From theory to practice - page 1161

 

Let me add some practice to your missing theory, Alex: https://miltonfmr.com/mean-reversion-trading-system/

Otherwise you'll still be walking around in circles on the graab field)

Mean Reversion Trading System - Milton Financial Market Research Institute
Mean Reversion Trading System - Milton Financial Market Research Institute
  • miltonfmr.com
Many traders who managed to design and implement a mean reversion system ‘correctly’ made a fortune. Fact is that financial markets move in patterns and especially in cycles. In simple words everything that goes up must come down and everything that goes down must come up. Nothing moves in one direction forever. When it comes to the markets we...
 
Dmitriy Skub:

Adding some practice to your missing theory, Alex: https://miltonfmr.com/mean-reversion-trading-system/

Otherwise you will continue to walk in circles on the Grail field).

What's this scribble you posted here, Dimitri?

When I ask for links to literature, I mean magical literature directly leading to the Grail, not the word "mother" in kindergarten. Do you get it?

 
Alexander_K:

What kind of a twaddle are you posting here, Dimitri?

When I ask for references to literature, I mean magical literature directly leading to the Grail, not the word "mother" in kindergarten. Get it?

Papius, Blavatsky :-)

 
Alexander_K:

What kind of a twaddle are you posting here, Dimitri?

When I ask for links to literature, I mean magical literature that leads directly to the Grail, not the word "mother" in kindergarten. Get it?

and he put there what you didn't finish and already had time to tweak the content

Not a direct link, but this one.

https://miltonfmr.com/applied-statistics-futures-markets/

No Nonsense applied Statistics for Futures Markets - Milton Financial Market Research Institute
No Nonsense applied Statistics for Futures Markets - Milton Financial Market Research Institute
  • miltonfmr.com
Trading is a tough business and coming up with the right idea for your trading strategy is sometimes a tedious task. It looks like a mountain you cannot climb. But don’t panic we are here to help. So today we talk about the futures market and how to do proper statistical analysis when trying to find your way to the promised land. Analyzing time...
 
Renat Akhtyamov:
And he put there what you have not finished and already had time to tweak the content

but the link isn't direct, it's this one.

https://miltonfmr.com/applied-statistics-futures-markets/

I know all this and more.

But there are certainly many more mysteries in the probability distribution of increments. That's why I asked Nikolaev to make a cartoon about dynamic behavior of probability density function. And with different input data - different sliding windows on ticks, seconds, minutes etc. With dynamic statistics about STO, kurtosis, asymmetry of increments... That would be extremely curious, especially having a dynamic graph of the price itself next to it.

But, Oleksiy doesn't give a shit. That's a shame.

 
Sascha, check out this week's EURJPY file in my personal file. Anything useful in there?
 
Alexander_K:

What kind of a twaddle are you posting here, Dimitri?

When I ask for references to literature, I mean magical literature directly leading to the Grail, not the word "mother" in kindergarten. Get it?

Everything brilliant is simple. Get it?

What you have done has nothing to do with practice. I won't repeat myself about the theory).

 
Dmitriy Skub:

Everything brilliant is simple. Get it?

What you have done has nothing to do with practice. I won't repeat myself about the theory).

Dimitri, your articles?
 
Evgeniy Chumakov:
Sasha, check the file on EURJPY for this week in my personal area, is there anything useful there?

From my point of view there is nothing interesting on the minutes. To be sure of this, just look at the variance values in the same time window when moving from the second TF to the minute TF. All is lost, and we are left with a crap as a consequence of insufficient sample size for statistical analysis. Moreover, real-time information about time non-linearities etc. disappears, runic market paradigms are lost.

Even the Papuans, the indigenous Papua New Guineans, have been torn apart by the minutiae.

Being able to test on minutes is not a reason to work on them. IMHO.

 
Alexander_K:

I know all this and more.

But there are certainly many more mysteries in the probability distribution of increments. That's why I asked Nikolaev to make a cartoon about the dynamic behaviour of the probability density function. And with different input data - different sliding windows on ticks, seconds, minutes etc. With dynamic statistics about STO, kurtosis, asymmetry of increments... That would be extremely curious, especially having a dynamic graph of the price itself next to it.

But, Oleksiy doesn't give a shit. That's a shame.

I can suggest a cartoon about the density of the graab distribution. In my opinion, they are distributed quite tightly.


Reason: