From theory to practice. Part 2 - page 68
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There is an opinion that equity always behaves like SB itself - it returns to the initial deposit, i.e. it is given to understand that SB always returns to the expectation.
However, as one mathematician on SL said,"the law of arcsinus tells us that random walks are typically long lingering waves that return to zero quite rarely".
An obvious contradiction! Or am I missing something?
Where do you see the contradiction? For SB, the relative dwell time of a particle on the positive (or negative) half-axis (as a fraction of the total observation time) obeys the arcsine distribution.
The probability density of the arcsine distribution:
I.e. it is not characteristic for the particle to "trample" near the abscissa axis. A model experiment confirms it quite well:
Hopefully one can see that for random walk MO=0, Hurst=0.5 and the arcsine law is quite satisfied.
Hence, by the way, two corollaries:
1) Is it possible to make money by flipping a coin? Yes, it is.
2) Is it possible to earn by flipping a coin? You can't.
What if the initial value of the SB sample were 2 or 7 - is it still MO=0?
And the MO of SB when flipping a coin (heads or tails) is still 0?
Where do you see a contradiction? For SB the relative dwell time of a particle on the positive (or negative) half-axis (as a fraction of the total observation time) obeys the arcsine distribution.
The probability density of the arcsine distribution:
That is, it is not characteristic for the particle to "trample" near the abscissa axis. A model experiment confirms it quite well:
Hopefully it can be seen that for random walk MO=0, Hurst=0.5 and the law of arcsine is quite satisfied.
Hence, by the way, two corollaries:
1) Is it possible to make money by flipping a coin? Yes, it is.
2) Is it possible to earn by flipping a coin? You can't.
Mate, I don't want to argue with you, but - SB does not imply a return to the starting point of the movement. And its deflection is not described by the arcsine, but by the root of N.
You can't see that MO SB =0 or am I blind? Anyway, goodbye - see you on SL.
I don't get it. The opponent ran off the field before the match started? It's a technical defeat)
Get rid of that Yemelya. I'm sick and tired of his pontificating.
What if the initial value of the SB sample was 2 or 7 - is it still MO=0?
And the MO of SB when flipping a coin (heads or tails) is still 0?
Of course what is meant is that the initial value = 0. If you discuss the obvious things, you won't have the energy and time to discuss the non-obvious ones.
Ban that Yemelya. I'm sick and tired of his empty-headedness.
That Yemelya is pissing me off with his stupidity and ignorance. I can't take it anymore...
Friend, please don't argue. SB is not as easy as you think and you can make money from it. Or are you trying to offend me too?
Mate, I don't want to argue with you, but - SB does not imply a return to the starting point of motion. And its deflection is not described by the arcsine, but by the root of N.
You can't see that MO SB =0 or am I blind? Anyway, goodbye - see you on SL.
You, Alexander, evidently rushed and therefore did not carefully read my post, which contains an answer to your question. Or maybe your question doesn't interest you very much.
Just the interest per month. You don't have to elaborate further. If it is more than that, I will leave the forum and apologise.
State has been on the profile for a long time, if anything. Count your own percentages)
Shove your profile up your you-know-where.