent above.
But how much of it is real or not, I don't know. But at any rate I can only say one thing, that my guys who have been doing it have started driving new cars - I'm driving the old one. That's it, I'm done.
The guys know 'why'.
Напрасно. Ответ на вопрос "почему" гарантирует работоспособность ТС, все остальные варианты - это подгонка под историю.
Цитата из поссыленной выше лекции Ширяева.
Ребята знают "почему".
The guys see phenomenology. Why doesn't matter.
After A, follows B. Is A the cause of B? Absolutely not a fact. But it has a place. That's what I mean.
These are not trends, but seasonality. Also a deterministic function, but not a trend. Today, a week's weather forecast for continental regions is done very accurately. Up to half a year is worse, but the number of hits far exceeds the number of errors. The main thing is that there is a theory which explains the presence of this determinism, i.e. trends (in this case seasonality) are possible and their search in time series is justified.
For financial markets, there is no such theory, which means that searching for a trend in the time series of prices is just guessing with coffee grounds.
Seasonality, cyclicality does not rule out trends. One can reliably say that the average temperature from winter to summer will steadily go up and vice versa from summer to winter.
You seem to have your own definition of a trend (as does everyone posting here). Give your definition of a trend, otherwise just imho this is a trend and this is not a trend :)
сезонность, цикличность не исключает тренды. У вас видимо какое-то свое понятие тренда (как и у каждого здесь постившего). Дайте свое определение тренда, а иначе просто имхи - это тренд, а это не тренд :)
I didn't say it excluded it. It's just that the example given was not about the trend. By the way, there are plenty of examples of seasonality in financial markets.
The trend is a deterministic function, most often of time. E[x(i)] = x(i-1) + b = x(0) + i*b, where b is a constant which is naturally independent of x and i.
I didn't say it excluded it. It's just that the example given was not about the trend. By the way, there are plenty of examples of seasonality in financial markets.
The trend is a deterministic function, most often of time. E[x(i)] = x(i-1) + b = x(0) + i*b where b is a constant which naturally does not depend on x and i.
This is how it will be: the average temperature will increase from winter to summer and vice versa and not necessarily linearly as in your formula. Although it is possible to approximate it quite accurately and linearly. If the observer knows how to isolate areas of the beginning of such a movement and its time frame, is it a trend? Or is the trend perpetual (throughout the observed series) and independent of the observer's ability to identify it?