Market patterns - page 10
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Is it SB?
recent history, e.g. 2008-2009.
imha, this is an error in assumptions. I.e. the consequence of memory in volatility, clustering etc. Just otherwise this test, effectively a profitable TS on any markets and without filters. Fantastic. Anyway, it would be interesting to discuss this test in more detail, but apparently it's offtop here
Is it SB?
It is impossible to tell the difference by eye. If you give us 1 000 000 data, say in csv format, then we can apply the test and say with certainty whether we are dealing with the SB or the real market.
There will be no certainty. A finite number of points is not enough for one hundred percent certainty.
Each test is only able to check a few characteristics of a row, i.e. by definition it is one-sided.
Lastly, with a test we will either be able to fail to disprove the null hypothesis (information is null), or fail to confirm it with some probability. However, "not disproving" is not the same as "confirming", and "not confirming" is not the same as one hundred percent "rejecting".
There will be no certainty. A finite number of points is not sufficient for 100% certainty.
Each test is only able to check a few characteristics of a row, i.e. by definition it is one-sided.
One last thing: with a test we can either not disprove the null hypothesis (information is null) or not confirm it with some probability. However, "not disproving" is not the same as "confirming", and "not confirming" is not the same as one hundred percent "rejecting".
Roughly the same thing was said on the last page.
What is there to think about, you have to dig :)
Go to TeleTrade and get help from an experienced trader. In the middle of the site, on the right hand side there is a list of these helpers. You can try talking to signal publishers.
There will be no certainty. A finite number of points is not sufficient for 100% certainty.
Each test is only capable of testing a few characteristics of a series, i.e. by definition it is one-sided.
Lastly, with a test we can either not disprove the null hypothesis (information is null), or not confirm it with some probability. However, "not disproving" is not the same as "confirming", and "not confirming" is not the same as one hundred percent "rejecting".
...
Hard to tell by the look of it, but very similar. The whole curve is there. As it was explained to me the CER is almost 95% SB, with shifts from fundamentals smoothed out. But they are also random but with a long period and not accumulated. So it is a semi-Markovian process, if I understand some of the thinking and understanding of "Markovianness" as integration, where each successive state is repulsed by the previous one.
The purpose of our discussion here is to first decide on a logical way to allocate this 5% and then that part of this 5% which can be traded, because the majority is either an echo of past battles or contains a catch.
You missed the key qualifier - 2008-2009. And wrote it off as accidental wandering, particularly the market downturn in the crisis.
It's like being plunged into an argument in the fourth forum, about four years ago.
There was a lot of debate amongst the quants, a lot of time was spent, and still it's still there.
Those who thought that the SB was a handicap remained on their own, as did the opponents.
There are too many fools in the world because while the smart think, the fools multiply :)
"So to remember my first public prediction" (c) Prival
Go to TeleTrade and get help from an experienced trader. In the middle of the site, on the right hand side there is a list of these helpers. You could try talking to signal publishers.
You should be sent to the pen for such advice.
Author, don't even think about messing with these, in my opinion, scammers.