How do you measure noise? - page 10

 
Vladimir Suschenko:
Well, you can spit in the face and scratch out the shameless eyes of those who promise easy earnings on Forex. And yes, it works for very few ....

Forex has some strange (imho) rules of operation. With the Eurobucks on Forts, everything works out fine. Although even the quotes are almost identical.

The fact that on Forts, I can put my order wherever I want, even inside the spread and buy there, even at 1 point above/below it. On forex - either along the market (spread), or no closer than 50 pips, or none at all. And the spread is floating, too. And it is not the market that manages it, but brokerage companies at their discretion.

 
Vladimir Suschenko:
And why is everyone so keen to measure noise?

Actually, I was just passing by:)

Vladimir Suschenko:
How on earth did you "manage to separate noise from "signal+noise" mixture, if the task of signal identification, as you say, is "practically impossible"?

Don't attribute to me what I didn't do. I simply divided the 'signal+noise' by the filtered 'signal+noise' and the remainder. In fact, I have very big doubts if there is any signal at all. It may well be that there is just noise, and mostly non-Gaussian, and the signal (i.e. what can be predicted), if there is, is very, very 'nippy'.


Personally I imagine it this way - there are three divine old men in heavens, who are managers of Forex market and who hazardously create quotes, all three using their own coins. But one of them has a fair coin, and the other two have a false one, but in different directions. They make quotes in turn, but the order is random. As a result, they make a trend one way, then another, then a flat. I think it is almost impossible to forecast when two old geezers will change and who will go against who. And that actually means no signal and only noise.

 
sibirqk:

Personally, I picture it this way - there are three divine old men in heaven - forex managers, who are gambling with generating quotes - all three using their own coin. But one of them has a fair coin, and the other two have a false one, but in different directions. They make quotes in turn, but the order is random. As a result, they make a trend one way, then another, then a flat. I think it is almost impossible to forecast when two old geezers will change and who will go against who. And that actually means no signal and only noise.

Forex is said to be an interbank market. As they say - unified forex quotes do not exist, not in nature. Nothing can be bought or sold on Forex for $10, $20 or even $1,000.

In other words, our activity has nothing to do with Forex. What game we are playing and with whom we are playing it remains a mystery.

This game has no name. It will never be the same. (c)

 
Yuriy Asaulenko:

Forex is said to be an interbank market. As they say - unified forex quotes do not exist, not in nature. Nothing can be bought or sold on Forex for $10, $20 or even $1,000.

In other words, our activity has nothing to do with Forex. What game we play and with whom we play it remains a mystery.

This game has no name. It will never be the same. (c)

You are deeply mistaken. For $1,000 you can buy 900 eurikas.
 
Владимир:
You are deeply mistaken. You can buy 900 euros for $1,000.
That's in the exchanger - real, and in the DC - virtual. One lot in forex is not $1000. but a few more. Forex does not trade in quarters and hundreds. Lutz doesn't sell by quarters. (с)
 
Yuriy Asaulenko:
If you have 1,000p and I have 10p, in any probability game I will inevitably lose. In the long run it is inevitable.
In poker there is the concept of G-bucks, if you put 1% into the pot then even on random cards you can win a "pot", don't infer from that - that with any hand we enter the pot - on any "trash hand".
 
Veniamin Skrepkov:
In poker there is the concept of G-bucks, if you put 1% in the pot then even on random cards you can win a "pot", from this we should not conclude - that on any hand we enter the pot - on any "trash hand".
If you have 1% of the pot, you will win no more than 6%. The only way I know how to win at poker with small money against big money is to walk away from the table after winning. :)
 
Yuriy Asaulenko:
It's real at the exchanger and virtual at the brokerage house. One forex lot isn't $1,000. It's more than that. Forex doesn't trade in quarters and hundreds. Lutz doesn't sell by quarters. (с)

You just reek of awesomeness through all the cracks.

It's not money at the exchange office either, because they don't buy in lots!? Ha ha. Keep pouring. It's fun to listen to.

 
Владимир:

It's not money at the exchange office either, because they don't buy in lots!? Ha-ha. Keep pouring. It's fun to listen to.

I knew a dude who used to trade exclusively through exchangers, yes, he carried a pretty big purse and paid fat spreads, but he managed to make a profit.

Now we can't do that anymore.

 
Комбинатор:

I knew a dude who used to trade exclusively through exchangers. Yes, he carried a pretty big purse and paid tight spreads, but he still managed to make a profit.

A cocksucker (c)