The interaction of markets. - page 7
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"Мой личный опыт ... лаговая зависимость до 30%" - балбес, лаг вообще-то в единицах времени выражается. Ты че там вообще считал-то ??? ;))))
Yeah, and you wrote that the correlation does not tend to anything, but here's a miracle - it does not depend on time. If it were so, the correlation would tend to a certain value.
And don't diverge from the topic: we were also talking about "leads" - "slaves". Why should I need 30% of I(1) when I have 99,9% of I(0).
I can't comment on something I didn't write. Can you read at all? See the author.
Я не могу комментировать того, чего не писал. Читать умеешь вообще ? Автора смотри.
It is only in your head that there are HIGHLIGHTS and HIGHLIGHTS in the stock market, it is only with you that the correlation tends to something when that value is independent of time !
That's right, you can no longer comment on what you don't know and are embarrassed to admit a mistake.
That's right, you can't comment on something you don't know and are too embarrassed to admit a mistake.
OK, if they exist (WEDNESDAYS and WEDNESDAYS) then it's so elementary to make money that you, who claim to have it, must be a very rich man.
I'm willing to bet you that you didn't make 5 grand on that claim.
How much you want to bet?
Changed cents for five grand, because those little rats will catch one deal :)
Хорошо, если они существуют (ВЕДОМЫЕ И ВЕДУЩИЕ) то заработать настолько элементарно, что ты, который утверждает что это есть, должен быть очень богатым человеком.
Я готов поспорить с тобой, что на этом утверждении ты не заработал ни цента.
На сколько спорим ?
FOXXXi wrote >>
Why do I need 30% I(1), when I have 99.9% I(0).
"Can't you read at all? " (с)
You're exaggerating what I wrote. You're unlikely to get rich on it - the dependence is weak, but it exists, it's a fact. And because correlations depend on time, the value of the lag dependence may also change significantly up to the disappearance of this relationship, and it already risks, there may be large drawdown - it's 0.3 of the incremental lag. But then again - the dependence is with high statistical significance.
И потом, в большинстве случаев мы же не знаем какой инструмент у нас "ведущий", а какой "ведомый.
We already know. See Lead-Leader-Slave Financial Instruments Correlation Indicator
"Can't you read at all? " (с)
You're exaggerating what I wrote.You're unlikely to get rich on it - the dependence is weak, but it exists, it's a fact.And because correlations depend on time, the value of the lag dependence may also change significantly up to the disappearance of this relationship, and it already risks, there may be large drawdowns - because it is 0.3 of the lag increment.But then again - the dependence is with high statistical significance.
What are you talking about :) How you talk when you've been put on the money :)
But the ego doesn't want to die yet, ok ... Checkmate, checkmate:
"But again - the dependence is there with high statistical significance.", high I think it's already over 50% ? ;)
if the stock market has a dependence greater than 50% - then ... figure it out on your own or can I give you a hint ?
We already know. See the Master-Slave correlation indicator for financial instruments
Freak, who gave you permission to leave your room ????
Да что ты говоришь :) Как заговорил когда на бабки поставили :)
Но эго еще не хочет умирать, ладно ... шах уже был, ставлю мат:
"Но опять же повторюсь - зависимость есть с высокой статистической значимостью.", высокая я думаю это уже более 50% ? ;)
если на фондовом рынке есть зависимость больше 50% - то ... сам допедришь или подсказать ?
You put yourself in the mats long time ago with your cowardly shouts, but when it comes to specifics, you come up with some pretty big pearls - one of them I highlighted in blue. My kindness to you is running out: statistical significance, dependency and probability are different things.