How to make money from unsteady markets? (Article) - page 7
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The edge of the waistband is the exit from the position, or the entrance if it is the start of the waistband.
:-)
That's probably why it's called an "edge problem" ? Because where you adjust that wavelet, there will be an edge. It doesn't decide by itself how to fit it to the chart.
The article says it all clearly and concisely, right down to how to apply it. No mystery or unanswered questions were left unanswered. If anyone had those very questions, they could have asked, rather than flubbing all sorts of bullshit. If some pigs don't get it, it's their problem and there is no point in beating around the bush.
The only thing that we do not have, it's software implementation of the algorithm that will translate the quotes into the first differences and make up the payment matrix. But this can be done by any programmer.
Get some rest.
I'm unsubscribing from this thread. There's no discussion of the article's text here anyway, just a discussion of the author's personality and I have nothing else to do here.
Horoshij primer tolerantnosti.....kak vsegda u Mr. Reshetova.......
Good luck, good luck! Looking forward to hearing from you. :))
))) Reshetov has pissed himself off the subject. Like it's OK to flub and snub? Well, well...
Saint George is in the fight.
Sitting on his dashing horse,
holding a spear in his hand,
He stabs the serpent in the ass.
:)) Don't you have nothing better to do :)
A man wrote an article. What's the big deal. You should thank him. And you...
I, for one, still think he'll cool down and tell us his idea in "two" words for housewives.
))) Reshetov has pissed himself off the subject. Like it's okay to flub and snub? Well, well...
a typo? :)
:)) Don't you have nothing better to do :)
A man wrote an article. What's the big deal. You should thank him. And you...
I, for example, still think he'll cool down and tell us his idea in "two" words for housewives.
You should read up on game theory to learn more about it.
In short, it is the concept of minimax:
How did we choose the strategies? Guided by the principle of caution, which says: In a game, behave in such a way that you get the greatest benefit from the worst actions of your opponent . (15 words! :)) This principle is called the minimax principle and is basic in game theory.
http://pasadvice.narod.ru/stat/teorigrb.htm
:)) Don't you have nothing better to do :)
A man wrote an article. What's the big deal. You should thank him. And you...
I still think he'll cool down and tell you his idea in "two" words for housewives.
Those who want to understand the meaning of this article, should first read the basic course Operations Research (which is difficult in principle), namely the sections on "Game Theory and Decision-Making under Risk / Uncertainty", "Prediction Techniques" and "Probabilistic Dynamic Programming. And then read the article already. And in general, read books by smart people, and draw your own conclusions. All that Yury wrote has long been thought up, just not everyone has enough brains to apply.
Thanks to Yury for the article.
You need to read up on game theory to learn more about it.
Briefly it is the concept of minimax:
How did we choose our strategies? Guided by the principle of caution, which says: In a game, behave in such a way that you get the greatest benefit from the worst actions of your opponent. (15 words! :)) This principle is called the minimax principle and is basic in game theory.
http://pasadvice.narod.ru/stat/teorigrb.htm
There you go! Fifteen words is already something that can be discussed. Thank you! :)
However, if this is what the article is about, then IMHO - it is a mistake for markets - the market is not an adversary, and not an opponent in the game. The market is something that lives its own life, goes its own way. Therefore from one side for possible outcomes estimation MUST (but it is necessary to prove, that it generally correct) estimate development on worst of possible variants, but from another side - the same theory of probability is only a method allowing to operate in conditions of not full knowledge about process, and consequently it is necessary to prove, that more full knowledge is not possible.
In a word, game theory here is something that must be overlaid on something already existing.
Those who want to make sense of the article should first read the basic Operations Research course (which is difficult in principle), namely the sections on "Game Theory and Decision-Making under Risk/Uncertainty", "Prediction Methods" and "Probabilistic Dynamic Programming". And then read the article already. And in general, read books by smart people, and draw your own conclusions. All that Yury wrote has long been thought up, just not everyone has enough brains to apply.
Thanks to Yury for the article.
I haven't even read it. To say I didn't understand it. :)
Well, all sorts of tricks, and mathematics, for example, is actually just tricks. It's actually secondary. You have to agree. First you have to understand what you have to calculate, and how you have to calculate it is a second question. That's why you have to formulate everything in 20 words first. :)
There you go! Already 15 words is something to discuss. Thank you! (Laughs) :)
However, if this is what the article is about, then IMHO - it is a mistake for markets - the market is not an opponent, and not an opponent in the game. The market is something that lives its own life, goes its own way. Therefore from one side for possible outcomes estimation MUST (but it is necessary to prove, that it generally correct) estimate development on worst of possible variants, but from another side - the same theory of probability is only a method allowing to operate in conditions of not full knowledge about process, and consequently it is necessary to prove, that more full knowledge is not possible.
In short, game theory here is something that must be overlaid on something that already exists.
Here it does not matter if the market is an opponent, has a will, etc. You can count not the worst enemy action, but the worst possible set of circumstances, for example. The main thing is that there is a finite number of scenarios for market behavior. And it all comes down to finding the dependences between the increments. It's not necessarily one or two variants (in this case it is possible to build a system without it), but multi-variant scenarios: at such a point N stable developments are possible, for every variant there is a point where it branches in several stable scenarios. Thus, a set of stable scenarios is obtained. If after every decision point the market behaves in an absolutely random way, then there are no such stable scenarios. In short, everything depends on the proper selection of such points and the correct task formulation. Perhaps volatility change points will be useful, while the solution under consideration is to decrease or increase an open position. So the search can be applied to position management, MM, etc. The most complicated thing is how to apply this tool, but so with everything :) imja