Trading probability - page 2

 
Avals >>:


в простейшем случае, если например в качестве тренда использовать неправильную монетку (вероятность орла<> вероятности решки), то задача сводится к "Задаче о разорении". Конечные формулы для рассчета вероятностей выигрыша одного из игроков, а в нашей постановке вероятности достижения TP и SL выведены например http://ilib.mirror1.mccme.ru/djvu/bib-kvant/teorver.htm стр.129-130

I strongly disagree with the statement of the problem.

What random wandering with the wrong coin?

No other definitions of a trend?

 
avatara писал(а) >>

I strongly disagree with the statement of the problem.

What random wandering with the wrong coin?

No other definitions of a trend?


well this is the standard definition of asymmetric random walk.

 
What's wrong with a coin?
Well... you could also introduce some (infinite or not) set of "wrong" coins, from which, at any given moment, one is randomly drawn and tossed. Is that better? ))) // "Oh, I don't know. Oh, I'm not sure..."))
 
Svinozavr >>:
А чем вас с монеткой не устраивает?
Ну... можно еще ввести некий (бесконечный или не) набор "неправильных" монеток, из которого в данных момент случайным же образом достается одна. Так лучше? ))) // "Ох, не знаю. Ох, не уверен...")))

I didn't introduce two processes for nothing.

in the "word"...

It's truer that way.

and no coin irregularity should be attracted.

Otherwise it's a strange coin - half a year wrong one way and then the other.

 
avatara писал(а) >>

I didn't introduce two processes for nothing.

in the "word"...

It's truer that way.

and no coin irregularity should be attracted.

Because it's a strange coin - half a year wrong one way and then the other.



Well, you could use a different distribution to set it up. For example, a normal distribution - with a positive MO. But it's the same eggs, side by side :)

 
Avals >>:


ну можно с помощью другого распределения задать. Например нормального - с положительным МО. Но это те же яйца - вид сбоку :)

Hairier, however... ;)

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change the dispersions.

I don't think an MO offset will be needed.

 

Don't read all those weird ancient books - :) "Random walk", that's bullshit from people who don't know much maths, and it's for them.
I'll even say more - just bullshit - and there's no such thing on the market. :))

 
SProgrammer >>:

Не читайте-вы всякие странный книэки древние - :) "Cлучайное блуждание", хрень это от людей мало разбирающихс в математике, и для тайих же.
Скажу даже больше - просто чушь - и нет такоего на рынке. :))

protection 's over. Are the spectres next in line?

 
avatara >>:

Волосатей однако... ;)

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измените дисперсии.

Мне кажется смещения МО не потребуется.

Normal as a result of the long even-keeled formation - not to be forgotten!

 
avatara писал(а) >>

protection 's over. >> Spectre's next?


А ... >> well, there's some smoking hot people, what can I say? >> )))).

Oooh, I thought I saw that word again - hairy. :))

....

I don't get it either. What is it to you (you and a couple of other people with a very poor understanding of mathematics) that you're trying to achieve here? With your pseudo-scholarship I have already shown everyone that you do not understand mathematics at all. Why are you messing with people's heads? - with your shamanistic incantations, it's all scientific nonsense. :)) Stop drowning people's heads and everybody who was in the hospital must have understood that they have to stop listening to incompetent people and start penetrating into the essence themselves. :))

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