From theory to practice - page 283
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
If a normal distribution of the increments is achieved, the process is Wienerian, i.e. stationary and predictable. Put out the mathematics of BP transformation - it's the Grail, we'll investigate. We'll share the dollar cash, no offence.
I wasn't pushing for it, it's just the way it is.
I haven't transformed the series yet, it's just analysis
I'm sitting here scratching my head..... That can't be right.
The distribution of increments is normal, as expected. But why is it symmetrical, just a copy?
A mistake? :
It must be a mistake if it's symmetrical. It doesn't happen that way at all.
It can't be normal. It has to be like this. Also Close at 1m.
However, not to bother, I take it as normal. Then correction coefficients in TC and everything is normal.
I didn't make it, it's just the way it is.
There can be no such thing. OPEN increments on the minutes?
There can be no such thing. OPEN increments on the minutes?
Apparently there really is a mistake if it's symmetrical. It can't be like that at all.
It can't be normal. It has to be like this.
However, not to bother, I take it as normal. Then correcting coefficients in the TS and everything is normal.
I've already changed the screenshot since I found errors in the indicator.
There's a bigger sample here.
The distribution of the increments is normal, as expected.
All right, the process is non-Markovian, as required to prove !!!
Markowski is just
ok.
Pahahahaha))))
What are you confused about?
what the... Markovian, with a normal distribution?
)))What are you confused about?
What the... Markowski?