Why is the normal distribution not normal? - page 26

 

Well, just in case. In case I don't want to and leave the queue...

 
Are you guys going to stand? I'd borrow some just in case, but I've got to get away. For a long time.
 
Mathemat >> :

Well, just in case. In case I don't want to and leave the queue...

Oh, thank you! Well, you can go, I'll hold your place in case you want to come back.

 
Yurixx >> :
You guys gonna stand? Cause I'd like to borrow some just in case, but I gotta go. For a while.

Sure, no problem, you take a walk, too. You must be getting stiff in your bones, standing here in one position.

 

On a more serious note, I think it would be a little premature to throw the watch away. Arbitrage processes affect price formation in a fundamental way. With the development of means of communication they affect prices faster and faster, but in any case they have a time lag, which can be very long...

Example: hype supported by propaganda has led to an excessive fall of some security (say, the dollar). Forex-arbitrators, as the play was going on, balanced this fall with all the other securities, and everything looks like a steady fall. However, the commodity market in Europe and America is guided more by real supply/demand than by the fiat paper rate. The result - steamboats started to drive, airships flew, carried "physical" goods from one market to another. The result - forex will react with an inevitable rollback of the quid. And the time lag of this pullback is measured not in milliseconds, but in hours, days or weeks. I gave a very "long" example deliberately, the whole interval is filled rather evenly, imho.

So I'll stand still. And not just stand... I'm going to check the delays, fiddle with the signs of different types of loops. And so on.

:)

 
Prolonged arbitrage occurs between the price and the value of an asset.
 
Explain exactly what you mean by that. If you don't mind.
 
Price and value are different things. If it were possible to trade not only on price but also on value, there would always be arbitrage. But there isn't. So talking about arbitrage between value and price is a bit pointless.
 
getch >> :
Price and value are different things. If it were possible to trade not only on price but also on value, there would always be arbitrage. But that is not the case. So talking about arbitrage between value and price is a bit pointless.

In a coordinate system in which time does not exist - of course it makes no sense. :-Р

 
Doctor. >> :

You calculate QC as the probability that the colour of the 0th match the kth. I meant if you take not minute candles but a larger timeframe (5M,15M,30M,1H etc). Did you try it that way?

No. Non-crossing bars of k minutes in each were formed and the probability was calculated that the colour of k-1 account would coincide with the k-th one.

Reason: