Market formula. - page 6
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... ?
never mind)
Google spit. Studying...
Here's more on request:
The Black-Scholes model: the formula that changed the stock market
By the way, it reminds me of someone... :-)
"Myron Scholesm says that after a year and a half of working on the formula they saw the elements of options in all the objects of the world around them."
And the formula, with its squiggles, reminds something of the eighteenth!
By the way, he's tamed it (he's taking too long to wash!) and he's doing his best...
Reminds me of this piece ------>
The illusion of controlling one's life, the ability to describe all processes and so on...
It is not a market formula, it is a formula for enrichment.
It has been known for a long time and goes something like this: "Buy cheap, sell expensive". The inverse formula also works: "Sell expensive, buy cheap."
Paukas didn't have time to buy cheap, so he made the correction: "Buy expensive, sell even more expensive". How often he manages to sell for more what is already expensive is not known to science, but he himself is willing to talk about it for 100 quid.
Everybody's getting greedy. They say it's better if we dump it ourselves. And word and deed don't differ.
Narrow...
What can you do, some are looking for profit, some are looking for breadth of thought.
:)
This is his subjective view of the earning process, I am about generating prototypes of existing price series of financial instruments, i.e. "parallel realities", which are based on the same mathematical formula.
Suppose it is found, what next?
The set of forecasts (price trajectories) is reduced to a probabilistic forecast. You can draw the distribution of the price after a certain period of time and get the positive mathematical expectation. But only if the price process is non-Markovian - i.e. it has a memory.
A Markovian process is a random process whose evolution after any given value of the time parameter t does not depend on the evolution preceding t, provided that the value of the process at that moment is fixed ("future" of the process does not depend on "past" if "present" is known; another interpretation (Wentzel): the "future" of the process depends on "past" only through "present").
If the process is Markovian, then your distribution will always be with mo=0 and change at each step along with the price. I.e. the best predictionwill be the current price for any number of steps ahead. That is, you will receive martingale on which you cannot make profit.
The process of price change is non-marting, so your formula is a grail)) Although, it doesn't mean that all trades must be in the plus, because there is variance of future price distribution. The variance is what will mean the error of the prediction. But knowing Mo and variance at any given time you can trade when Mo is large enough and variance is small. I.e. maximize mo/dispersion functional.
The important thing in this interpretation is also the memory depth. And how fast the forecast changes. This determines how much time in the future to predict (how long to keep a position).
Trading system will be simple - enter when mo/dyspersion>X and keep position until mo/dyspersion>0. I.e. if forecast changes and mo is less than zero, then exit :)
Market formula - what is it?
What is it for?
How do you profit from knowing it?
Suppose there is such a formula, and using it you can reproduce countless "parallel" price series, which are endowed with the characteristic of operating, what profit and from where you were going to get?
For example, let's find out the future, the value of the 20th bar is ahead.
Beforehand, create a file with Close to know it.
And then we implement the strategy with minimal stops.
Market formula - what is it?
What is it for?
How do you profit from knowing it?
Suppose there is such a formula and it can be used to reproduce countless "parallel" price series, which are endowed with the characteristic of operating ones, what profit and from where were you going to extract?