Do you know how to make canals? - page 8

 
СанСаныч Фоменко:
volantility

I notice that you get that word wrong everywhere, even in your articles :)

 
Maxim Dmitrievsky:

I notice that you have an error in that word everywhere, even in the articles :)

Which one? I'd appreciate it.
 
СанСаныч Фоменко:
Which one? I'd appreciate it.

Possible: Volatility. Without the letter N.

Although I often see your option as well.

 
СанСаныч Фоменко:
Which one? I would appreciate it.

Volatility - volatility without H

 
Maxim Dmitrievsky:

Volatility without H


Thank you!

 
СанСаныч Фоменко:
This has been done in GARCH for about 15 years. But before that there are two more actions for increments: a trend model in increments and a volatility model (GARCH - clustering volatility first, but there are lots of other nuances). And then the moving density is calculated and modeled usually by t-distribution. If we look at the history of development of GARCH models, the efficiency of these models has improved dramatically exactly after probability density modeling. So, you can't do without it.


Forum on trading, automated trading systems and trading strategy testing

Do you know how to prepare channels?

SanSanych Fomenko, 2017.12.30 08:47


Bullshit all these channels, trends and stuff... it all looks good on history and the future is hidden behind the fog of NESTATION.

...

.

N is your hidden reflection onNESTATION.

;)

 
СанСаныч Фоменко:
This has been done in GARCH for about 15 years. But before that there are two more actions for increments: a trend model in increments and a volatility model (GARCH is clustering volatility first, but there are lots of other nuances). And then the moving density is calculated and modeled usually by t-distribution. If we look at the history of development of GARCH models, the efficiency of these models has improved dramatically exactly after probability density modeling. So, you can't do without it.

forGARCH is nowhere without it. ;)

 

If we are talking about channels, then in my mind a channel is nothing more than a form of trend. And that's the angle it should be viewed from.

I would like to hear your opinion on what a channel is on a chart and not on a peat bog.

 
Viktor Korchagin:

What's the use of our opinions, if you can trade on them, trade...


Take your edge off, have a glass of cognac. Maybe you can do it then.

 
Viktor Korchagin:

irritability?...what do you mean I'm as calm as an elephant))) and I'm getting...


Okay. (sighs) Calm down. You're an elephant!

This conversation with you is over.

Reason: