Matstat Econometrics Matan - page 16
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
One and the same sine wave, can be traded by trend and/or flat systems profitably at the same time. If desired. Hearst does not change :))))
Yes, it is. And Hirst is not alone here. It applies to almost all integral statistical parameters.
Well if you're being clever, don't be petty: any (with a small number of constraints) periodic function ...
And the market after all too (but shh... don't tell anyone - big secret :)))) From my point of view - market curve from periodic(and not so much) sine is not much different, just +1 additional rule in TS, taking into account multi-dimensionality of market fluctuations.
It's always the same - the most practical practitioners on the forum are bound to start trading sine sooner or later)) I wonder if that came from Cyberpaw too?)
Sinus is a dream ))). By the way, I wonder, by thinning out the ticks, is it possible to reduce the real series to sine? I suppose some hotheads here will answer "Yes".
Sinus is a dream ))).
Who cares. You probably don't know how to trade correctly either. Otherwise the market curve would not seem so impregnable and it would not occur to you to "measure" it with Hurst :)))
Sinus is a dream ))). By the way, I wonder, by thinning out the ticks, is it possible to reduce the real series to sine? I suppose some hotheads here will answer "Yes".
I would venture to guess that by arbitrarily removing values from any oscillatory series. one can reduce it to a sine. Simply because the original series is oscillatory.
The trend component and decay will remain. There is no way to deal with it.
Sinus is a dream ))). By the way, I wonder, by thinning out the ticks, is it possible to reduce the real series to sine? I suppose some hotheads here will answer "Yes".
That's why not) Take two sine waves widened vertically and remove all ticks that do not fall between them.)
Why not?) Take two sinusoids spread out vertically and discard all ticks that are not between them) You can trade, you just need to pick them so that there are more ticks between them at least on the history) There will obviously be problems with the future - new ticks may not want to be between these sinusoids)
You could. But it works better with straight lines. Less gestures and less losses on the spread. Up and down, you'll get dizzy and dizzy. It's much better on a straight line. I used to trade by hand a long time ago. I drew a line, forcibly called it the current trend. And go ahead. If the market did not agree - that was its problem :)))
Why not?) Take two sinusoids spread out vertically and discard all ticks that are not between them) You can trade, you just need to choose them so that there will be more ticks between them at least on the history.)
How is this different from regression analysis? Only by excluding the most distant points.
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 nobody does) And ok, we shortsighted traders) But even Pastukhov in his (widely known in narrow circles) work about H-volatility I think did not do such calculations) And after all it is the Theorist Department of MSU!)
Moscow State University's Department of Mechanics and Mathematics hasn't been an authority in mathematics for a long time. They do not see anything beyond their nose. In their time they declared PNB as heresy, without understanding anything.
Moscow State University's Mehmat is no longer an authority on mathematics. They can't see beyond their noses. At one time they declared PNB a heresy without understanding anything.
Ignoramuses.