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You can show the graph as one point change. The graph went up by 1 point - draw a one-point change upwards, the graph went down by 1 point - draw a one-point change downwards.
What about forecasting? ))
Forecasting is the road to collapse, but you can estimate the likelihood of future unsustainability (c) Mandelbrot
in the current dimension - there's no way to solve it, that's the problem. Your regression knows nothing about the possibility of such an event occurring
Forecasting is a path to collapse, but it is possible to estimate the probability of future instability (c) Mandelbrot
now I understand why the MoD branch is stalled))))
Are you saying that "everything is bullshit and life has no meaning" ? )))
as they say... "almost probably" :)
Temporary dependencies trade well, but they are temporary with all the risks that entailsnow I understand why the MoD branch is dead))))
No, it's just that all the methods of MoD have been sucked in, and then the trade off between model quality and risk
Forecasting is a path to collapse, but you can estimate the likelihood of future unsustainability (c) Mandelbrot
Tell that to SanSanych.) Gone somewhere.
Tell that to SanSanych.) Gone somewhere.
Gone to set up a martingale on unrealistic ticks, apparently.
forecasting is a path to collapse, but you can estimate the likelihood of future volatility (c) Mandelbrot
prediction is doomed, because the markets are "alive" and you cannot guess who is waiting for what and who wants what.
SSA itself is interesting, you can use it to try to estimate if the market has changed from the previous one
https://ch.mathworks.com/matlabcentral/fileexchange/58967-singular-spectrum-analysis-beginners-guide
Well, wavelets show the same pictures, but the point is not to predict - it will still be a "guessing game", but to try to find differences in market conditions using several mathematical models, I study SSA, who may be using regression - although there should be a lag, or rather inertia
The figure shown by Maxim Dmitrievsky.
Clearly, the PR is not able to cope here, look at the location of the last point.
Figure Z-square.
We look at the location of the last regression point. After all, we are interested in it (it will be shown by the indicator).
It is located much lower than the centre of the trading channel at this moment.
The figure "Half circle".
(I have shown something similar before, but there was a "piece of a sine wave", and here it is the upper half of a circle)
the polynomial outermost point is higher than the price channel centre at that moment.
We come to the conclusion that the Polynomial "shape" is not quite suitable for our purposes.
Think of a "figure" that could be used for regression without all these disadvantages described above.
(That's right, not a figure, but a function).