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
Alexander, what about entropy, abandoned?
How was it supposed to be applied?
Forum on trading, automated trading systems and trading strategies testing
From Theory to Practice
Alexander_K, 2019.02.08 14:06
https://habr.com/ru/post/305794/
It's all there. When the entropy of the process is -->0, then we are sitting in a trend.
Obviously, when the entropy of the process is-->0, then there is deterministic movement and one can make money on the trend.
It's not that I've abandoned everything - but, I won't enter the market again without an insight, a brilliant idea.
Only a Bass or an Automaton can do that - for decades (!!!! I feel horror and awe at the same time) to look for patterns in the market.
Can you do as I tell you or not? It's not hard... No means no.
So why delete messages with a formula? It's definitely upside down...
So why delete posts with a formula? It's definitely upside down...
I must have drunkenly posted it.
For some reason I thought he was drunk yesterday and copied the post in case there was a storm in the thread.
;)
Obviously, when the entropy of the process is -->0, there is deterministic movement and one can make money on the trend.
It's not that I've abandoned everything - but, I won't enter the market again without an insight, a brilliant idea.
Only a Bass or an Automaton can do that - for decades (!!!! I feel horror and awe at the same time) looking for patterns in the market.
I do not agree, as "memory" may also be present in a flat, as far as we know from the articles
interesting thoughts on ACF. AEF, if you like.
I disagree, as "memory" can also be present in the flat, as far as we know from the articles
Interesting thoughts on ACF, AEF, if you like.
To be honest, I can't see how ACF can be applied to the market.
I've been working with the autocorrelation coefficient between increments:
Looking at price behaviour for different N for positive and negative values of this coefficient.
Bottom line - nothing, no direct correlations. Works worse Than asymmetry and kurtosis.
Frankly, I have no idea how the ACF can be applied to the market.
I have been working with the autocorrelation coefficient between increments:
Looking at price behaviour for different N for positive and negative values of this coefficient.
Bottom line - nothing, no direct correlations. Works worse Than asymmetry and kurtosis.
On pure VR the ACF does not work properly, that's why I wanted to see how the AEF would behave with the same data, I'll finish the experiment soon
So I used that formula to calculate X for those sections before the lines crossed, and this is what I got.
It's not that I've abandoned everything - but, going out into the market again without an insight, a brilliant idea, I won't.
Only a Bass or an Automaton can do that - for decades (!!!! I am horrified and in awe at the same time) to look for patterns in the market.
And in physics, do you also sit around for years waiting for a brilliant idea?
Or do you go to work every day and quietly research?
Obviously, whenthe entropy of the process is -->0, then there is deterministic movement and you can make money on the trend.
And what is the entropy of a triangular signal equal to, as you understand it?
So why delete messages with a formula? It's definitely upside down...