From theory to practice - page 424

 

Gentlemen!!!

Tears of joy are pouring from my blinded eyes... The Grail! I've been coming to you for almost a year.

I'm going away for a while now. I have to redo the program.

 
Alexander_K2:

Gentlemen!!!

Tears of joy are pouring from my blinded eyes... The Grail! I've been coming to you for almost a year.

I'm just taking some time off to redo the program.

Well, thank you.

Don't forget about us.

 
Alexander_K2:

Gentlemen!!!

Tears of joy are pouring from my blinded eyes... The Grail! I've been coming to you for almost a year.

I'm going away for a while now. I have to redo the program.

Go get a loan!
 
Alexander_K2:

Gentlemen!!!

Tears of joy pour from my blinded eyes... The Grail! I've been coming to you for almost a year.

I'm going away for a while now. I have to redo the program.

Well, come in if you need to!)
 
Nikolay Demko:

Oiled up, you'll be more confused with NS than helpful. It's much simpler than that.

Just look at the tick data carefully and you will understand how to separate the flat/trend.

There's not even a degree used in the formula, +-*/ everything is at the level of arithmetic.

I think the problem is not so much in how to calculate, as in the choice of a particular method out of a plethora of possible ones. TC made it even more difficult by playing a game of "theorist and matstat". Now he (according to the rules of the game he has chosen) must construct some statistics, to show its convergence and optimality for the probabilistic model constructed by him or once again show his ignorance of the basics of these sciences. Not trying to prove that TC will never build a working strategy (only time will tell), but his activity has nothing to do with mathematics. It is a kind of analogue of "fermatism".

 
Aleksey Nikolayev:

I think that the problem is not so much in how to count, as in the choice of a particular method out of the abundance of possible ones. TC made it even more difficult by playing a game of "theorist and matstat". Now he (according to the rules of the game he has chosen) must construct some statistics, to show its convergence and optimality for the probabilistic model constructed by him or once again show his ignorance of the basics of these sciences. Not trying to prove that TC will never build a working strategy (only time will tell), but his activity has nothing to do with mathematics. It's a kind of analogue of "fermatism".

It all depends on the goal setting.

If the purpose of profit then robust methods are quite suitable, if the purpose disser then you need a rigorous proof.

HZ we have our own atmosphere here, and our proof is the state (first from the tester, then with a demo in real time, and then from the real).

ZZZY TC immediately ignored the first two, and rushed to the real. But the real without the first stage with minimal history proves nothing.

 
Nikolay Demko:

It all depends on the goal.

If the goal is profit, then robust methods are quite suitable, but if the goal is a disser, then you need strict proofs.

We have our own atmosphere here, and our evidence is the state (first from the tester, then from the demo in real time, and then from the real).

ZZZY TC immediately ignored the first two, and rushed to the real. But the real without the first stage with minimal history proves nothing.

I agree, but twisted mathematics is unlikely to help with robustness and improve the state, but can create a lasting aversion to the normal maths for beginners. Learning robust methods is also quite present in normal maths.

Here, it looks like an attempt of a Russian, who does not know a foreign language, to talk with a foreigner, who does not know Russian, in mangled Russian words.)

 


To all lovers of the study of increments. Who is strong on this, is there a grain to this graph or is it pointless to move on?

And is it even possible to predict the next increment in this case?

Files:
Returns.zip  453 kb
 
Evgeniy Chumakov:

And is it even possible to predict the next increment in this case?

In this case, it does not depend on distributions, but on the relationship between the current increment and the next increment.
 
bas:

The Grail seems to have been found.

It has yet to be proven in practice - but before I do, I take my hat off to you in public. Some clues have really helped me. Thank you.

Reason: