From theory to practice - page 745

 
Alexander_K2:

We see that on the first graph there is no way to win - at best it is 0.

And on the second one we have a convincing profit.

Conclusion:We should convert the initial BP to the stationary form by all means, and then it is a matter of technique.

If we draw a sinusoid, the profit will be even more convincing.)

How are you going to trade on the "second" chart?))) No terminal that would allow that has been invented yet)

 
Alexander_K2 We have to make the distribution of increments have a classical form - Laplace, Gauss, ...

You don't just have a set of values, you have a time series.

What is the difference between a time series? It is the sequence in which the values go.

Distributions are a matter of tenths. The sequence can be very different (trend, anti-trend, etc.). But distributions remain the same.

You do not explore it and do not take it into account, and you haven't even made an attempt to do it for two years and 700 pages. Although only the lazy man has not written about it.

That is why pockets are empty.

 
secret:

And if you plot a sine wave, it will be even more convincing)

How are you going to trade on the "second" chart?))) There is no terminal that would allow that yet)

What terminal?

Random wandering is a MUST for respectable gentlemen,

now the respectable gentlemen will obviously turn to the experts in "recovering anything for a fraction of a fraction".

thermorectal analysis is historically effective :-)

 
secret:

You don't just have a set of values, you have a time series.

What is the difference between a time series? It is the sequence in which the values go.

Distributions are a matter of tenths. The sequence can be very different (trend, anti-trend, etc.). But distributions remain the same.

You do not explore it and do not take it into account, and you haven't even made an attempt to do it for two years and 700 pages. Although only the lazy man has not written about it.

That's why pockets are empty.

Empty, Bass, you're right.

But, I will repeat my position.

I have not managed for one year (!!!) to come close to a solution, let us be frank. A great work has been done and what I publish is a meager part of all the research. It is of no use. Stomping on the spot - and the pockets are getting tattered by the day.

Most importantly - I've been unable to find a reliable method of calculating process memory/impedance - neither correlation, nor Hurst, nor asymmetry with kurtosis - nothing gives reliable guarantees of process antipersistence.

Perhaps I'm being obtuse. But judging by the posts on the forum, everyone here is.

What to do?! The answer - we need desperate gestures, orthodox thinking ... One month to go until New Year...

So, knowing that Laplace motion can certainly make money - I'm going to try desperately next week to reduce BP to such a process. And the result - we'll see.

By the way, I'm announcing once again - I have no desire to be a frontman in this thread anymore. If someone else wants to, let him breathe life into it or start a new topic like "From Practice to Theory":)).

 
Alexander_K2:

Empty, Bas - you're right there.

But, once again, I will state my position.

In one year (!!!) I have not been able to come close to solving the problem, let us be frank. A great work has been done and what I publish is a meager part of all the research. It is of no use. Stomping in place - and with each passing day the pockets become more and more tattered.

Most importantly - I' ve been unable to find a reliable method of calculating process memory/impedance - neither correlation, nor Hurst, nor asymmetry with kurtosis - nothing gives reliable guarantees of process antipersistence.

Perhaps I'm being obtuse. But judging by the posts on the forum, everyone here is.

What to do?! The answer - we need desperate gestures, orthodox thinking ... One month to go until New Year...

So, knowing that Laplace motion can certainly make money - I'm going to try desperately next week to reduce BP to such a process. And the result - we'll see.

By the way, I'm announcing once again - I have no desire to be a frontman in this thread anymore. If someone wants - let him breathe life into it or start a new thread like "From Practice to Theory":)).

Just think with your head, not waste paper.

The result of this work is intellectual property, and naturally no one will share it:


Since kotir has a memory, so does the balance ;).


So keep sawing, Shura, they're golden...
 
Alexander_K2:

Empty, Bas - you're right there.

But, once again, I will state my position.

In one year (!!!) I have not been able to come close to solving the problem, let us be frank. A great work has been done and what I publish is a meager part of all the research. It is of no use. Stomping in place - and with each passing day the pockets become more and more tattered.

Most importantly - I've been unable to find a reliable method of calculating process memory/impedance - neither correlation, nor Hurst, nor asymmetry with kurtosis - nothing gives reliable guarantees of process antipersistence.

Perhaps I'm being obtuse. But judging by the posts on the forum, everyone here is.

What to do?! The answer - we need desperate gestures, orthodox thinking ... One month to go until New Year...

So, knowing that Laplace motion can certainly make money - I'm going to try desperately next week to reduce BP to such a process. And the result - we'll see.

By the way, I'm announcing once again - I have no desire to be a frontman in this thread anymore. If someone wants - let him breathe life into it or start a new thread like "From Practice to Theory":)).

This branch has remained useful to me, the fact that your work has shown the pointlessness of looking for "fish" in this direction. You are still just digging the pond. The fish are still a long way off and the new year is near.

It will be boring on the forum if you leave this branch.

 
Renat Akhtyamov:


Looking at your graphs, Rena, I think your tick distribution is bimodal.

If you don't mind, demonstrate it.

 
Alexander_K2:

Looking at your graphs, Rena, I think your tick distribution is bimodal.

If it's not too much trouble, show me.

What you're asking is kind of the wrong way round.

it's simpler here - memory, think about it.

the previous movement develops the future.

 

To be honest, I didn't even know where (in which topic) to put this stray thought, so I decided it would be better here:

- In the long run (in the limit) all "surviving" currency quotes should strive for a 1:1 consensus. That is, there is a weak but constant factor affecting all calculations, systematic error.

We need to adjust the layouts

 
Maxim Kuznetsov:

To be honest, I didn't even know where (in which topic) to put this stray thought, so I decided it would be better here:

- In the long run (in the limit) all "surviving" currency quotes should strive for a 1:1 consensus. That is, there is a weak but constant factor affecting all calculations, systematic error.

We need to adjust the layouts

Currencies are commodities, just like bananas.

The equilibrium price of a banana is 1 c.u.?

In your case, 1k1 means that demand is equal to supply, but does not have to be at a price of 1.0.
Reason: