Finding the Natural Relationship of Currencies - page 7

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Mislaid:
Then what does degree 1/2 have to do with it?

) You build a synthetic whose dynamics you think predict better than the original price series.

Came up with examples on your own head, .fuck....

 
Дмитрий:

) You build a synthetic whose dynamics you think predict better than the original price series.

Came up with examples on your own head, .fuck....

Let's live in friendship. I just think this is a dead end branch. It doesn't provide any ideas.
 
Mislaid:
Let's live in friendship. I just think this is a dead end branch. It doesn't provide any ideas.

) You can count all you like here, but mathematical statistics says that a combination of two or more non-stationary series can result in a stationary series.

That's the point of building synthetics.

 
Дмитрий:

) You can count all you like here, but mathematical statistics says that a combination of two or more non-stationary series can result in a stationary series.

This is the point of building synthetics.

I disagree.
 
Mislaid:
I disagree.
Synthetic is an artificial combination for modelling unquoted instruments. Nothing else.
 
Mislaid:
I disagree.

Mathematical statistics does not require your consent.

 
Дмитрий:

Mathematical statistics do not require your consent.

Let's not argue. Everyone has their own truth.
 
Дмитрий:

) You can count all you like here, but mathematical statistics says that a combination of two or more non-stationary series can result in a stationary series.

only if there is cointegration between them
 
Mislaid:
Let's live in friendship. I just think this is a dead end branch. It doesn't give any ideas.
I had an idea that was somewhat similar to yours.
In order to reduce the infinite number of solutions,
and eventually find a single one, I minimized the increments
of each (virtual) currency. But it all comes down to:

dollar goes up, euro goes down, sell EURUSD ... and then everything changes.

Changes in virtual currencies are just as volatile as currency pairs.
 
Vladimir Suslov:
I had an idea that was somewhat similar to yours.
In order to reduce the infinite number of solutions,
and eventually find a single one, I minimized the increments
of each (virtual) currency. But it all comes down to:

dollar goes up, euro goes down, sell EURUSD ... and then everything changes

changes in virtual currencies are just as volatile as currency pairs.
I'm thinking. I have 8 currencies and vector space has 7 dimensions. After rationing, it's already 6. Maybe take 4 currencies. Then there will be a sphere surface in three dimensional space, which can be easily mapped to a plane.
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