From theory to practice - page 409

 

Alexander_K2:

Uh-.... And that's the reading model I'm using now.... Ahem... This doesn't feel right. I just can't seem to get any more deals.

How many times can this stupid and illiterate topic of readings be moused over?

No matter how you embellish a dead man, he doesn't come back to life...

All the same, you should not lose your sense of normalcy and sobriety so that you won't be embarrassed in front of descendants who will read it. )))

 
Andrei:

How many times can this stupid and illiterate topic of reading be mused about?

No matter how much you embellish a dead man, he doesn't come back to life, as you know...

All the same, you shouldn't lose your sanity and sobriety so much that you won't be embarrassed in front of the descendants who will read this. )))

You know there are three completely useless activities. One of them you've been doing for a long time))

I'm kind of done with it.))

 
Yuriy Asaulenko:

You know there are three completely useless activities. One of them you have been doing for a long time.)

What's that? Dragging a hippopotamus out of a swamp by its tail?))

 

2. Now let's look at the flow with logarithmic time intervals at p=0.8:

Here:

blue - real distribution of time intervals between ticks (mean =2.47 sec.)

red - logarithmic time intervals (mean = 2.5 sec.)

I don't get it - is the generating source stream of quotes some kind of logarithmic? I don't recall that....

 

Once again, all three streams:

green - real flow

blue - simple exponential

red - logarithmic.

All have mean=2.5 sec.

Uhhhhhhhhhhhhhhhh..... Wanted to say something and forgot exactly what.

 
Alexander_K2:

2. Now let's look at the flow with logarithmic time intervals at p=0.8:

Here:

blue - real distribution of time intervals between ticks (mean =2.47 sec.)

red - logarithmic time intervals (mean = 2.5 sec.)

I don't get it - is the generating source stream of quotes some kind of logarithmic? I don't recall that....

Eurobucks is an arithmetic operation between the Eurocross and its bucko-brother, for example

instead of arithmetic operation you can use logarithm

it would be about the same

That's the whole point of the logarithm:

ln(a) is defined as the area under the curve f(x)=1/x from 1 to a.


but it's all a bit of a handjob.

it's a little bit of a trick, of course, but...

wrong!
 

This is reading tics at an interval, like reading a seriously ill person's pulse at an interval.

Here comes the cardiogram, the equipment monitors the pulse, etc. And then the smart doctor says - "Why the hell do I measure the pulse (read the tick) with every tick? It's not, I'm going to take the pulse at regular intervals. "And so the patient is already dead at that interval, while it would have been possible to help if the system had given the signal in time.

Of course, that's a crude example.

 

On the other site it is suggested to measure your frontal bone, if it is not of impressive size then you should not take part in trading. That is, if you are not an egghead, you'd better not start thinking high :)

A little reflection on "memory" processes. Standard, defined via acf. Is there any name for an acf-type fi, but which is defined on an inverted BP? i.e. the correlation between one section of BP and a previous section that is inverted along the x-axis is counted. Same for autoregression, the second plot is inverted.

funny thing is that I can't find it on the internet
 

As a reminder, this histogram of the real tick flow:

suggests that market events (the appearance of tick quotes) also have a "memory". This goes nowhere. Diffusion Markov process theory is then not appropriate.

I need For events to be without "memory". What's not to understand?

 
Alexander_K2:

Me need to have events without "memory". What's not to understand?

it's just that there's an opinion that "memory" isn't a bad thing

e.g. such processes have centres of mass, which are sometimes well distinguishable. I have been trading this way for several years without automation

it is possible to automate with a validation section, define error tolerances and collapse automata to try. All you need for that is an inverted acf, and you can also add a normal one with a history search for additional validation on similar chunks of history

Reason: