From theory to practice - page 154

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Alexander_K2:
Greetings, Yuri! What university did you graduate from? Respect! I'll be joining the neural networking camp soon, wait for me.
Yes, there's a Boltzmann machine ready for you. Waiting for the owner.
 
Alexander_K2:
Well, what other model???? I'm afraid to mention some here - otherwise their authors will come running and that's the end of the line...

How can you compare a trader (the smallest particle of the market), with a quantum.

If quanta interact with other quanta and know nothing about the aggregate process.

Whereas the trader, on the contrary, interacts with the aggregate process, and knows nothing about the behaviour/intentions of other traders.

Everything a trader knows, he/she tries to deduce from the behavior of price (the aggregate process) and the fundamental data, connecting them with the changes of the aggregate process.

The trader does not try to calculate how another trader will behave, he intends to guess/calculate the behaviour of the aggregate process.

ZZY There are no such processes in nature among dead nature. I would give a biologist more chance to study the market than a physicist, and even more chance to a zoologist, or even an ecologist studying ecosystems.

ZZZY Read this, maybe something will become clearer.

 
Couldn't find the link. Whatever. Still has nothing to do with the topic...
 
Alexander, your 20 pairs on p. 144 is your 20 pairs.
I understand that each of them has a different sample size. This is understandable, because the number of ticks in pairs is different per day and volatility is different.
I just wanted to see this value in front of the column of 20 pairs.
 
ILNUR777:
Alexander, on page. 144 your 20 pairs.
I understand that each of them has a different sample size. This is understandable, because the number of ticks in pairs is different per day and volatility is different.
I just wanted to see this value in front of this column of 20 pairs.

It doesn't memorize ticks, it memorizes price values at a certain time

The approach is unconventional, that's why the result is interesting

 
Renat Akhtyamov:

it does not memorise ticks, it memorises price values at a certain time

the approach is unconventional, so the result is interesting

What does this have to do with my post.
 
Renat Akhtyamov:

it doesn't memorise ticks, it memorises price values at a certain time

The approach is non-standard, so the result is interesting.


I didn't get it either, but thought there would be a transcript.

What do you mean by ticks?

The ticks are the price, only not over a period, but with each change.

 
 
ILNUR777:
He dropped 20 pairs. I understand the sample size is different for each one. I am just curious to see if there is some analogy with a similar picture. I just don't know what exactly he wants and what to compare it with. Maybe we can at least play with scales. Although most likely it will not go there either.

Yes, the sample size is different for every pair. Exactly. It's very important. Even Vizard_, in my opinion, does not fully grasp this point. And the answer is simple - each pair has its own wave function, so to speak, named.
 
Nikolay Demko:

I didn't get it either, but I thought there would be a transcript.

What is meant by ticks?

The ticks are the price, only not over a period, but with each change.

Why so many questions? Comrade takes the sampling period of the price - 1s. Then all sorts of statistics. If anything has not changed during this time). Already the author has become Wizard.))

What I really don't understand is the exponential time. What for? There are standard approaches with weighting factors that reduce the weight in the statistics of old data.

With exponential time (counts) we just throw out some of the info between counts, and as the window moves, that info starts to flicker - counts appear, disappear, and reappear, etc.

The only thing the author is right about is that nobody does that).

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