From theory to practice - page 1477
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My point is this.
I am very sorry that the topic has become a dumping ground. Comparing the posts posted here with my private messages from people really suffering, fighting like lions against the market, I come to the conclusion that we should either start a new thread, or go to the Smart Lab.
I'll think about it.
Smart Lab is somehow different from this forum in terms of usefulness?) There, 90% are near-marketers with their cheesy predictions and analysis, 5% are naive and 5% are bitching experienced who are not particularly willing to share information.
You are not in the 5% of experienced, because you have practically no trading experience.
You can not call yourself a marketeer yet, nothing has not vparivayut.
So you will be in the 5% of naive? You'd better stay here then... there are the same Rena and Che here. :)
Do we need it (to approximate the distribution in strict accordance with the theory)?
We are working with discrete data. And there is and will never be anything precise and constant on the market.
We have to somehow work with what we have.
For example, the histogram of increments looks more like Laplace than Gauss. That's why we take the least moduli method rather than the least squares method. And so on.
A simple example. Suppose all increments are independent and Gaussian distributed, but each with its own mean and variance (the same distribution is violated). By fitting this set of means and variances you can easily get a histogram from a sample of these increments to be similar to Laplace or Cauchy.
Suppose now that all the increments are Gaussian distributed with the same mean and variance, but there is a very strong relationship between them - close to identical equality (independence is violated). In this case the sample will be very skewed and the sample variance will be very small - much smaller than the true variance.
In the general case it is much more complicated.
If you want, you can try to make sense of a histogram like a stationary distribution in Markov chains, but this is unlikely to work because of the non-stationarity (heterogeneity in time) of price behaviour.
A simple example. Suppose all the increments are independent and Gaussian distributed, but each with its own mean and variance (the same distribution is violated). By selecting this set of means and variances you can easily get a histogram from a sample of these increments to be similar to Laplace or Cauchy.
Suppose now that all the increments are Gaussian distributed with the same mean and variance, but there is a very strong relationship between them - close to identical equality (independence is violated). In this case the sample will be very skewed and the sample variance will be very small - much smaller than the true variance.
In the general case it is much more complicated.
If you want, you can try to make a histogram look like a stationary distribution in Markov chains, but it will hardly succeed due to non-stationary (heterogeneity in time) price behaviour.
Look at that - everywhere you turn there is a wedge. All efforts of scientific men fail, because nature is very reluctant to reveal its secrets).
Well, that's a wedge, isn't it? All the efforts of men of science fail, for nature is very reluctant to allow its secrets to be revealed).
Transistor can't measure a hero's wide heart
ahahahaha
Keep it up guys, don't be silent.Well, that's a wedge, isn't it? All the efforts of men of science fail, for nature is very reluctant to allow its secrets to be revealed).
Therefore, apart from science, we need philosophers, poets and musicians.
Science has its limitations, it does not understand the whole, "The flight of the one to the one".
Therefore, apart from science, we need philosophers, poets and musicians.
Sadly, there are no geniuses on the level of Dmitri Shostakovich - he certainly would have written us the operetta Marge, as he did the ballet Bolt.
ahahahaha
Keep it up guys, don't be silent.And if you put that balloon/price of yours in a mebius loop ...well really, the price goes round and round as if it were in one plane and we are looking at it in almost three planes... The price of a balloon is going around in a circle, as if it were in one plane, and we are looking at it in three planes....
Sadly, there are no geniuses like Dmitri Shostakovich - he certainly would have written us the operetta Marge, as he did the ballet Bolt.
How could he not?
Good.
I'll try to post my trades every day so that those who are suffering know - the Grail is there.
Imagine you only have $50 in your leaky pockets, betting 0.01 lots.
Let's go! All this - on real money, of course...
20.08.2019
Two trades