From theory to practice - page 705

 
_o0O:

Everyone has his own "island of happiness", Gates has his, Soros has his, Mani's front-page milkmaid has hers.... I don't have an answer to that question, dearie).
What can knowledge of the differences between BP and SB provide? Maybe we need to answer that question first? Or maybe one should just use the obvious features of specific BPs and not try to imitate them in SBs?
Because there is no answer to this question and these islands with variable probability are stochastic in nature, the law of conservation of energy, and SBs, yes, also come in different forms, perfect and not so much. So it's more a matter of faith, who wants to believe and who doesn't. Personal characteristics of particular SBs diverge from antipersistent to persistent, which gives in the long run a slight deviation, like everything in this world, nothing is perfect, however the deviations are all in the limit of the norm, and we need above that, and who has more "happiness" Gates, Soros or Money, then on average, the same, so there is a paradox for you.

PS And I'm not your darling. And your thoughts are interesting to me, because there experience + knowledge.
 
Renat Akhtyamov:

I don't know.

I can hardly find in the public domain the correct financial formulas or some calculations of this science.

At least I have not seen any.

Are you suggesting that each area of application has its own definition of expectation (variance, etc.) in the theorist? In biology one, in physics another, and in economics another?

 
Aleksey Nikolayev:

Are you suggesting that each area of application has its own definition of expectation (variance, etc.) in the theorist? In biology one, in physics another, and in economics another?

No

We work in the financial market and we do financial formulas.

dispersion and expected payoffs are just for evaluation of trading results, afterword.

 
Олег avtomat:

By the way, I remember that you were interested in game theory with a view to its possible practical application in our field.

What are the results of this push beyond your usual boundaries?

As I wrote above, it all boils down to a theorist, in this case a Nash equilibrium and some random fluctuations around it. The problem is that a purely speculative market and a market with a major player (like a central bank) are very different games. The mechanism of transition from the former to the latter and vice versa is unclear.

 
Renat Akhtyamov:

no

we work in the financial market and make formulas financial

variance and expected payoffs are just for assessing the trading result, afterword as it were

Afterword, on the basis of which a preface is written for the next trading period.

 
Maxim Dmitrievsky:

Market making is pure econometrics, which includes a terver "because" and why not, but if not, one wouldn't really want to

in other words, no one cares about the specific distributions of the processes, because in economics, relationships and multiparametric models rule.

Why did they invent econometrics? So you could sit and teach the terver, yeah :)

Why not assume that it simply uses theoristic methods which are independent of the particular form of the distribution? Chebyshev and Markov inequalities, non-parametric statistics, stationary processes in a broad sense, etc. etc.

 
Yuriy Asaulenko:

That is, not only to chew it up, but also to put it in your mouth.) Do you make any effort yourself to understand the question you are interested in? Well, at least try.)

Yes, Yury, I will chew it up and put it in your mouth as fast and easily as possible. You know why I won't reread 700 pages and after I read it I'll be one of you who got lost in three pines and can't see the forest behind them.
There are only nine digits in the sequence 0-9, can I find a period within them? Take for instancethe square root of 2,or 3 or 5 or 6,or pi,they all belong to the same sequence 0-9,it's only nine fucking digits,round,whole,positive,as long as they're prices. Find the increments in all known digits of pi, for example, or the root of 2, what's the process - Gaussian, Wienerian, Fourierian - and predict the next number.
And p.s.-find a period of an "infinite decimal non-periodic" fraction and you'll find the grail.
Question specifically not you, Yuri, but all the nerds, just came out in a retort to your post.
 
Maxim Dmitrievsky:

Market making is pure econometrics, which includes a terver "because" and why not, but if not, one wouldn't really want to

in other words, nobody cares about the specific distributions of the processes, because in economics, relationships and multiparametric models rule.

Why did they invent econometrics? So you could sit and teach the terver, yeah :)

If anyone is schizophrenic about the market maker working "against all odds" then that's their next problem :))))

By the way, does anyone have a subscription to Econometrics journal or archives?

I think I care, I thought so too at first when Doc was researching tick arrival timescales, look, tick distribution, there is no chaos there, there is order and structure, and chaos can be made by exponential readout, I took this data from Alexander, I counted it myself and compared it.
 
Renat Akhtyamov:

The article is good, but it is not a theorist.

Working against everyone is a strategy worthy of attention, quite a serious and immense topic to explore.


That's what it comes down to, not rational thinking, but irrational thinking.

 
Novaja:
Because there is no answer to that question and these islands with variable probability are stochastic in nature, the law of conservation of energy, and SBs, yes, also come in different forms, perfect and not so much. So it's more a matter of faith, who wants to believe and who doesn't. The personal characteristics of particular SBs diverge from antipersistent to persistent, which gives in the long run a slight deviation, like everything in this world, nothing is perfect, however the deviations are all in the limit of the norm, and we need over that, and who has more "happiness" Gates, Soros or Mani, then on average, the same, here is a paradox for you.

PS And I'm not your darling. And your thoughts are interesting to me, because there experience + knowledge.

Sorry about the "dearie", that's just a polite way to address a lady. And thank you for the "experience+knowledge", I don't know how you know I have it, it's probably a woman's intuition.

Well, on the other hand, on what basis do you have a strong desire to compare BP with SB? Or, what are the signs that indicate the "similarity" of BP with SB? The distribution of what exactly are you measuring in the BP, not the candles?

Novaja:
I think I care, I thought so too at first when Doc investigated the timing of tics coming in, look, the distribution of tics, there is no chaos there, there is order and structure, and chaos can be made by exponential reading, I took this data from Alexander, I counted and compared it myself.
And this is a completely different thing. Look closely at the ticks. What is their retournee distribution? Why is the retournee distribution of ticks different from that of candles?
Reason: