From theory to practice - page 1216
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Renat Akhtyamov:
He is also the author of the kittens.
Alexander, hey, happy holidays. Did you check out that chapter from the book? is it worth the trouble? I have contradictory feelings about the outliers, otherwise what's not a conversion?
I mean, it's stationary, but not normal because of asymmetry and kurtosis. The semi-clutch that you have to dilute with your stuff
or write how to exactly dilute such a distribution to remove spikes, or is it nonsense and nonsense? with increasing degree it approaches return with unit lag, i.e. no memory, but intermediate values are also stationary and contain information about levels
Hi Max.
To be honest - haven't read it yet, but saved it in my library. Very busy at the moment, alas... But, I'll definitely read it - I promise.
As for the distributions... I personally didn't manage to get rid of the outliers. The calculation was to reduce the market process to fractal Brownian motion and apply to it the Einstein-Smoluchowski formula. This way I got =+0%. After all, Einstein said - yes, no body can travel a distance ~sqrt(T), where T is time, but he didn't say what the body would do next...
Then I wondered - does it have to do that? After all, stationary Brownian motion or Laplace motion has nothing else to hang on to - no memory, no unusual kurtosis and asymmetry, nothing at all except the Einstein-Smoluchowski formula.
So, the edge of the scream needed a second parameter - the key to the Grail. And that key sits precisely in the tails, the anomalous outliers. These tails + tapered distribution of increments are responsible for "memory" of the process, no matter what they say. We only have to study them carefully, which I am doing.
I'll show you the result.
Here:
As for the distributions... I personally could not get rid of spikes. ....
(asked the same question almost half a year ago)
Personally, I call these spikes a slash, i.e. false spikes
the purpose of the adapter is to force the system to reverse trades
Then the price moves against the open trades and the deposit eventually collapses
either to zero, or to a stop or whatever
Determining which spikes are slashes and which ones are trending is a real challenge...
but it's solvable.
burn
Now for the funniest part.
So why can't neural networks beat forex?
IMHO - they are invited to independently derive the Einstein-Smoluchowski formula, i.e. to overcome human genius and, in addition, independently study the heavy tails of distributions. И It is impossible in principle.. The neural network HAS to know about these things. How? I have no idea.
Now for the funniest part.
So why can't neural networks beat forex?
IMHO - they are invited to derive by themselves the Einstein-Smoluchowski formula, i.e. to overcome human genius and, in addition, independently investigate the heavy tails of the distributions. И It's impossible in principle.. The neural network HAS to know about these things. How? I have no idea.
Well... I'll try to give her this formula for input the other day, and for output how much profit I need for a carefree life, in dollars
Maybe it's simpler than it looks.
Now for the funniest part.
So why can't neural networks beat forex?
IMHO - they are invited to deduce the Einstein-Smoluchowski formula by themselves, i.e. to overcome human genius and, in addition, to independently study the heavy tails of distributions. И it is impossible in principle.. The neural network HAS to know about these things. How? I have no idea.
These squares and roots are the ones that lose the direction of price movement, make the system
there's no formula, it's not invented for everyone
rely on yourself, you figure it out.
Here:
Imho the pound is dangerously open))) to the dollar anyway. Let's see
It's just with these squares and roots that you lose the direction of price movement, you make a system
There's no such formula, it's not invented for everyone
rely on yourself, come up with it yourself
Are you trying to find patterns in chaos? It is unrealistic.
The question arises:
Why is finding a pattern unrealistic? On what basis is such a categorical statement made?
===============
The market is not chaos at all, although many people see nothing but chaos.
The question arises:
Why is finding a pattern unrealistic? On what basis is such a categorical statement made?
===============
The market is not chaotic at all, although many people see nothing but chaos.