Two pieces of news

Yury Reshetov · 2009-12-24T15:47:29.0000000Z

As always, one is good, the other you know. 1. The good news: Dub's theorem, is a special case. It could even be called a tautology, because: "A martingale cannot in any way be made non-martingale if it cannot in any way be made non-martingale". 2. The bad news. The financial markets fall under a special case of Oak's tautology. That is, if a time series of quotes is a martingale, then using all sorts of tricks such as changing the volumes of open positions or changing the frequency of open events, it is impossible to translate a trading strategy into a non-martingale state. I can only slightly ease the wording of the message that even if you eliminate all of the trader's overhead costs, such as spreads, swaps, commissions, etc., it would not be a problem. BP will not be a pure martingale (the term, pure means covered with tautology by Dub). But, this will still not make things easier, because the differences between pure martingale and BP of quotations are so insignificant that one cannot make money on them. Let us say the trader's overhead exceeds many times the doubtful profit that can be obtained from the non-marting prices VR. Finally, the third piece of news. Martingale can be managed, i.e. it can be transferred to non-martingale states: from zero to positive or negative mathematical expectation. That is what I am going to not only report, but also justify. And since it cannot be explained in two words, the topic will consist of a course of separate lectures, which will be labeled as follows: Lecture 1, Lecture 2 ... Lecture N. In between lectures you can ask questions or discuss anything in this topic. But I want to warn you, and many people know this very well, that I'm not going to cast my pearls before swine. Therefore, if in this thread there will be gathered a number of dissatisfied critics, who won't say anything but criticism as arguments, the continuation of the course of lectures will come to an end at the most interesting place.

Erick Mustaf 2009.12.19 16:38 #61

gip >> :
....

Well, you can't listen to it if you want to. Even if you tolerate the fact that in his opinion we're all nerds and pigs here.

You don't have to take it personally, maybe if you listen without emotions you will see the line which the author is trying to bring to all who are here. The method of presentation itself is of course not ideal, but that is not why we are here, this is not an ethical forum.

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Yury Reshetov 2009.12.20 12:24 #62

To be honest, the claims of the so-called "naggers" are somewhat valid. I reread my piece of writing again. I didn't like it much myself, because there was a lot of drifting away from the subject into some unnecessary reasoning. I had to reformulate all over again. How to make money from unsteady markets?

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deepresearcher 2009.12.23 05:37 #63

Oh, man... What the hell is this?! Reshetov seems to be a real threat to the global financial cabal. As soon as Yury starts to say something (and say something very valuable! Even if some of his ideas are non-tradable and of academic interest - it doesn't matter. What matters is that Yury makes us look at the financial markets from a different angle). - The topic is being drowned in floods (by who? agents of the global financial cabal?). It is clear that from the standpoint of propriety, Yury is not ideal, but most of the members of the community "do not baptize children with him" (if you do not like it - leave this thread). Can anyone say of himself that he is an ideal? But then again, his ideas are quite interesting to me personally. You can see that the man is on the subject. If Yury has a need to discuss some of his ideas - you may make an announcement on this forum and give links to your own. And let him moderate it as he likes.

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VonDo Mix 2009.12.23 08:56 #64

sts >> :
One can see that the man is on the subject. If Yury has a need to discuss some of his ideas, one can make an announcement on this forum and give a link to his own. And let him moderate there as he likes.

Who's against it?

The task of the author seems to be different.

;)

After all, the statements about nerds and pigs begin when

his superficial knowledge of the subject prevents him from responding and having a discussion.

So he looks for an excuse to be offended. And proudly, incomprehensible, walk away.

And the unsophisticated reader gets the same impression as you:

Smart, scary Uncle Reshetov on the one hand, and a bunch of grunting boars on the other.

>> on the other hand, I'm not sure if it's entomologists.

It's all sad.

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Two pieces of news - page 7