Not the Grail, just a regular one - Bablokos!!! - page 119

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moskitman:

Are you interested? I can suggest to saw this pair trading in combination with the modules of increments, because their direction does not play the role in the pair trading and it is the modules that work. Here the shares at the incomplete divergence from the normal correlation for the pairs may be useful. They will return to "normal" anyway, so you may surely go long while the pairs are "spread".

saw, Shura... ©

I see it in bold and think, where did this inference come from? Let's assume that I'm not mature enough to understand it, or can you enlighten me?

SZS. Even a 100% Pearson correlation is not against the split, as well as the gap, so dolivochki useful with it.

 
Regarding incremental moduli. If you analyse them, you can see that they are not the same for 2 stochastic processes - SB and Forex. This is probably the manifestation of thick distribution tails of the quotes. It is necessary to turn this difference into an advantage when earning on stochastic processes. Perhaps one should first isolate, obtain or reduce to a normal distribution if one knows how to take advantage of the normal distribution and how to profit from it. You can work with a single row, you have to think... I've been thinking about a multicurrency normal distribution. After all, information on the currency is stored in all pairs it belongs to. It means we may get distribution not by pairs, but by currency - the composite of pairs, and work with it, then shift to pairs again through currency analysis, having derived its useful component. Basically, this may be applied to a fund. By selecting instruments by groups (a certain analog of currencies), then creating synthetic symbols (making a certain analog of currency pairs), trading the same pair trading or its similarity in the future. This is where, by the way, Leonid's spread indicators come from, the spread plays an important role there too. It is even possible to do an additional analysis of the spread, but spread trading is important in the commodities markets.
 
Or even so, after a composite normal distribution, we make a synthetic distribution for the 2-currency synthetic, and then compare the real pair with a thick-tailed distribution, and the synthetic pair with an already normal distribution derived from the 2-currency analysis.
 
Actually, in SB we need to work with distributions, with the dynamics of these pattern distributions (i.e. the moments when certain conditions appear), by grouping patterns (like currency pairs and currencies) so as to get the final desired distribution with the desired properties, which change slowly. Amen.
 
I forgot to add that to do this (as far as SB is concerned) you will need to get multiple games from the one game you are currently playing. to look for patterns from each of those games separately. It's not logical, but that way you get incoherent patterns for here and now, not for somewhere very rarely in the future. And the distribution of the composite with the necessary properties is built from the patterns of these sets of games existing here and now. That's why I wrote about combinatorics and getting multivariation, not logical at first sight.
 

Amazing people...

Why go to all that trouble to find a signal that is even slightly above 50%, when there are 100% events like "THE PRICE MUST LEAVE FROM CURRENT LEVEL TO...". " (and then you choose the number of points as you feel like it)...?

Why not think about how to work with it!!!

 
prikolnyjkent:

Amazing people...

Why go to all that trouble to find a signal that is even slightly above 50%, when there are 100% events like "THE PRICE MUST LEAVE FROM CURRENT LEVEL TO...". "(and then you choose the number of points as you feel like it)...?

Why not think about how to work with it!!!

We already have. It's a long shot.
 
Yeah, amazing man..... Why so narrow-minded and straightforward, afraid to expand your imagination beyond what is written. Words cannot describe everything. I should have put the signal in inverted commas, because your 100% "the price will go to... from the current level" - it's the same as "how much and when it will go, and how it will do it - by leaps and bounds". Stop confusing people. Your 100 percent is the same as 50/50, because your Na... how much it will go - also random, and this is about working with the distribution and getting it (needed) for this NA, I was talking about.
 
Niket:
Yeah, amazing man..... Why so narrow-minded and straightforward, afraid to expand your imagination beyond what is written. Words cannot describe everything. I should have put the signal in inverted commas, because your 100% "the price will go to... from the current level" - it's the same as "how much and when it will go and how it will do it - by leaps and bounds". Stop confusing people. Your 100 percent is the same as 50/50, because your Na... how much it will leave- is also random, and this is about working with the distribution and getting it (right) for that NA, I was talking about.
Are you saying that my assertion that EUROBAX WILL GET OUT OF THIS LEVEL BY 250 POINTS has only a 50/50 chance of being correct?....
 
If you work from your NA, then please - take the number of ticks per day, the average daily volume of ticks is approximately a constant, and work within a day from them, it is like a folding meter of points, the length of its steps - 1 point, taking into account the properties of incremental probabilities select a combination of these on the probability of movement size in your direction, the final length of all sections of this meter you know about it - this average daily volume of ticks.... , of course considering that a tick does not mean 1 point. Here's a forum post about tick matrix somewhere look, there ticks are mostly by 1 point, rarely by 2, still by 3, and very rare releases by 5-6... ppl happen.
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