From theory to practice - page 317
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Exactly. Honestly, I'm sobbing my eyes out at the unconditional realisation of how close we are to the Grail.
You get ready for brokers not liking the Grail. You might want to keep it simple.
Exactly. Honestly, I am sobbing my eyes out at the unconditional realisation of how close we are to the Grail.
Thought you were ignoring me. Wrong?)
That's how you can isolate a process (from a group of processes) of interest from the data stream with some precision.
Only it is not the fact that excluded processes will not negatively affect the results on a large trading interval.
This can only be found out empirically - at least by a history test.
Exactly. Honestly, I'm sobbing my eyes out at the unconditional realisation of how close we are to the Grail.
I sense the glass is overflowing.
Keep it down.
)
It is simply obvious that as the order of the Erlang flow increases, the distribution of the increments tends to the Gaussian distribution.
For example, with k=300, we have the following statistics for the increments:
The time series of increments itself looks like this:
To predict such series, we take the work of the great Russian mathematician Kolmogorov (see attached file) and get the Grail.
That's it, ladies and gentlemen!
It is simply obvious that as the order of the Erlang flow increases, the distribution of the increments tends to the Gaussian distribution.
For example, with k=300, we have the following statistics for the increments:
The time series of increments itself looks like this:
To predict such series, we take the work of the great Russian mathematician Kolmogorov (see attached file) and get the Grail.
That's all, ladies and gentlemen!
And on what basis did you decide that the price movement is accidental?
You are mistaken.
It is just obvious that as the order of Erlang flow increases, the distribution of increments tends to a Gaussian distribution.
To predict such series, we take the work of the great Russian mathematician Kolmogorov (see attached file) and obtain the "Grail".If one removes information about amplitude (price) from BP series and equate it conditionally to 1 for all ticks, then one may well get something Gaussian, which does not correspond much to the original BP.
Especially when you consider that tick intensity is a function of servers running under load.
The whole question is whether the intensity of the broker's server indicates that there is a certain state of the market so that the"Grail" can be built on it.
And on what basis have you decided that the price movement is random?
You are mistaken.
And on what basis did you decide that the price movement was accidental?
Price is not involved in the consideration there at all))
This is how it turned out according to Alexander, Erlang 30, Bid. What echoes: also on the right-hand side the deviation to the second peak, Alexander's histogram is particularly pronounced. The exponent, if taken from the highest value, decreases much faster. The series is aligned to the operating time.
And it is the content of these streams that I suggest everyone look at. Returns, to be precise.
Is it possible to explain in human terms what is meant here by the word "returns"?
You read quotes in exponential time intervals - I remember that.
How are returns obtained?
What is their physical meaning?