On the unequal probability of a price move up or down - page 154
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Oleg, I wanted to respond with your own jargon, but I decided that the forum is no place for such words.
I really do not have any other comments ... You can not read here a high school mathematics course, a man who for many years posts screenshots from textbooks and even turns Mathcad
but the forum is the place for your jargon?
Don't write nonsense and you won't need a comment.
The fact that the TS sometimes gets into significant drawdowns indicates that the cointegration of the selected pairs is not good enough.
Yes. And where it is good for physical reasons (EUR-DKK), the spread is such that one cannot make money.
But TC doesn't need any cointegration. As he wrote, "the power of his intellect" is such that he forces the spreads to converge with his mind!
when random processes (their results) are functionally added up - what happens ?
e^x pops up in the final distribution. Gauss, Gamma, Erlang and others - depends on the addition/interaction function.
Ah, got it, right. That's where the Exponential and Pi come out, too.
.
Oleg, your screenshot nowhere says that the exponential functions have any other growth character than exponential.
the upside is there are two downsides to each other.
including homemade meat.
;)
It looks like it's gone. Probably didn't have enough margin to sit out the slump.
No way.
This strategy is difficult to lose, if you trade within reasonable limits and do not use heuristic formulas
Good time colleagues!
Everyone has completely forgotten where this thread started ... :) I've already forgotten how long the TS has been in the trade + its current state is not quite clear. It seems to me one swap has already taken a loss comparable to the potential profit of $600. I appeal to the TC: may already have closed the loss and start trick number 9 ... :) It will be funnier. At least we will analyze your pictures, maybe you will say something ... :)
Regards, RomFil
Oleg, nowhere in your screenshot does it say that the exponential functions have any other growth character than exponential.
Yes, it does. I agree. And it is inappropriate to consider the subtleties here.
Oak, poplar, birch, spruce and palm trees are all trees.
Good time colleagues!
Everyone has completely forgotten where this thread started ... :) I've already forgotten how long the TS has been in the trade + its current state is not quite clear. It seems to me one swap has already taken a loss comparable to the potential profit of $600. I appeal to the TC: may already have closed the loss and start trick number 9 ... :) It will be funnier. At least we will analyze your pictures, maybe you will say something ... :)
Regards, RomFil
Everyone seems to have settled down, got used to it. We're sitting well!
All that's missing is the ringleader...
Yes, that's right. I agree. And it's inappropriate to consider the subtleties here.
Oak, poplar, birch, spruce and palm trees are all trees.