From theory to practice - page 326

 

Alexander_K2:

I can officially confirm that the asymmetry coefficient by itself does not work.

That leaves Hearst and non-entropy. Okay, I can do my own research on non-entropy. But Hearst? Is it difficult to drop a link to research that explicitly confirms that Hearst doesn't work either???

You're standing right there, but you're looking in the wrong place.

Because you look like a physicist and you should look like a trader.

ZS Ok I'll ask you directly, but you will give birth to the idea: what does the "asymmetry coefficient" show?

 
Nikolay Demko:

A trend is nothing more than a movement (in the move-back model).

And due to the fractal nature of the market, on a smaller TF this movement is called a trend.

In sum: a trend is a movement of a higher TF (even higher mathematics was not needed, logic is enough).

And yes, it is possible to calculate the end of a trend.

Yes, Nikolay - that's right. And everyone can see that the Wiener process model is working. But, this escape from the model is still difficult to calculate.

Once again, I'm telling you that excess, asymmetry or a combination of the two has nothing to do with it.

This is some unique non-parametric coefficient. No one has worked on non-entropy, I get that.

But, Hearst? Is it hard to say - Alexander, Hearst doesn't work, here's a link to the research. That would make it extremely easy for me and save me a lot of research time.

 
Yuriy Asaulenko:

Then explain how people speculate in shares on the stock exchange, with a deposit of about 100-500 thousand p. And, by the way, quite successfully. The leverage is only 2, and only on blue chips.

I can tell you, 0.5-1% profit per day is not a trick. Many have more.

The stock market is characterised by an order of magnitude more volatility than forex, so the leverage is much lower there.

 
Alexander_K2:

Yes, Nikolai - everyone does. And everyone can see that the Wiener process model works. But it's hard to calculate this step out of the model.

Once again, I'll say it has nothing to do with excess, asymmetry or a combination of the two.

This is some unique non-parametric coefficient. No one has worked on non-entropy, I've already realised that.

But, Hearst? Is it hard to say - Alexander, Hirst doesn't work, here's a link to the research. That would make my job a lot easier and save me a lot of research time.

Lots of people have been working on Hearst, including on this forum, have you been googled?

There are whole threads dedicated to researching the application of the Hearst index.

IMHO heavy clumsy crap, everything can be done easier and simpler in calculations.

HERSTQUANTIFICATION by Dmitriy Piskarev

ZZYHearst exponent distributions of nonstationary labelled time series D.S. Kirillov, O.V. Korob, N.A. Mitin, Y.N. Orlov, R.V. Pleshakov

 
Yuriy Asaulenko:

I.e. the A_K2 system, when trading without leverage, will only give 0.09%/month.

That's unlikely. Surely A_K2 is not using leverage 100% of the time.

And what is the point of considering trading without leverage?

 
Alexander Sevastyanov:

And what is the point of considering trading without leverage?

The point is simple. Real money is made by trading real assets. And any system should be considered from this point of view.

DC-Forex is just imitation trading. But the effectiveness of such trading should be considered on the basis of real trading.

 
Nikolay Demko:

A trend is nothing more than a movement (in the move-back model).

And because of the fractal nature of the market, on a smaller TF this movement is called a trend.

In sum: a trend is a movement of a higher TF (even higher mathematics was not needed, logic is enough).

And yes, it is possible to calculate the end of a trend.

It is correct.

I do not understand why so few people pay attention to it.

 
Yuriy Asaulenko:

The point is simple. Real money is made by trading real assets. And any system must be viewed from this perspective.

DC-Forex is just imitation trading. But the effectiveness of such trading should be considered on the basis of real trading.

The leverage is a credit, and the deposit (equity) is a security for the credit. The entire real world economy is based on credit. If any company is deprived of credit, it will go bankrupt.

 
Alexander Sevastyanov:

That's unlikely. Surely A_K2 is not using leverage 100% of the time.

And what is the point of considering trading without leverage?

And how do you envisage trading 100 lots with leverage?

So steep that space bends

 
Uladzimir Izerski:

That's right.

I just don't understand why so few people pay attention to it.

Health promotion, teaching lectures by DC, people think with TV (for the most part).

It hurts to think in general. And to think about forex trading is painful squared.

Reason: