From theory to practice - page 837
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The problem with real prices is that it is NOT a constant and as the time horizon grows (as in the definition of H-volatility) it can tend towards infinity. Or it can tend to unity the probability that there are as many gaps larger than any given size. This seems to me to correlate in some ways with Taleb's theory.
Time is not considered here in any way, so I can't understand how you are considering a piecewise monotonic function
Study the definitions:
1) random process
2) H-volatility
3) piecewise monotone function (what is its area of definition)
And explain how you can do without time here.
Study the definitions:
1) random process
2) H-volatility
3) piecewise monotone function (what is its area of definition)
And explain how you can do without time here.
All in all, this week has proved that nonparametric kurtosis is also a waste.
the week proved that the A_K system works
but needs to be refined.
but a refinement is needed
So this refinement is essentially more than the system itself.
So this refinement is essentially more than the system itself.
Easy.
Medice, cura te ipsum
So that the eager ones won't think in years to come: "Why did the man spend a whole 1000 pages here? Where's the result?", I will publish the state once again:
So, spending time on market research, rampant arguments with veterans of this forum, does make sense.
Go for it, guys!
Alexander, I've come to the following conclusion.
If the system earns in the flat and loses in the trend, it is the first sign of a lagged buy/sell signal.
Usually the lagging signal is generated by the TS when averaging.
Do you use averaging?
Medice, cura te ipsum
more than half of trade is down
Optimism: