FOREX - Trends, Forecasts and Implications 2015(continued) - page 452
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Well then don't, don't accuse me of something you can't and have no right to accuse me of, in fact.
Rena, so am I going to hear what the volume is that you're looking at on the CME or don't you know it? If you don't, then answer the question.
In the meantime, let's move on. What kind of trading data does the CME provide?
The volume for me on SME was just like "ue". But I did get a price out of it, by mathematical calculation. It almost matched - +/- 10 pips. That's why I didn't go any further.
I parsed the entire FX section
So I didn't accuse you of anything. Just rubbing your nose in it like you asked. Or did you mean something else again? Well, we're all used to that by now. ;)
How about maths? Don't get snippy... politely and intelligently
how to modify Markowitz to make it closer to reality - a portfolio of PAMMs...
I don't use it to choose a direction, I use it to determine the lot size.
In my opinion, puppet trades several portfolios. in fact, it is a linear combination of instruments from any market. since he outperforms other market participants, he can move his portfolios. but then it turns out that our instruments are derivatives of puppet's instruments in his reality space. it is difficult to build an inverse transition tensor, but we can (would). the problem is that it is dynamic. Your Markowitz, in fact, solves by methods accessible to his brain, one-dimensional, and without dynamics. what shall we discuss?
All right, you've already gotten me banned once. I hear you loud and clear. Exhale. I'm sorry, but I have to ignore your posts.
You don't get it, only a man can get himself banned. ;) It's a good thing you won't pay attention. I'm all for it. ))
I don't use theorver to choose a direction, I use it to determine the lot size.
In my opinion, puppet trades several portfolios. in fact, a linear combination of instruments from any market. since he outperforms other market participants, he can move his portfolios. but then it turns out that our instruments are derivatives of puppet's instruments in his reality space. it is difficult to construct an inverse transition tensor, but we could (would). the trouble is that it is dynamic. Your Markowitz, in fact, solves by methods accessible to his brain, one-dimensional, and without dynamics. what shall we discuss?
how to make a pamm portfolio.
The problem is that pammers' plots are very unstable - they worked great for 2 years - and then they blew it ......
With Markowitz we know the profit expectation, variance and correlation
and here it's not even clear what to take as an estimate of the expected payoff -
I don't like taking the average over history - I looked it up and got that the variance is 10 times the PL, so roughly speaking the PL is zero -
What kind of a Markovian...
That's why you have to think - use the experience of trading
i.e. if the trader has one volume - good for him, if the leverage is not too big - good for him... etc...
all this should be added to the evaluation of PL for the next day/month/...
Okay, you already got me banned once. I know what you mean. Exhale. I'm sorry, but I have to ignore your posts from now on.
It's about time ! I think this guy hasn't written a single informative post - no one can possibly repeat that - but he's a champion at writing nasty stuff.
how to make a pamm portfolio .
The problem is that pammers are extremely unstable - worked for 2 years super cool - and then lost .....
With Markowitz we know the profit expectation matrix, variance and correlation
and here it's not even clear what to take as an estimate of the expected payoff -
I don't like taking the average over history - I looked it up and got that the variance is 10 times higher than the LP, so roughly speaking the LP is zero -
What kind of a Markovian...
That's why you have to think - use the experience of trading
i.e. if the trader has one volume - good for him, if the leverage is not too big - good for him... etc...
all this to estimate the PL for the next day/month/...
I'm translating it into dough, in the currency of the deposit. Everything has already been accounted for there, as they say.
But the expected payoffs are really cool to know.
I'm cashing in such a thing, in the currency of the deposit. It's all accounted for, as they say.
What's your point? Let it all be in quid. That's not the point -
The point is that the pel is too volatile.
What's your point? Let it all be in quid. That's not the point -
the point is that the pel is too volatile.