From theory to practice - page 453

 
I have accumulated a lot of theoretical data. But, I will not fill the forum users' heads with them now. I will only post them after the unrestrained profits.
 
One thing I can say is that the Grail sits in the streams of Erlang in a sliding time window = 24 hours.
 
Alexander_K2:

But, in fact, I wasted no time. I did the most extensive research on 30th order Erlang flow for all the pairs. Now I've put 8 pairs to work - I'm waiting for the results in the form of the Grail.

Waiting with interest for the trading results.

 

And yes - I urge young people and outspoken old men not to be sad.

I am used to keeping my promises. The Grail will be found and distributed to the people.

The Grail algorithm is as follows:

1. The quotes are read in Erlang flows (more exactly, for discrete time - at the moments of time with negative binomial distribution) from the 30-th order and higher.

2. The increments form a distribution --> to the Laplace distribution. We have a Laplace motion for the price.

3. We count the sum of the increments in the sliding window = 24 hours.

4. We get a distribution --> to xi-squared, and in the limit --> to normal with a week-correlated ACF.

5. We have an Ornstein-Uhlenbeck-like process with a return to the mean.

6. We calculate the variance using the formula from this branch.

7. Choose quantile = 3.2905 or higher.

8. Voila. Grail.

 
Alexander_K2:
I have accumulated a lot of theoretical data. But I will not fill the heads of forum users with them now. I`ll post them only after unrestrained profits.
Now that's a good point!
Alexander_K2:

And yes - I urge young people and outspoken old men not to be sad.

I am used to keeping my promises. The Grail will be found and distributed to the people.

The Grail algorithm is as follows:

1. Quotes are read in Erlang flows (more exactly, for discrete time - at points of time with negative binomial distribution) from the 30-th order and higher.

2. The increments form a distribution --> to the Laplace distribution. We have a Laplace motion for price.

3. We count the sum of the increments in the sliding window = 24 hours.

4. We get a distribution --> to xi-squared, and in the limit --> to normal with a week-correlated ACF.

5. We have an Ornstein-Uhlenbeck-like process with a return to the mean.

6. We calculate the variance using the formula from this branch.

7. Choose quantile = 3.2905 or higher.

8. Voila. Grail.

And immediately you start messing with the brains of forum members.

Keep your promises and your naive thoughts to yourself.

There will be a result - everyone will gladly listen.

Sorry for being categorical, you are fed up with your simplicity.

 
Sergey Chalyshev:

Keep your promises and your naive thoughts to yourself.

There will be results - everyone will be happy to listen.

Sorry for being categorical, you're getting fed up with your simplicity.

I agree. I'll shut up now.

 
Alexander_K2:

God, help me make money!

Voice from Heaven: How can I help you, my son? You should buy at least a lottery ticket.

 
Yuriy Asaulenko:

Voice from Heaven: How can I help you, my son? You, at least, buy a lottery ticket.

Hello, Yuri! I hope you've put all the hard feelings and the fighting behind you. That's right! Up ahead are the dough from the tree of life.

And who else should I turn to at such a solemn hour of an eight-pair launch but him? Feynman? :))

I wanted to run 28 pairs, but VisSim said Out of memory... That's a shame.

 
Alexander_K2:

I can't.

I often hear on the forum that you should first learn to trade at 0, and then everything will work out by itself. Well, I have learned how to trade at 0. I have learned how to trade at zero, and then I will check it.

Is the deposit intact or have you zeroed it out? If so, then everyone learned to trade at 0 long ago. The market will quickly teach you that.

 
Alexander_K2:

And who else should I turn to at such a solemn hour of launching 8 pairs into service but Him? Feynman? :))

You can go to Kolmogorov. He's probably watching.)


Reason: