From theory to practice - page 1608

 

As soon as there was some opportunity to go abroad, everyone rushed to trade, someone to work.

So one of my acquaintances worked at a construction site there and showed me a letter from his wife, what he had to buy and bring. The list was neatly filled out on three notebook pages.

It's maddening to think of so many.

Don't get too carried away with your father-in-law there.)

 
Uladzimir Izerski:

With an indicator like Sasha's, "a special case.")

A particularly heavy one)
 

Gentlemen!

Don't forget to post links to healing books and articles.

For example, here:

https://smart-lab.ru/blog/557955.php

О разделении суммы средневозвратного процесса и случайного блуждания
  • smart-lab.ru
Увы, одна очень интересная тема, как мне показалось, была обделена вниманием смартлабовцев. В ходе обсуждения этой темы мною была озвучена (в общем-то, очевидная) идея: найти разложение цены на трендовый и средневозвратный процесс, либо на средневозвратный процесс и случайное блуждание; отделённый от остальной динамики средневозвратный процесс...
 
Dmitriy Skub:
Especially heavy)

Of course it's heavy. It took me two years to create).

 
Igor Makanu:

Well, sort of, yes - you're right.

And sort of no - but what is the point? In theory you are trying to find principles of central propagation based on known approaches from other areas, the result is another ARCH and GARCH models, but no one has found any practical use for them

what will give you the results of obtained model of central axis creation? - Nothing, it won't work for all charts.


And in general, this is at least the tenth time I've written... We need a strategy where we put and where we don't put orders, where we close profit and where we close loss and these 4 order options should be "smeared out" according to possible price movement trajectories - possible, since they are only available to us on the history. And in this formulation, the task is reduced to the line formula and/or sinusoidal formula and/or polynomial formula and/or Taylor series.... This is much more efficient than searching for a general model of CD formation - the goal is to close the chart with orders and evaluate the price hitting our calculations of the trajectories

In general and rough terms, it's simple here (diffusion models). We build an optimal portfolio according to Markowitz's theory according to which we calculate and maintain positions for each asset (which leads to specific orders). In practice, of course, it is much more complicated and there are many subtleties (up to and including tax considerations) which no one is going to tell you about.

 
Dmitriy Skub:
(Especially the heavy one)

You need treatment, Dima. You need to exorcise your demons...

Let's see how you sing in falsetto when you see my October results.

 
Alexander_K:

Gentlemen!

Don't forget to post links to healing books and articles.

For example, here:

https://smart-lab.ru/blog/557955.php

It is better to think with your head.

Healing books are no help at the markets. Nah, they can only tell you how to cure yourself from the markets. What herbs. With incantations. Which doctors to approach.

 
Uladzimir Izerski:

It is better to think with your head.

Healing books won't help in the markets. Nope. They can only tell you how to heal from the markets. What herbs. What herbs. Which doctors to approach.

At the very least, books allow you to shorten the path to the Grail. Instead of 10 years of research - for example, 2-3 years. Time is worthwhile.

 
Alexander_K:

Yes. I don't know who gave it to you, but it's become a common practice here to demand that everyone has a state. If a person doesn't have a positive state, he is, by definition, a fool and not worthy to write on this forum.

That is, even the mastodons of the market like Warlock, from this point of view, are just childish. Hmmm... However! In theory, this forum should be deserted, but it's still alive. For only the Grail quenches the thirst of those who long for it, not the factory. In a factory you can only get drunk, but in the marketplace you can receive communion. That's it!

I think it makes sense to ask for statements when buying any corresponding goods and services - Expert Advisors, indicators, training, etc. And the stats should be relevant to the product, for example, the stats of the Expert Advisor being sold or, in the case of training, the stats of students who have previously studied.

 
Aleksey Nikolayev:

I think that it makes sense to require statements for the purchase of any relevant goods and services - Expert Advisors, indicators, training, etc. Moreover, the stats should be appropriate to the product, for example, the stats of the Expert Advisor being sold or, in case of training, the stats of students who have previously studied.

I remembered who initiated the demand for the stateytes of everyone.

It is a certain Bass. A potato-eating hero. One day, after eating a lot of root vegetables, he started demanding stats from Einstein and Feynman ("Show me their stats! What? Where are they?"). Oh, man, there's a lot of people around here...

Reason: