The St Petersburg phenomenon. The paradoxes of probability theory. - page 20

 
Олег avtomat:

I suggested you to do a similar experiment a long time ago, but you didn't do it, you prefer to stay within your own corridor. And there are patterns in any SB, but you cannot see them without doing the experiment.

The "corridor" is called the "laws of mathematics". Of course, I prefer to stay within them.

And you're proposing an experiment of the "what if two and two don't equal four, let's experimentally verify" kind.

And yes, I wasn't "poking" you.

 
secret:
don't waste your time, it's a clinical case
 
TheXpert:

I'm just having a bit of fun)

 
Dmitry Fedoseev:

And tell me, what would be the pattern of a row obtained by flipping a coin? Heads +1, tails -1... etc. How many geese can you herd?

It's very easy with this one. You build an SB. And you find a pattern. You try it. It's very easy.

 
Олег avtomat:

Do you really think "this" is proof???

Is "this" a trading system???

However, I can see why you persist: you don't have a trading system.

It saddens me that you don't respect the "buy and hold" system that was sanctified through the ages.) Even Thales himself used it in his time!

But if you do not like it - offer your own. It is you who claim that there are systems that work for SB, not me. And the burden of proof, as you know, is on the assertor.

 
Олег avtomat:

It's very simple with this one. You build an SB. And you identify patterns. Try it. It's very easy.

Everything is clear! Finally clear and concise. There are no more questions and there won't be any more.

 
Aleksey Nikolayev:

I am saddened by your disrespect for the time-honoured "buy and hold" system.) Even Thales himself used it in his time!) In growing markets it is quite good even nowadays.

But if you do not like it - offer your own. It is you who claim that there are systems that work for SB, not me. The burden of proof, as you know, is on the assertor.

You are not sad, on the contrary, you use "buy and hold", knowing that it only works in the up-trend market, and does not work in the flat zone, where it is losing.

In this case SB is closer to a flat. You know this, but you still use "buy and hold", i.e. clearly a losing strategy - but it "confirms" your position very well. No, it doesn't. It's a clear substitution.

In addition, you are completely ignoring long-term SB trends, circling around the midline of local movement. Approach this task in a more meaningful way -- it's worth it. Moreover, with experience in such modeling, you will easily see the familiar SBs in price series movements and, conversely, the obvious non-SBs.

I will provide my examples.

 
Aleksey Nikolayev:

You are the one claiming that there are systems that work for SB, not me. And the burden of proof, as you know, is on the assertor.

The point is that deterministic and random differ only in the awareness of the observer. Without a priori information it is fundamentally impossible to distinguish between deterministic and random VR. With rare exceptions, when things are very primitive, but even for that you need a priori information.

 
Dmitry Fedoseev:

Everything is clear! Finally, clear and concise. No more questions.

What's so hard? Maybe you don't know how to do it. You tell me, I'll tell you.

 
Олег avtomat:

It does not make you sad, on the contrary, you use buy and hold, knowing that it only works in the up-trend market, and does not work in the flat zone, where it drains.

In this case SB is closer to a flat. You know this, but you still use "buy and hold", i.e. clearly a losing strategy - but it "confirms" your position very well. No, it doesn't. It's a clear substitution.

In addition, you are completely ignoring long-term SB trends, circling around the midline of local movement. Approach this task in a more meaningful way -- it's worth it. Moreover, with experience in such modeling, you will easily see the familiar SBs in price series movements and, conversely, the obvious non-SBs.

I will provide my examples.

It will be enough for me the general idea of TS about which with the same clarity as you say about "buy and hold" it will be possible to tell why it, for example, wins on a SB, but loses, for example, on a trend.

Mysterious "long term SB trends" will continue to be ignored)

Highlighting areas of price similar/unlike SB - partly similar to my approach, only here it is better to use analytical methods rather than modelling.

Reason: