Why is the normal distribution not normal? - page 27
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Am I the last fool around here who still uses time sometimes?!
>> there's at least two of us. :о) Also, I'm always "using" time. It is impossible to transform a process in such a way, that it would completely get rid of time. You can take any parameter of a quoting process at least, local extrema, but they in turn will always depend on time (their appearance in a series).
Explain exactly what you mean by that. If it's not too much trouble.
Price and value are different things. If trading could be done not only on price but also on value, then arbitrage would always be there. But there isn't. That's why talking about arbitrage between cost and price is a bit pointless.
The clarification doesn't count. All you said about price and value is that they are different things. That, alas, is meaningless. And further, about arbitration, is irrelevant to the question.
So I join MetaDriver's request. What does the phrase mean
Prolonged arbitrage occurs between the price and the value of an asset.
This is particularly interesting in light of the underlined in the previous quote.
For clarification, it would also be good to explain what you call price and what you call value. And how they differ from each other.
To clarify, it would also be good to explain what you call price and what you call cost. And how they differ from each other.
Yeah, and how they are valued as well. Well, we don't need to talk about price evaluation, it's clear enough - a quotation. But how is the value calculated? This is a question to getch, of course.
Of course I'm not going to throw time in the trash. Considering my systems multicurrency and the need to synchronize quotes.
I don't know what getch was referring to when he said time is unimportant when observing multiple VCs (in multi-currency).to Yurixx
Yura, guess what instrument?
Не знаю, на что намекал getch, говоря о неважности времени при наблюдении за несколькими ДЦ (в мультивалютке).
Well, I kind of get it here. If we put ticks from all instruments into one continuous array, then according to getch (as I understand it) time lags between quotations are unimportant, only the sequence itself is important. This is a generalised equi-dimensional approach.
getch wrote >>
Multicurrency analysis only requires data synchronisation if you're analysing timeframes. If you're analysing a stream of price data from multiple data sources, you don't need any synchronisation for multi-currency analysis.
Here getch (as I interpreted it) didn't mean different DCs by different sources, he meant different tools.
Yura, guess what the instrument is?
Of all the distributions, I have only seen the eura. That's why I have no choice: EVRA ! :-)
But if you achieved this kind of profitability on it, it's waaaaaayyyyyyy !
Well, I kind of get it here. If we put ticks from all instruments into one continuous array, then according to getch (as understood) time lags between quotations are unimportant, only the sequence itself is important. This is a generalized equiobolume approach.
That's my understanding too and, imho, it really is. However, this in no way means that time doesn't matter at all.
In fact it means that we are moving from astronomical time to operational time. This has been discussed tightly here at some point.
That is, time counts do not disappear altogether, but simply lose their property of equidistance.
That's how I understood it too, and, imho, it really is. However, this in no way means that time has no meaning at all.
In fact, it means that we move from astronomical time to operational time.
That is, time references do not disappear altogether, but simply lose their property of equidistance.
100% agree.
100% agree.
I agree, in fact, that it means switching from astronomical time to operational time. However, I disagree with the lack of influence of astronomical time. Only one has to know how to cook... ;)