From theory to practice - page 852
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The average of the non-parametric kurtosis across all pairs, on my tick data, =20.
Nah, I mean the average of the non-parametric kurtosis of the sum of the currency pairs.
Just add up that figure from all pairs and divide by the number.
And then look at the current value of the kurtosis (of any pair at the time of the signal) and the average.
Simply add this figure from all the pairs and divide by the number.
And then look at the current kurtosis value (of any pair at the time of the signal) and the average.
Why?
I can reassure those who are suffering that as there is no expectation in the market, 95% will sell everything, and they will either live in a dump or work in a factory, but 5% can have infinitely more money from the market. In other words, such that is impossible to even imagine.
Conclusion: the Grail exists and that is it.
Don't mislead people, daily and other periodic profits in forex are limited for traders to at least intraday volatility.
Don't be misled, daily and other periodic forex profits are limited to traders at least by intraday volatility.
Is intraday volatility limited in any way? I will tell you a secret - in theory it is also limited to infinity.
But - shhhh.... Not a word to anyone! OK?
Is there a limit to intraday volatility? Let me tell you a secret - theoretically it is also infinite.
Just - shhhh.... Not a word to anyone! OK?
Anything can be made up, especially with science-like deductions.
You can make up all sorts of things, especially with science-like deductions.
However, such conclusions warm the soul and, figuratively speaking, make you want to keep working.
Why?
Well, the currencies are linked somehow, it seems. Then let's say if kurtosis < average, therefore expect movement towards the average = increase in kurtosis.
So basically the kurtosis indicator is volatility? Or is it not?
However, such calculations warm the soul and, figuratively speaking, make you want to keep working.
The data on potential and real profitability of the major currency pairs (daily and weekly) is much more valuable, because it can still tell you how to work, and in what mode
Well, the currencies are linked somehow, it seems. Then let's say if the kurtosis is < the average, therefore expect a move towards the average = increase in kurtosis.
So basically the kurtosis indicator is volatility? Or is it?
Well, I'm not digging that deep - obviously somehow related. Time, for example. Perhaps one should look at all pairs in a complex - as they do at Bablokos.... But, that's a different story...
The kurtosis is a measure of the non-randomness of the process. It is analogous to the autocorrelation coefficient, and a very strong one at that.
Well, I don't dig that deep.
So do the math, it's interesting. It takes five minutes.
The kurtosis is a measure of the non-randomness of the process. It is analogous to the autocorrelation coefficient, and a very strong one at that.
Well if all the increments in the sample are equal, then the kurtosis would be = 1. Right?