The Sultonov Regression Model (SRM) - claiming to be a mathematical model of the market. - page 31
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Principle point. Price does not depend on time; price changes with time, but it does not depend on it. What the price does depend on is the willingness to buy or sell.
The point is this:
In general, the dependent variable, in this case price P, is said to depend on the independent variable t and a set of parameters w: P=f(w, t), assuming that the parameters w take into account the influence of other uncounted variables. Only those of their myriad variables that can be accurately measured and estimated can be included here as a variable. For example, the price is strongly influenced by the mood of investors, exporters, their desires and opportunities, but these indicators cannot be taken as an independent variable because their values corresponding to each price value cannot be accurately measured. Traditionally, in such cases, time is taken as the independent variable, which corresponds to the requirements of the variable.
We are dealing with time series with memory, i.e. subsequent values depend on previous values.
Take any regression equation in econometrics - they are all functions of time.
Get out.
It's about time you got banned - you know...
For being destructive and flubbing.
Exactly right.
Mikhail Andreyevich, I have long wanted to ask you, you have spent so many years searching for a freebie on the sb . Of course in vain.
Don't you feel sorry for the wasted years? You could have spent them to your benefit for your family?
Bears, it's simpler than that. There is no need to reason, the X-axis is time, the Y-axis is price, that's it. It would be more correct to say that the price does not depend on time, but on the Y-axis - time (there would be no conflict in mind). Dependence on time or not on time, a philosophical question.
The point is this:
In general, the dependent variable, in this case price P, is said to depend on the independent variable t and a set of parameters w: P=f(w, t), assuming that the parameters w take into account the influence of other uncounted variables. Only those of their myriad variables that can be accurately measured and estimated can be included here as a variable. For example, the price is strongly influenced by the mood of investors, exporters, their desires and opportunities, but these indicators cannot be taken as an independent variable because their values corresponding to each price value cannot be accurately measured. Traditionally, in such cases, time is taken as the independent variable, which corresponds to the requirements of the variables.
Quite right.
But I would sincerely urge you to go back to Yusuf's much vaunted, and therefore unread, article and follow the author's thinking.
I think he will enjoy explaining the controversial and complicated twists and turns of the Conclusion 18.
Mashki seems to understand everything, but to calculate a weighted average - already confused.
;)
What's the point? Isn't it too much of an honour to poke around in d's? The associate professor of econometrics should have presented the issues of his science more clearly, understandably and transparently. I sincerely sympathize with the students of this professor.
Yeah! In the bushes. And talk...
Mikhail Andreyevich, I have long wanted to ask you, you have spent so many years looking for a freebie on the sb . Of course in vain.
Don't you feel sorry for the wasted years? You could have spent them to your benefit for your family?
And you spend it on flooding and childish, ignorant remarks...
To each his own.
But your unpunished flooding of interesting topics is the problem.
What's the problem?
Can't you do better? (
Does the accusation of looking for freebies apply to all forum members?
If time moves the price and the dependence of the current price is m times less on the kth previous price value than on the previous price value (or whatever regression) then one can only talk about the absence of dependence on time in the heat of the moment, or by professing Wiener processes...
By the way, in the random Brownian motion do you see any dependence? What does it all dance on?
:)
You never know who's dancing on what!
I'm talking about quotients, economic series, which are called time series. The price, which will come to your terminal in the next minute, will not have an arbitrary value, for example 10 dollars, or even 2, or even 1.5, or even 1.3, or even 1.25, but it will be 10-20 pips away from the previous one, forming beautiful zigzags. Aesthetics! and you dance.....