Econometrics: let's discuss the CU balance sheet. - page 25
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I'm embarrassed to ask, but still - if the balance does not have a normal distribution, but the CU has a good yield, then what?
If the yield is positive on both "trend" (pardon the Lord) and oss, but the balance is "out" (pardon the Lord) - what to do?
I have to turn it so it doesn't fly out )))) - it didn't work...
I can't get it to fly )))))...
not looking at the yield on the "coach", not looking at the yield on the OSS? Scrolled through, e.g. from 2002 etc.?
Got it, flying away............
))))) That's original! What were you proving then? Pieces should be compared each to each, not two adjacent ones.
It can if it is dangling around zero. If the regression line is horizontal, then the balance is stationary. But just why is that here?
Well, the price is always relative to another asset (or several assets). There is no other way around it.
For example, we take the EURUSD and GBPUSD increments on m15. From these two distributions we generate EURGBP increments provided that they are independent and compare them with the real EURGBP increments. I.e. we montegrate different increments of EURUSD and GBPUSD from their real distributions and calculate EURGBP cross
in blue - real, and in red - synthetic EURGBP increments. The synthetic ones are indeed similar to Cauchy. The real ones have of course more tails than the normal one, but they are far from Cauchy. And a pronounced spiciness.
For example, I haven't seen the distribution of increments in any currency asset like this synthetic. Be it a pair or a more complex one - the dollar index, for example. And the only condition introduced in this pseudocross is the independence of the increments of the majors. Therefore the conclusion is that all assets are dependent. Although, maybe not directly, but through other assets, but it does not change the essence.
That's exactly right, that's how it is. But it is possible to "fantasize" a little further. For example, consider the hypothesis: "The measure of the dependence of the assets may be the difference in the distribution of their ratio increments from the Cauchy distribution".
Only we won't be doing that in this thread. :)
read the thread again - there are answers to everything!
Or didn't read it, saw how you persisted for a long time in proving that that picture is stationary.
Not looking at the yield on the "coach", not looking at the yield on the OSS? Scrolled through, e.g. from 2002, etc.?
Got it, flying away............
If you like sitting in slumps, be my guest... it's a matter of taste...
if you like sitting in slumps, be my guest... it's a matter of taste...
got it.... I didn't think it was necessary to get into such thickets with such a tool for the sake of analyzing drawdown on history. the whole world is doing it so much easier.
Because I didn't read it, I saw you persist for a long time in proving that that picture is stationary.
I was talking about the principle. Doing a mental experiment, taking the same EA, reducing the lot, reducing the slope of the curve and obtaining a stationary equity curve - do you need a PhD?
I was talking about the principle. To conduct a mental experiment by taking the same EA, reducing the lot, reducing the slope of the curve and obtaining a stationary equity curve - do you need a PhD?
What doctorate? Would you like to see a document? It won't help after such arguments.
What PhD? Do you want to see a document? It won't help after an argument like that.
(((no..... Excuse me!!! So what's up with the curve, can you put it down?