From theory to practice - page 850

 
Alexander_K:

Lana. I will try to explain again, because I want to see you as a companion on the thorny path in Hilbert space.

In TC I apply exclusively the median, everything connected with it and methods of calculation of dispersion, kurtosis and asymmetry, different from the standard formulas for the central moments of SV.

All, I emphasize - all values I have have a physical meaning, not just a set of formulas. I can, you might say, see the movements of the price wave packet.

The result in 2 weeks:

Is it good? Or do you need something else?

Awesome chart, Alexander, it reflects the pain, suffering and tears of market participants

 
Alexander_K:

Count the money! Have you bought the car or not yet? Well, that's just it. Cash comes in handy in these things.

Didn't make it. It's gone. The good ones are gone. Competition. )) Looking, but nothing suitable yet.

 
Maxim Dmitrievsky:

A classy chart, Alexander, reflecting the pain, suffering and tears of market participants

You couldn't have said it better, Max.

Of course, I don't like the "failures" either, when I sometimes hit the strongest trends. But, real life and emotions are on the chart. Words can't express it.

 
Alexander_K:

Lana. I will try to explain again, because I want to see you as a companion on the thorny path in Hilbert space.

In TC I apply exclusively the median, everything connected with it and methods of calculation of dispersion, kurtosis and asymmetry, different from the standard formulas for the central moments of SV.

All, I emphasize - all values I have have a physical meaning, not just a set of formulas. I can, you might say, see the movements of the price wave packet.

The result in 2 weeks:

Is it good? Or is there more to come?

(Friday).

EAs have the great advantage that they are always sober :-)


 
Alexander_K:

Lana. I will try to explain again, because I want to see you as a companion on the thorny path in Hilbert space.

In TC I apply exclusively the median, everything connected with it and methods of calculation of kurtosis and asymmetry, different from the standard formulas for the central moments of SV.

All, I emphasize - all values I have have a physical meaning, not just a set of formulas. I can, you might say, see the movements of the wave packet of the price.

The result in 2 weeks:

Is it good? Or do you need something else?

Do you use quantile analogues of kurtosis and skewness coefficients? They are robust, of course, but this is achieved at the cost of loss of sensitivity to the shape of the tails.

There is a sense that you are reinventing the wheel - homogeneity criteria for samples.

 
Aleksey Nikolayev:

Do you use quantile analogues of kurtosis and asymmetry coefficients? They are robust, of course, but this is achieved at the cost of loss of sensitivity to the shape of the tails.

There is a sense that you are reinventing the wheel - homogeneity criteria for samples.

Well, sort of. It really works, Alexey.

About the bicycle... I don't know. While such an approach to the market is obvious, I don't see any medians or quartiles in the standard MT set. I'll shut up about Fokker-Planck-Kolmogorov - probably one can do without this model, but I can't see how one can work in the market without using a median.

 
Alexander_K:

Well, sort of. It's really working, Alexei.

About the bike... I don't know. For all the obviousness of this approach to the market, I don't see any medians or quartiles in the standard MT set. And what about Fokker-Planck-Kolmogorov I mustn't even say a word about - probably one can do without this model, but I can't see how one can work in the market without using medians.

Median and quantiles.

Quartiles

 
Aleksey Nikolayev:

Median and quantile.

Shit... QUARTILLY, the interquartile spread! I know what I'm writing about, man. How many times can you bore me, instead of spreading your ears and listening to every word I say?

 
Alexander_K:

Shit... QUARTILLY, interquartile swing! I know what I'm writing about, man. How many times can you bore me, instead of spreading your ears and listening to every word I say?

Don't you know that quartiles (and the median too) are a special case of quantiles?

 
Aleksey Nikolayev:

Don't you know that quartiles (and the median too) are a special case of quantiles?

Have it your way. That's not the point.

The point, I repeat, is that using standard statistical methods to process the data will not get you anywhere. And Tukey and his methods weren't far from the truth.

You don't want to understand the underlying physical meaning of the Fokker-Planck equation and the like, don't.

But, you as a lover of statistics have to monitor the shape of the distribution using nonparametric methods with a meaningful sample, and know everything about it at the current calculation step.

Amen.

Reason: