A great book on testing and optimisation - page 12
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goldtrader, thanks for the cointegration. Only yesterday I got a superficial knowledge of what it is.
And thank you FOXXXi, too, for one idea you gave me a week and a half ago (about muv autocorrelation). Now I'm researching it, hope to get something interesting out of it.
P.S. Actually, the autocorrelation of the mouve is a long known fact. It is only necessary to look at it attentively and remove unnecessary constructions and notions (superfluous are autocorrelation and muv). This will leave us with bare prices.
Of course it works. Who can argue with that? Only it works at a loss.
Well, it all makes sense. Picture gallery + set of pseudoscientific bullshit. And no investment passwords and monitoring to back it up, you wouldn't even dream of it.
Well. I can only wish you further success in drawing pictures and successful calls to investment funds with the aim of selling these very pictures.
>> Malevich is resting.
Of course, I drew them with Photoshop, so think about it, go on masturbating in the tester and call yourself a trader, not a programmer, although you think that the markets are nonstationary - I told you, it's clinics, schizophrenia.
Yes, of course, in Photoshop, think like that, go on masturbating in the tester and call yourself a trader, not a programmer, although you think that the markets are non-stationary - I told you, schizophrenia, where did you see the loss?
don't argue with a great trader ))
I don't need luck, looking at other people's yachts, etc. I certainly don't need the skin of an unkilled bear.
But you can - you're a programmer, when you need your help, I'll let you know, I'll offer you some money, maybe you'll forget the word trader and you'll be proud to call yourself a programmer.
But you can - you're a programmer, when I need your help, I'll let you know, I'll offer you a certain sum, maybe you'll forget the word trader and you'll be proud to call yourself a programmer.
I do not write on demand. There are enough programmers on this forum without me - just say a word.
I don't write to order. There's enough programmers on this forum to make a fuss.
You always say that. reread my post again and you'll understand my preemptive meaning of your current post.
goldtrader, thanks for the cointegration. Just found out what it is yesterday superficially.
Strange that I haven't even heard anything about this nerdiness?
Pretty bearded method. We take two non-stationary time series, get a stationary relationship from them. There are even traders in futures who specialise in this, they are called spreaders. They open two contracts for the same commodity with different expiration dates in different directions and close them on the positive difference. However, at the futures markets, as opposed to CFD, there are special orders for such deals, i.e. when the positive difference reaches a certain level, the broker closes both contracts simultaneously.
But the point is that such "stationarity" of several non-stationary time series is often stationary only within a sample, while out-of-sample can easily say at the most inopportune moment: bummer grandma.
You always say that.Reread my post again and you'll understand my preemptive meaning of your current post.
I always warn them not to even pretend. Because they're always spamming you in private with orders like this with "ahead of the curve meanings".
If you're not aware, I can inform you that my name is on the "black list" of local programmers.
Strange that you haven't even heard anything about this nerdiness?
1)Quite a bearded method. You take two non-stationary time series, make a stationary relationship out of them. There are even traders in futures who specialise in this, called spreaders. They open two contracts for the same commodity with different expiration dates in different directions and close them on the positive difference. However, on the futures platforms, as opposed to the CFD, there are special orders for such transactions, i.e. when the positive difference reaches a certain level, the broker closes both contracts simultaneously.
But the point is that such "stationarity" of several non-stationary time series is stationary only within a sample, while out-of-sample ones can tell at the most inopportune moment: "Fail, grandma".
As you can see, you know, but you have not learned how to make money on it. Your futures with different execution dates do not necessarily have two series.
2) You scare everyone with the wrong moment, I wrote "a moment", i.e. you've already acknowledged that there are few of them. Well, close your position at a loss.
If you dig further, such moments can be even 1 in a hundred if you get them, and the profit you have not forgotten to calculate.
OK, progress is being made, now let's discuss that it's not a grail after all, there can still be losing trades.
I always warn them not to even pretend. Because they're always spamming me in private with orders like this with "ahead of the curve".
If you don't know, I can tell you that my name is on the black list of local programmers.
Don't be silly, you know what I mean, you're secretly implying you're a trader again.