Market phenomena - page 73
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Dear Sir, you have not explained anything and do not seem to have understood anything at all. The form of distribution is not important, it is not important (!), what about the form, why are you picking on it?
...
I don't know how else to explain it. It's a lot simpler than that: the process of "tick formation" is completely different from the process of "gauss formation". What's not to understand?! They're different processes. Different.
Well, if you don't want to know exactly how tics are formed, that's up to you. Botany, after all, is a detached numbers game, nothing surprising here. But. One simple question - how is the gauss formed?
The "classics" tell us simple things about this. Let's say we have some kind of constant process. This process has different characteristics that can be measured. Take one characteristic and measure it many times. If a characteristic is influenced by a large number of small, approximately equal in value and independent factors - you get a Gaussian. It is of course more complicated (right down to the philosophy of the term randomness) than I have written here, but in simple terms it is something like this. The idea is this.
Now, further on. The process of buying and selling an asset on the exchange. Is it constant? Personally, it seems to me that it is not (i.e. nonstationary). If I am right, then there should not be any gauss. Let's assume that I'm dead wrong and that the process in the market is constant, in terms of "physics". OK, let's look at the factors, whether there are many of them, whether they are small, independent, etc. - If at least one question is not answered, that's it, your gauss is ruined. And it is, in my opinion, ruined.
On this. When I object to another search for a Gauss in the market, I mean two things. 1). The shape of the distribution of one of the characteristics of the process of buying and selling an asset on the market, which is usually used - price - although it may look like a Gaussian, it is not. Nor can it be. 2). The process of buying and selling an asset in the market is completely different from a "Brownian motion". Not a Gaussian process.
Hence the conclusion.
And don't get nervous, the conversation was with Dr.M. Why you burst into the peaceful course of the discussion with a saber in hand is completely incomprehensible.
Даже и не знаю, как ещё пояснять. Уж чего проще: процесс "тикообразования" совершенно отличается от процесса "гауссообразования". Что тут может быть не понятно?! Это разные процессы. Разные.
But it's not like I've written anywhere that these processes are "the same".
Botany, after all, is a game with numbers detached from reality, there is nothing surprising here.
Botany is also an experiment, which sometimes yields a good mind-expanding product :o)
One simple question - how is the gauss formed? ... Now, further on. The process of buying and selling an asset on the exchange ...
I made some assumptions about the "physics" of quoting process with the help of imitational modeling and tried to obtain a quotation result, that would be close to the real one. "Reality" was defined by the following characteristics:
Actually, I modeled trade of more than 100 banks and for each bank there is its own behavior in fulfilling "obligations" (conventionally speaking). The feedback (i.e. decision making based on already obtained quotient) and speculation have not been done yet, but I already obtained interesting results (probably they are mine, and just for that reason - interesting :o). For simplicity of modelling, the bank expresses the interests of many, i.e. I model one bank rather than a bunch of unique participants who express their interests through the bank.
Maybe I will share, but obviously not now, the research has not yet been completed and the time is very little. So far the goal is simple - to get a quotient a bit like the truth, no identification and use in practice. Everything is primitive.
That is why. When I object to another search for a gauss on the market, I mean two things. 1). The form of distribution of one of the characteristics of the process of buying and selling an asset on the market, which is usually used - price - although it may look like a Gaussian, it is not. Nor can it be. 2). The process of buying and selling an asset in the market is completely different from a "Brownian motion". Not a Gaussian process.
I agree completely, there is no Gaussian process, not even close. Moreover, trying to find a technology that is "free" from the form of distribution. Well... if it works.
SZS and do not get nervous, the conversation was with Dr.M. why you burst into the peaceful course of the discussion with a sword to the head - is not clear at all.
Yes, I apologize if I got angry and waved my sword. But I didn't really hurt anyone. Just in combat mode :o)
By the way, I love reading some of the authors, and you Sergei, and Peter. Life would be more grey without you. But you sometimes go a little too high. It's better to correct than to lose a favorite read. Although the word "read" is rather inappropriate here. I like the other writers of the posts too. Although most of them always walk on the brink of a foul. But that's life.
(I'll shut up about science, why discuss what you don't understand).
I was wondering why I don't get banned. Well, if that's the case...
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I'd like to reread myself, see if I missed anything.
Reread it, reread it.
Reread some things. You know, the man wasn't stupid. ))) But it's clearly not in this thread. Serge's gonna make me look like hummus.
I wonder if my mental tensions with myself should be posted here somewhere. No. That would be cruel. To myself. Such a crowd here...))
I've been doing some re-reading. You know, not stupid...
Heh, he read some stuff. And we have to read everything..... Don't jump to conclusions....
PS: Here we go, they're probably gonna bump these posts again....
I too would like to have a 'delete' button. Give me that button, please, it feels like everyone else has had one for a long time and I'm the only one who hasn't. I would ...
I love the professor's sense of humour =) Impossible to impress... Self-irony is impressive. Self-irony is great (emphasis wherever you want)
Are you sure you want to? Well, don't let it be too late to say no...