Do the laws of physics work in forex? - page 15

 
Aleksey Ivanov:

In case of market, or to be more precise, for creation of really working trading system it is necessary to carry out various statistical researches with the purpose of establishment in it of those regularities which can have practical value for trade; thus, it is expedient and statistically correct to study only those phenomena which possess property of repeatability. For example, it is possible to study statistical characteristics of aftereffects of price surges.


It follows from this logic that standing at an intersection and watching a car approaching you need information about where the car turned yesterday at the same intersection to predict the direction of the turn. It seems to me that weight, speed, wheel angle, grip coefficient and driver condition are more appropriate parameters for analysis.

 
Александр:

It follows from this logic that standing at an intersection and observing an approaching car, you need information about where the car turned yesterday at the same intersection to predict the direction of turn. It seems to me that weight, speed, wheel angle, grip coefficient and driver condition are more appropriate parameters for analysis.

If the same person drives home from work every day and turns in the same direction at the same intersection towards home, then yes, seeing this car from afar you can say with great certainty that this time he will turn there too.
 
Aleksey Ivanov:

(1) There is a lot more to statistics than averages.

(2) You can only study recurring things statistically. For example, take an ensemble, choose a space of some parameters and carry out clusterization of this ensemble in the space of such parameters. In some points of such space there will be clusters of points - states of ensemble and only at presence in such clusters of large number of points (i.e. at importance of statistics) it is possible to speak about correctness of the clusterization. And it is in this (somewhat vague) sense that in statistics one speaks about recurrence of phenomena.

1. what there is besides averages is based on just those averages.

2. I agree.

You don't get me in any way.

I'm not against statistics, but I'm not going to limit myself to them either.

 
Александр:

(1) 1. what is there other than averages is based precisely on those averages.

2. I agree.

There is no way you can understand me.

(2) I'm not against statistics, but I'm not going to limit myself to them either.

(1) The average is a first order moment. There is a second-order moment - variance, third-order moment - asymmetry, etc., and there is a huge mass of everything else that goes far beyond the representations of the mean.

(2) For God's sake, what's not to understand already. Simply, before modelling an object it is necessary to study it (and not just to fantasise using trivial knowledge of school physics), and for this in this case statistics, i.e. statistical research is necessary.

 
Aleksey Ivanov:
Если один и тот же человек каждый день с работы едет домой и поворачивает на одном и том же перекрестке к дому в одну сторону, то да, увидев это авто можно издалека с очень большой достоверностью сказать, что и в этот раз он туда повернет. 


Alexander:

It follows from this logic that standing at an intersection and observing an approaching car, you need information about where that car turned yesterday at the same intersection to predict the direction of turn. And it seems to me that weight, speed, wheel angle, grip coefficient and driver condition are more appropriate equally important parameters for analysis.

so be it if you want

 
Aleksey Ivanov:

(1) The mean is a first-order moment. There is a second-order moment - dispersion, a third-order moment - asymmetry, etc., and there is a huge mass of everything else that goes far beyond the representations of the mean.

(2) For God's sake, what is already unclear here. Simply, before modelling an object you need to study it (not just fantasise using trivial knowledge of school physics), and for this in this case you need statistics, i.e. statistical research.

Can dispersion exist without the mean?

I'll say it again. This forum thread is far beyond my perceptions of the market. It's just that this particular thread is discussing this particular issue. If you want to talk about statistics, create a new thread and I'm sure it will be just as interesting.

 
Александр:

(1) A variance can exist without a mean?

I'll say it again. This forum thread is far from the limits of my view of the market. It's just that this particular thread is discussing this particular issue. If you want to talk about statistics, create a new thread and I'm sure it will be just as interesting.

(1) If there are statistics, in this case time series, then all moments count and therefore exist (jointly).

 
Александр:

Can dispersion exist without a mean?

:)) Of course it can. And it's called the diffusion coefficient.

But in order to understand it, you have to know at least a little bit about physics.

 
Aleksey Ivanov:

(1) If there are statistics, in this case time series, then all moments count and therefore exist (jointly).

Look, Alexei. I'm working on a trading system. There are many aspects in this work in which your knowledge of statistics would be of great benefit. If you would like to take part, do not hesitate to contact me.

 
Alexander_K:

:)) Of course it can. And it's called the diffusion coefficient.

But in order to understand it, you have to be at least a little physics savvy.

Dissipation of a random variable is a measure of dispersion of values of a random variable relative to its mathematical expectation.https://ru.wikipedia.org/wiki/Дисперсия_случайной_величины

I hope you know what the mathematical expectation is. If not, there is a link to it in the same article).
Reason: