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I don't talk to half-wits, I haven't matured yet. You know better than that, you are all very smart, throwing clichés about quants, seen somewhere on the forum
Just don't make a big deal out of it.
Just don't frost the bullshit. The MoD thread has already been polluted - all dumb and one d'Artagnan
Just don't make a big deal out of it.
Just don't frost the bullshit. The MoD thread has already been polluted - all dumb and one d'Artagnan
People report success with the Sorcerer's Method with certain refinements....
I would like to know about the refinements.
For example, everyone counts only the numerical value of Hearst and is very happy that it is not equal to 0.5. But in reality, you have to show that there is a high probability that Hearst falls into an interval which does not contain the number 0.5. This is usually a big problem.)
In fact somewhere it is more, somewhere less. And the hospital average is 0.5 )
If you take the SB implementation and read Hearst on it, the situation is the same)
But more checks are needed. For example, it is possible that the mean is 0.5, but the variance is very different from that of SB.
It always needs to be counted. But no one counts) And ok we, shortsighted traders) But even Pastukhov in his (widely known in narrow circles) work about H-volatility I think did not make such calculations) And after all it is the Department of Theorists of the Faculty of Mechanics of Moscow State University!)
Alexander has something working, but it's magic.
If you take SB's implementation and count Hearst on it, the situation is the same)
Alexander has something that works, but it's magic.
No magic! The usual counter-trend strategy. The counter-trend is unpopular for obvious reasons.
Trend traders lose a little bit on the flat, and earn a lot on the trend. On the flat, you drip yourself some valerian. On the trend, you drink champagne.
Counter-trenders make a little money on the flat, but lose a lot on the trend. On the flat, you pray quietly and keep your fingers crossed. On a trend, the ambulance takes you away with a heart attack.
Sasha bet $160. Well, that's like an admission ticket to the ride. You don't mind losing. But it's a lot of fun.
A clean counter-trend isn't good for serious business.
No magic! The usual counter-trend strategy. The counter-trend is unpopular for obvious reasons.
Trend traders lose a little bit on the flat, and earn a lot on the trend. On the flat, you drip yourself some valerian. On the trend, you drink champagne.
Counter-trenders make a little money on the flat, but lose a lot on the trend. On the flat, you pray quietly and keep your fingers crossed. On a trend, the ambulance takes you away with a heart attack.
Sasha bet $160. Well, that's like an admission ticket to the ride. You don't mind losing. But it's a lot of fun.
A clean counter-trend isn't good for serious business.