First sacred cow: "If the trend started, it will continue" - page 55
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Никогда не следует забывать чем порожден ВР. Если генератором случайных чисел - это одно. Наш ряд порожден толпой, которая, почему-то в одно время идет в ногу и в одном направлении. Именно это является исходным процессом, который мы затем меряем, потом вводим скважность, затем делаем стационарным, но никогда не ставим перед собой вопрос - а каков доверительный интервал в каждой сточке нашего измерения? И перейдя к стационарности, забыв о доверительном, интервале мы придумываем форвард тест.
The crowd, in most cases, is the random number generator. And that crowd never walks in step. If "everyone" is buying, then someone is selling to them.
The forward test is just the next level of fitting the story, it proves nothing.
2. Вы ещё не поняли, что информация о рынке подсовывается для "лохов", чтобы они запутались и слились?
A branch for clowns - go frolic there.
2 timbo:
Give me your definition of a trend, finally, so that I can say that it is not a trend!
And most likely, everyone here will finally agree with you: that yes, such cases are not a trend.
Then, in order not to annoy you (and you have this chronic - not a trend! not a trend!), let's call this phenomenon something else and, having prayed, let's continue. Without those (not a trend!) of yours, which are already - sorry - exhausting to everyone.
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See, what a delicate suggestion? You could have just sent it...))
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Judging by your posts, a trend for you is something like an algebraic function, where you can always say what it will be equal to at some argument. I.e. it's completely predictable.
Then yes - what's happening in the market is not a trend. As you understand it.
Can you vayo fucking con dios with this understanding? And leave us alone at last without your lamentations?
The crowd, in most cases, is the random number generator. And that crowd never walks in step. If "everyone" is buying, someone is selling to them.
As the saying goes, chill out. A year ago the market dropped three or four times in a month, didn't you see that.
В основе наших ВР лежит экономика. Если построить новый завод с новой продукцией, пользующейся спросом, то на рынке образуется растущий тренд цен на его акции. Это объективная реальность, которую пытаются испоганить разные там аналитики (как мне кажется в личных целях). Если это мощный завод и его продукция на экспорт, то это может дать тренд и в валюте. Пример, влияние поставок газа и нефти на пару евро рубль и доллар рубль в последний год. Забудьте про формулы и никогда не забывайте об реальном, практическом источнике трендов в виде часов, трусов и джинсов..
Wrong. It will not give a trend. The share price is the discounted value of all future payments. If it is a really good plant and its shares have just entered the market, the price will jump to some level and stop. The price can change for two reasons:
- there will be signs that the payments will change (e.g. demand for the product will increase/decrease),
- random wandering of the crowd, who see trends, fibs and other waves.
Pants, watches and jeans are easily described by formulas. The need for pants and watches is also easy enough to estimate. Stock prices, on the other hand, are almost impossible to estimate as there are no trends on the SB.
Как говорится, окстись. Год назад рынок упал в три-четыре раза за месяц, неуж-то не видел этого.
What did you mean by that? That everyone was selling and no one was buying? Then who were they selling to?
The crowd, in most cases, is the random number generator. And that crowd never walks in step. If "everyone" is buying, then someone is selling to them.
The forward test is just the next level of fitting the story, it doesn't prove anything.
Yes it is understandable that there is a seller on the buyer. But if the buyers are in a hurry and buy on the market, they swallow limit orders, slippage changes prices. It all depends on how much the buyers or sellers are in a hurry to realise their demand/offer i.e. the time frame and their interests and desires (sentiment). Whoever agrees to the terms of the counterparty or changes them to something more attractive for the counterparty, drives the price. It's either the bulls or the bears.
For example, meat sellers and buyers come to the collective farm market in the morning. If by the evening there is a lot of unsold meat, then you can expect some of them to start dropping prices at the end of the day, trying to sell their leftovers. Maybe not all at once, but looking at what one has reduced wanting to sell theirs, they will gradually reduce prices. Or perhaps one by one. How their ranks will be slender is still a question, but that they are able to create a local drive, it can be seen live :)
1) Если тебе, жителю 21 века, больше хочется верить в пляски с бубном, то это твоё право. Но большие деньги всё-таки зарабатывают те, кто знает "почему".
2) Для успешного использования обязательно надо знать является ли А причиной В. В противном случае рискуешь нарваться на неучтённый С, который всё испортит.
3) Вся статистика посвящена именно этому вопросу - реальные отношения между А и В.
1) Everything is strictly backwards. The very notion of causality has been sucked out of a desire to "find fault" and has no scientific basis. As for money, an obsessive belief in the existence of causes and the need to control them well feed religious leaders (but not their flock) and dealing centres (but not traders). :)
2) There will always be an unaccounted for C. By the way, the knowledge that A is the cause of B will hardly satisfy the inquisitive trader. It is necessary to find out what is the cause of A. And the cause of this cause. And also the cause of the cause of the cause A..... and the next cause must be found....... So go ahead, the forum will help you.
3) I think you are attributing to statistics purposes completely alien to it. Statistics is a science (albeit suspicious in places). And in big science it is common to describe phenomenology, to hypothesize about relationships, and to hold some hypotheses as theories (until better hypotheses emerge). By the way, the requirements to prove something theoretically, peculiar to some fields of modern science, are actually a requirement to specify the logical relationships of the asserted with currently popular theories. New (even better than old) theories win a place under the sun by demonstrating a better correlation with experiment, i.e. pointing the finger at phenomenology. They cannot be 'proven' by the logical manipulation of old truths.
Согласен с этим. Если на случайном блуждании можно обнаружить тренды краткосрочные тенденции, значит их можно использовать в "торговле" на этом блуждании. Все разговоры о том, могут ли они там быть или нет (разве что в определении тренда должно быть условие о его причинах) не имеют практического смысла. Рынок может и имеет какие-то причины на возникновения подобных тенденций, но т.к. мы о ни них не знаем, то можно воспринимать и его как случайный процесс (во многом). Но, прибыльно торговать это не мешает. Значит, на случайном блуждании тоже нет никаких препятствий для этого.
Random walks can be different in nature and accordingly in properties. In statistics, different kinds of random processes have been fairly well researched. Some are statistically predictable (with a probability greater than random), others are not. I recommend delving into the subject a bit, it's quite curious and essentially not very complicated. Wikipedia is a good place to start.
about causality, i.e. finding out to what extent consequence B depends on cause A, in my opinion
generates a lot of misunderstandings, because in a complex system classical causality can be disturbed or absent at all
In my opinion this gives rise to many misunderstandings because in a complex system classical causality can be disturbed or absent altogether, instead of it one can observe so called "looping" causality. "looped" causality,
like "which came first the chicken or the egg" or "which has the most effect on the market, the mood of the
market mood or economics?"