From theory to practice - page 699
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
There's gambling involved as well...
Make your own version of SB already -- it's a five minute job.It takes 5 minutes to check on GBPUSD since 1791 that part of the SB generated sequences, with an adequate incremental range, over 250 years (some will fly into the sky, which proves nothing) will give an area of negative pair values, which cannot be the case. So SB proves with this example that in the general case SB has nothing to do with financial market series. All games and inferences with SB are based on initial conditions, when the probability of getting a negative value of the series on the generated interval is infinitesimal. The only strategy that has produced significant returns over a long interval is infinite inflows into a regulated market, because once every 10 years it falls and once every 10 years it regrows, and on average it rises - SB is not here.
It takes 5 minutes to check on GBPUSD since 1791 that part of the SB generated sequences, with an adequate incremental range, over 250 years (some will fly into the sky, which proves nothing) will give an area of negative pair values, which cannot be the case. So SB proves with this example that in the general case SB has nothing to do with financial market series. All games and inferences with SB are based on initial conditions, when the probability of getting a negative value of the series on the generated interval is infinitesimal. The only strategy that has yielded substantial returns over a long interval is infinite inflows into a regulated market because once every 10 years it falls and once every 10 years it regrows and on average it rises - there is no SB here.
This is exactly what I am saying:SB has nothing to do with the rows of financial markets
Therefore it is a BIG ERROR to make any conclusions by comparing the prices of financial instruments with the SB process....you have to settle on one option.
Don't. Depending on the task, different options may be required. For example, a fairly standard way of modelling the price is to represent it as a piecewise steady-state SB.
Don't. Depending on the task, different options may be required. For example, a fairly standard way of modelling the price is to represent it as a piecewise steady-state SB.
Demonstrate !
If you add up several SBs, do you get SBs or can there be variations?
if you keep adding up the SBs to infinity, e.g.
This is exactly what I am saying:SB has nothing to do with the financial markets
Therefore, it is a BIG ERROR to draw any conclusions by comparing prices of financial instruments with the SB process.You are wrong. Comparing does not mean finding similar, sometimes it means finding differences. And that can be useful.
Trading options, for example, is inconceivable without understanding theory, which is ultimately based on a Wiener process, which does not at all mean recognising prices as random straying.
Demonstrate !
Price models. Conditionally normal model
If you add up several SBs, do you get SBs or can there be variations?
If you keep adding up the SBs to infinity, for example
What do you mean by adding up? Do you sum it up in steps? If so, it will most likely add up to infinity.
If something else, it is determined by the device of their mutual dependence (for summation by the way, too).
If you add up several SBs, do you get SBs or can there be variations?
if you keep adding up the SBs to infinity, e.g.
What does it mean to add up? Do you add it up by hand? If so, you are likely to get infinity.
If something else, it is determined by their mutual dependence (for summing up, too, by the way)
Postally, each value with a different value.
At what point an SB will cease to be an SB when added together :) or how many SBs can make a non-SB, it is a paradox
e.g. autocorrelation will appear