From theory to practice - page 625
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Can anyone tell me what distributions exist with very large kurtosis, similar to Laplace, symmetric?
Anything exists. Set the conditions, calculate the parameters and distribute.
There will be a Novaja distribution.
So there is no such thing as an average in forex, i.e. a constant mate expectation. So there is nothing to go back to initially... You can go back to the average, but it's not sure it'll help either...
Accordingly, the deviation from the average is also a fiction...
You all know statistics by 5, unlike me...
The average has to be built so that the price returns to it...
In Excel this feature is called "polynomial trend line".You all know statistics by 5, unlike me...
you have to build the average so that the price does come back to it
In Excel, it's called a "polynomial trend line".Not bad. Cool, I'd say.
Not bad. Cool, I would even say.
You all know statistics by 5, unlike me...
You have to build an average so that price returns to it
In Excel it's called "polynomial trend line".
It uses future prices. That's why price returns to it.
OK, the market is fractal. We counted Hearst. What next? How does that help predict?
That is not what we are talking about. Try to follow the course of thought, to what statement and why this or that answer is given. And do not take it out of context, losing meaning, and even turn everything upside down.
However, let me explain, so that there is no confusion:
The point is that A_K, not knowing the subject, makes "amazing" statements, and even more "amazing" conclusions.
Forum on trading, automated trading systems and testing trading strategies
From Theory to Practice
Alexander_K2:
Now here's what I need to say.
When I look at distributions of increments and how they change their statistical moments depending on quotation reading intervals I realize that market prices do NOT have a self-similarity property. This property is unique to processes with stable, infinitely divisible (e.g. normal) distributions of increments - such as Brownian motion. This is not the case in the market.
Obviously, Mandelbrot and his fellows, who have no knowledge of physics (and even worse - they have knowledge, but hide it carefully), intentionally deceived the desperate people, so that they would go to scalping on tick data and small timeframes, and fill their bottom pockets by losing their deposits.
There you go!
Oleg avtomat, 2018.09.29 02:55
you've already brought conspiracy theory here too.... Another load of nonsense.
Familiarise yourself with the subject:
http://inis.jinr.ru/sl/vol2/Physics/Динамические%20системы%20и%20Хаос/Федер%20Е.,%20Фракталы,%201991.pdf
This feature uses future prices. That's why the price returns to it.
Thank you, I didn't know
Just wondering - where does it get them from?
That's not what it's all about. Try to follow the train of thought, to which statement and why this or that answer is given. And do not take it out of context, thus losing the meaning, or even turn everything upside down.
However, let me explain, so that there is no confusion:
What I mean is that A_K, not knowing the subject, makes "amazing" statements, and even more "amazing" conclusions.
You're not strong to follow the context either. I'm not talking about A_K, I'm talking about the book you referred to as a trader's ABC.
Thanks, I didn't know.
only I wonder - where does it get it from?
Well how from where. Take any point t on this polynomial line.
Prices both before it (from 0 to t) and after it (from t to the right end of the graph) are used to calculate the position of that point.
Only the very last point of the polynomial, at the right end of the graph, does not look into the future. But the price will not return to this point either.