From theory to practice - page 38

[Alexander_K2]

bas:

That's because you haven't done the tests yet)

p.s. I knew it would end with quantum mechanics) you're just not the first to try to pull it on the market)

Do you think so? Can we see a link to such attempts? These people don't care about forex. That's why I don't introduce myself - my mates will just laugh me off.

[Renat Akhtyamov]

Alexander_K2:

Do you think? Can we seea link to such attempts? These people don't care about forex. That's why I don't introduce myself - my mates would just laugh me off.

There's a search here. This thread already has a solid stink to it...

[secret]

Alexander_K2:

Do you think? Can we see a link to such attempts? These people don't care about forex. That's why I don't introduce myself - my comrades will just laugh at me.

I am too lazy to look for links, because they are useless - there all branches are in the same style as yours - "I have invented a grail, but I will not tell you, and I have no tests". If you want to waste your time, look on this forum plus smart-lab and forex.kbpauk.

And you think forex is unworthy of "real physicists" for nothing. The financial markets is one of the most sophisticated systems ever made by mankind. It is utterly "physical" - the market moves under the influence of physically real causes and not by magical formulas. There are millions of regularities and interesting features in the market, but of course they have nothing to do with quantum mechanics.

[Alexander_K2]

The ONLY attempt I've seen is herehttp://library.keldysh.ru/preprint.asp?id=2013-3

These people are VERY close to a solution. If they change the stationarity/non-stationarity approach a bit and understand that this process is non-Markovian, then they can solve this problem in analytical form and get a Nobel Prize deservedly.

They are not hiding like me - maybe it makes sense to contact them, to talk? I'm curious - how are they doing?

[secret]

Well, it's about the same as solving the problem of weather forecasting in analytical form))) I think their successes are purely theoretical, for dissertations.

[Alexander_K2]

bas:

Well, it's about the same as solving the problem of weather forecasting in analytical form))) I think their success is purely theoretical, for dissertations.

Still, it's interesting. Maybe there are students here? Come forward! How are they doing?

[[Deleted]]

Alexander_K2:

The answer to this question is one of the keys to understanding the market :)))

Let's assume that we just found it on the road and that's it.

You are wrong, there is no key/key to your understanding.

On the minute data the calculation taking into account the volume at three DTs/brokers one and the same section (an hour or two hours) is fundamentally different, while during the day in general everything is the same despite the difference in volume generated by DTs/brokers already three times (respectively maximum 500 and maximum 1500 ticks on active moves). In other words, for a couple of hours the algorithm and/or factors of ticks drawing are significantly changed - there is no universal grail in ticks.

It started with you deciding to help your daughter with some task, rediscovering known things(everyone is a first time thing sometime) since the start of telegraph trading and undertaking to prove them with academic sophistication. Two weeks later you are already making a robot and have found the keys to the market...? No idea, no model, no system of equations - imho trolling the forum with clever words/terms, could be wrong.

P.S. 15 years ago, an understanding of quantum mechanical phenomena, national instruments etc etc was mandatory. - Usually from the first page there is a human populist explanation of the phenomenon, the model, the choice of the system of equations and then there are systems of equations.

[[Deleted]]

Alexander_K2:

I can't resist :))

The processes of incremental returns formation separately for Bid and separately for Ask are STATIONARY.

Do you know when non-stationarity appears? When we consider an average value between Bid and Ask, the process of forming returns for this very value becomes non-stationary because of the spread. I don't recommend using WMA for this value. For such a case we should choose something better.

That's all. I'm off.

:)))))

It doesn't hurt to remember that there is a stationary random process.

And ask yourself :

Do the processes returns(Bid(t)) and returns(Ask(t)) satisfy the stationarity conditions?

Quickly, and without any abstruseness, recall the definition of :

The concept of a stationary random process.

[Alexander_K2]

ILNUR777:
I was talking about increment, I didn't put it that way.

Your whole decision can break down into a real trade, especially if we're not talking about a single tick history exchange. So it doesn't matter if you're not in it for the money, it can only be a criterion. And even more so when we're talking about small things like ticks. I think I can imagine your thought process, I even think you can describe it much easier than quantum physics, Schrodinger's cats and world conspiracies. But your interest is purely academic and it ends up being demagoguery.

Particularly striking is the naive idea that the DTs are trying to kill the non-markness of the process and that they can't do it at the same time. After all, if so, it means that it does not matter where to work, on ticks or on any other bar frame. But for some reason only ticks are chosen. This seems to indicate a misunderstanding.

You can also see the adolescent playfulness in the form of "that's it, I'm leaving", as if something ingenious has been revealed, although the results have not yet been obtained. Usually, people who value their reputations and understand the complex sciences do not behave like this.

I think even successful and no less academic people from this forum would not dare to say that the issue here is the Nobel Prize, they would rather say it is a matter of misunderstanding the process.

I didn't want to offend, I wanted to discuss it but alas your interests are purely playful. So I will not interfere with one formula for the unimplemented market I will clean up after myself later.

By the way, here's nothing offensive and VERY constructive criticism, although I'm far from a young man. You see - I am well aware of my weaknesses, the main one being my lack of real trading experience. Everything is just on the model. I wanted to leave the forum - but suddenly it became clear that I was missing something without it. The people here are interesting.

I appeal to forum users - let me put it this way - I'll be silent more and you write more. It is interesting for me to read. OK?

[secret]

So there's nothing to write about yet) you've rolled out some model without meaning, and you refuse to state its meaning. What is there to discuss then?