Put in a good word about the occasional wanderer... - page 21

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Nah, it doesn't apply to cotiers: the 'princes' are addicted, and it shouldn't be like that.
 
Mathemat:
Nah, it doesn't apply to cotiers: the 'princes' are addicted, and it shouldn't be like that.
This can be taken into account, at least on neighbouring princes. The dependency is calculated, after all.
 
Essentially the probability of losing/winning at a given step is adjusted depending on what the current prince is like. You can take the current prince and the previous one, if you can analyse the correlation under the noise.
 
alsu:

Got it.

Usefulness, I should think, in trying to apply the same principle to a series of quotes to find the most likely maximum/minimum? It might work. Or maybe not).

The value of x0 is approximately 0.347. Thus, for a large number of bidders n and for m=2, the optimal strategy of the princess is as follows.
The optimal strategy of the princess is as follows. She should skip about 34.7% of the bidders without agreeing to the marriage,
From the following approximately 32% (up to 66,7% of all applicants) to consent to the marriage only to the one who is better than all
and of the remaining 33.3% of applicants also agree to marry the second best among those already married. In this case, the probability is...

The probability of a good choice (again at large n, i.e. at n→∞) is equal to hh, which is approximately equal to 0.574.

Thus, in this case the chances of the princess to make a good choice (with an optimal strategy) are more than 50%.

Curious, has anyone calculated the average duration of a Brownian bridge on kotirs?

Counting the intersection with the average exit at 0...

;)

 
Sorento:

Read it, thought it over the weekend. Interesting, of course, without the framework to be applied to forex. But - and a big "But" - as Alexey has already pointed out, prices are highly linearly dependent. For example, if the price has already gone the wrong way by n points after the position has been opened, the possibility that it may reverse and go the same way is sharply reduced. In general, it cannot be applied directly.

_I'll add. If we were dealing with a stationary series oscillating around the MO, then yes. Applicable. Well, go find such a financial instrument or even a spread. A very complicated task. But it is not applicable to a non-stationary raw series of quotes due to linear dependence of neighbouring values.

 
Mathemat:
No, it doesn't apply to kotirs: the 'princes' are addicted, and it shouldn't be that way.

And what is their addiction? Are they grouped by attractiveness?

;)

 
Sorento:

And what is their addiction? Are they grouped by attractiveness?

;)

Dependence is that the necessary and sufficient condition for independence (aka definition of independence) is not fulfilled
 
alexeymosc:
For example, if price has already - after opening a position - gone the wrong way by n-number of pips, then the probability of it reversing and going that way decreases dramatically.
In its pure form (without additional conditions) this probability is 50%, you can check it by direct calculation.
 
alexeymosc:
Read it, thought it over the weekend. Interesting, of course, without setting a framework to apply to forex. But - and a big "But" - as Alexey has already mentioned, prices are linearly dependent. For example, if the price has already gone the wrong way by n points after the position has been opened, the possibility that it may reverse and go the same way is sharply reduced. Generally speaking, it cannot be applied directly.

Look at MASD - I can see "princes" there...


 
alsu:
In its pure form (without additional conditions) this probability is 50%, you can check by direct calculation.
I did check it by direct calculation. Well, of course, if you enter a very long waiting period (over-sitting), it will be somewhere around 50%, and if you enter say 10 bars of waiting (this will be the time limit), it will not be 50% - much less.
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