The St Petersburg phenomenon. The paradoxes of probability theory. - page 22

 
Yuriy Asaulenko:

I once had a friend who graduated from MSU - Mordovia State University. By correspondence.

Come on, Yuri... This peasant should have been put in his place a long time ago. It's about time.

 
Alexander_K:

Some Bass is doing something, whether it's MT or Quick. All right. (chuckles)

And, bass, keep in mind you're being challenged by an actual university graduate in physics. Who values the title of "physicist." Well, what do you say?

It's not Quick, it's myfxbook, an independent verified MT account monitor.

Please, what challenge can there be with your 0% when the market has been feeding me for years?

And phismat has nothing to do with profits/losses. And I don't need your hat for nothing) I'm just sharing my knowledge, whoever needs it will take it.

 
Олег avtomat:

1) Demonstrate with examples. (It's Friday night, so I'll do it Saturday-Sunday at my leisure.)

2) Run the SB through the LF filter. And consider whether to continue to ignore objective information.

3) Modelling allows you to cover the whole picture. This is its great advantage.

Moreover, analytical methods are applicable only to a very narrow group of idealised processes. The vast majority of real physical/chemical/biological/environmental/economic/financial processes do not fit into the narrow confines of analytical methods without substantial simplification, such as linearisation. Modelling enables many obstacles to be overcome.
It was through modelling that chaotic processes were discovered. It is through modelling that chaotic processes are now explicitly used in technical applications. And it is through the control of chaotic processes. This is the first time you are hearing about this opportunity. Or are you aware of it?

1) It is already clear that the same clarity as for "buy and hold" will not be there. It probably took you a few minutes, if not seconds.

2) Suppose we split SB into a sum of two processes, one of which we call "low-frequency" and the other "high-frequency". How does this help trading on the original process? Can you somehow explain this with the example of the aforementioned "buy and hold", for example?

3) Simulation, while useful and sometimes indispensable, does not provide answers to many important questions. For instance, it will not allow to calculate the asymptotics of the tails of the distribution of the Hurst coefficient mentioned earlier.

4) It's good that "our ships sail the Grand Theatre", let them do it further and "better") We talked about quite concrete thing, which is usually called in a theorist as "distribution of functionals from Wiener process". This is a fairly serious and well-developed field of science and replacing its conclusions with modelling is usually just a consequence of their ignorance.

 
secret:

It's not Quick, it's myfxbook, an independent verified MT account monitor.

Please, what challenge can there be with your 0% when the market has been feeding me for more than a year?

And phismat has nothing to do with profits/losses. And I don't need your hat for nothing) I'm just sharing knowledge, whoever needs it will take it.

Hmmm... You're smart, my friend... You know what and how to answer.

But, the essence of the matter does not change - December 30, we open the stats for 3 months. OK?

 
Alexander_K:

Come on, Yuri... That peasant should have been put in his place a long time ago. It's time.

First you have to find the golden key, then the door in the closet, then you can put him in his place.) If you still have the will.))

There's no shortage of people who like to put everyone in their place.

 
Yuriy Asaulenko:

First you have to find the golden key, then the door in the storeroom, and then you can put it back.) If you still have the will.)

There's no shortage of people who like to put everyone in their place.

I agree. You need a key. That's why I appeal to forum participants: "How much mu-mu ...". Direct all your energies to entropy/non-entropy. Correlation of increments should be investigated in different sliding windows... Well, how many times can we do everything for you?

 
Alexander_K:

That's why I'm appealing to forum members: "How much moo-moo ...". Focus all your energies on entropy/non-entropy. Correlation of increments should be investigated in different sliding windows... Well, how many times do I have to do everything for you?

And what makes you think that this is happiness and the solution? Imho, there's no basis for that?

By the way, earlier you said that the key to the closet is in a completely different place - and the silence, emptiness. Something like a lot of quests)).

 
Yuriy Asaulenko:

What makes you think that this is happiness and the solution? Imho, there is no basis for that?

By the way, you used to have the key to the den in a completely different place - and silence, empty. That's a bit much of a quest.)

I don't have the keys, Yuri... All my bravado is built on the momentary result in a month... Alas...

No time to study nonentropy or the same correlation on small samples - no time to do it. And the morons on the forum don't want to do anything - just laugh.... Well, what to do?

 
Alexander_K:

I don't have the keys, Yuri... All my bravado is built on the momentary result of a month... Alas...

No time to study nonentropy or the same correlation on small samples - no time to do it. And the morons on the forum don't want to do anything - just laugh.... Well, what to do?

Statistics will not give you the key. Statistics can only show you the direction of the search and no more. Or maybe not.)

 

.

https://ru.wikipedia.org/wiki/Случайное_блуждание

.

Consider several different options for 'wandering', setting different distributions.

And see if it is possible to make money from the SB process.

.

https://www.mql5.com/ru/forum/286022#comment_9153256

Случайное блуждание — Википедия
Случайное блуждание — Википедия
  • ru.wikipedia.org
Случайное блуждание — математическая модель процесса случайных изменений — шагов в дискретные моменты времени. При этом предполагается, что изменение на каждом шаге не зависит от предыдущих и от времени. В силу простоты анализа эта модель часто используется в разных сферах в математике, экономике, физике, но, как правило, такая модель является...
Reason: