From theory to practice - page 418

 
Maxim Dmitrievsky:

the whole series is probably not possible, but individual pieces can be brought to such a state through this method, with the "bad" ones eliminated

but it's easier to finish later and see than to explain in invented terms :)

I also think that price series should be approximated by simple piecewise steady-state processes (approximately, as a curve is approximated by a polyline) and the points of piece gluing should be determined by methods of searching for discontinuities

 
Renat Akhtyamov:

another perversion of the price

How would one simply explain the utopia of such an occupation...?

Ah, oh!

Suppose I go to a shop and all of a sudden start figuring out how much cheaper/more expensive the price has become? // Or even worse - pulling a Fibo on the price tag.

I state - I've made an estimate of the past.

I'm not likely to have a prediction from this analysis, am I?

Why Utopia? Rosstat seems to use a similar method to calculate and forecast inflation)

 
Aleksey Nikolayev:

Why Utopia? Rosstat seems to use a similar method to calculate and forecast inflation)

It is a forecast with a certain probability

Ask yourself which one.

 
Renat Akhtyamov:

It is a prediction with some probability.

Ask which one it is.

If the distribution is continuous, then zero, if it is discrete, perhaps positive. Although usually the prediction is not evaluated by probability, but by variance or RMS, for example.

 
Aleksey Nikolayev:

If the distribution is continuous, then zero, if discrete, possibly positive. Although usually the prediction is not assessed by probability, but by, for example, variance or RMS.

What moves the price from your point of view?

 
Renat Akhtyamov:

what drives the price from your point of view?

Erlang, personally, heavenly memory..... moves and spins, moves and spins :-)

 
Renat Akhtyamov:

What moves the price from your point of view?

If you are talking about prices in shops, then the supply-demand theory is considered more or less explanatory of their changes. If you are talking about exchange prices, there are no good theories. If only because accurate knowledge of the pricing mechanism will sooner or later change that mechanism (because most trading is speculative). Inaccurate but widely used theories obviously affect prices too. There are also conspiracy theories, but their usefulness is questionable (except for psychological). In forex retail it is much the same, except that the set of conspiracy theories is somewhat different.

 
Renat Akhtyamov:

Sash, there are no channels!

There is a profit is a red rag, but not for you, but for the quoter

Look. there was the brexit. everyone knew that if the uk left the eu, the pound would fall.
The pound went down. Everyone who bet on it won.
That house traders bet against the trend is their problem.
Just because house traders bet against the trend does not mean the quote is going against the house traders.

 
Renat Akhtyamov:

What moves the price from your point of view?

I can assume that, to date, the price has been driven by robots). And this is the case in reality. Sometimes the big players intervene and the robots can shed a bit if they are not turned off in time.

 
igrok333:

Look. there was a brexit. everyone knew that if the uk left the eu the pound would fall.
The pound went down. Everyone who bet on it won.
That house traders bet against the trend is their problem.
Just because house traders bet against the trend does not mean the quote is going against the house traders.

You're right there. The deeper the peeps dive into forex, the more insistent they get against the trade.