Random Flow Theory and FOREX - page 62
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One could not delve into Gödel, were it not for one crucial fact that follows from Gödel: In any theory, even if it is narrowed down to TC, it makes sense to discuss the initial premises, and algorithms are a matter of learning and qualification.....
It could be less detailed, but I'm just trying to push one point on this thread: we need to decide on a BP model. I think the stationary model is a dead end - we should forget about it. We are not the first ones to encounter BPs that do not possess the property of stationarity. Above in the posts I advertised nonlinear dynamical systems, but I do not insist on them, although I think it is more constructive than stationary VR. Dream: there is a thread where the BP model is initially accepted (axiomatically, unprovably). And then there is a discussion of the fit of this model to BP, an assessment of the error resulting from the discrepancy between the model and BP and, perhaps, algorithms derived from the model and their application to BP. And so the flight of thought and the more beer the higher the flight.
That's what I'm saying. I've been saying that for 10 pages now. Thank God, at least one (two, three... ) is getting the message. By the way, where is Prival, the author of this forum thread? Call him someone in the Canary Islands (Antalya, Evpatoria ...), at least from the Internet - salon to communicate.
Your dream is quite feasible, if of course there is a model. The method is the same: you open a branch and go ahead. You just mentioned non-linear dynamical systems, after all. So what is there to discuss. If you have something substantial - set it out. For example, what dynamic systems do you think can be applied in the market, how you are going to use them, and so on. Only concrete things can be discussed. Otherwise it turns into flooding.
It's not about the thread, it's about the topic. Random flux theory, better known to me as random walk theory, is based on a stationary random process with a Gaussian normal law. 90% of the writing fraternity from students to Nobel laureates exercise it. People who have a different opinion are rare and even rarer in writing, and all these academics do not pay attention to what is written in most cases. Not only academics, but practically all the money in the world is behind the theory of random walks, because you can always talk about manageable risk and efficient portfolios and not only rip off the average man with his three rubles. Very much like Mavrodi, but consecrated by the Nobel committee.
Why do you think that you should give any verbal descriptions in this thread, which is not opened by you and is dedicated to a very specific model of random flow theory? It is even more incomprehensible why you think that someone should ask (or ask) you about it?
We are not discussing "random flow theory" here. There is no such "theory" at all - unless you count one book by Bolshakov from 1978.
http://www.libex.ru/detail/book276207.html
What is being discussed here is the applicability of random PROCESS theory specifically to forex. We're in a Forex forum, haven't you noticed?
But the question is interesting nonetheless. So I'm making a concrete suggestion.
Open your own topic and formulate in it all that you have to say. If your knowledge of the "mechanics of the big adult currency interbank market" is of interest to anyone, those people will surely gather there and discuss your topic. I think quite a few of the people there will show up as well. But to do it here is to draw the blanket over yourself. It's not very correct.
I will do as I see fit myself. The details of adult currency trading and REAL pricing are detailed in the THREE BOOKS I cited in the pricing thread. To retell those three books here on this forum is idiotic.
It would also be nice to explain whether you were able to build your own pricing model on the basis of this knowledge and if not, why not. The fact is that there are many people who have knowledge and only a few who have models. That's the paradox. :-)))
No comments on personal.
No one here has ever had the knowledge of pricing, which is what everyone here is trying to predict or at least model. No one has ever worked for banks. No one has ever said "nostro-loro" or "correspondent account". So don't bullshit about "many".
Your dream is feasible, if you have a model of course. The method is the same: open a branch and go ahead. You just mentioned non-linear dynamic systems. So what is there to discuss. If you have something substantial - set it out. For example, what dynamic systems do you think can be applied in the market, how you are going to use them, and so on. You can only discuss specific things. Otherwise everything turns into a flood.
Personally, I'll do what I see fit. Without any instructions from you.
There is no discussion of "random flow theory" here. There is NO such "theory" at all - unless you count one book by Bolshakov from 1978.
This is a discussion of the applicability of random PROCESS theory specifically to forex. We're in a forex forum, haven't you noticed?
I will do as I see fit.
There is no one here, and never has been, who has knowledge of pricing - that is what everyone here is trying to predict, or at least model. No one has ever worked for a bank. No one has ever said "nostro-loro" or "correspondent account". So don't bullshit about "many".
I'll do what I see fit. Without your instructions.
That's the Russian-language part of your answer. It's hard to call it substantive. Unless, of course, it is your inflated ego.
It even passed unnoticed by your attentive eye that the second quote in my post and the subsequent paragraph do not apply to you at all. I was addressing faa1947 and you so unabashedly jumped in with your insults. By the way, I didn't give any instructions to you or him. If the suggestion to discuss your subject matter in a separate thread seems offensive to you for some reason, then I withdraw my suggestion. If your topic doesn't really exist and you have nothing to say, then I withdraw my offer too.
That said, I am, you know, afraid that you won't do what you think is necessary, despite the fact that I wanted to encourage you to do so. You do see the need to explain and explain the mechanics of the big adult currency interbank market, don't you? And I wanted you to do that too. But now that you're so deep in the bottle, I don't think that's going to happen.
It's not about the thread, it's about the topic. Random flux theory, better known to me as random walk theory, is based on a stationary random process with a Gaussian normal law. 90% of the writing fraternity from students to Nobel laureates exercise it. People who have a different opinion are rare and even rarer in writing, and all these academics do not pay attention to what is written in most cases. Not only academics, but practically all the money in the world is behind the theory of random walks, because you can always talk about manageable risk and efficient portfolios and not only rip off the average man with his three rubles. Very similar to Mavrodi, but consecrated by the Nobel committee.
Wait a minute, Alex, that's sidestepping. While I don't think random flow theory and random walk theory are the same thing, I quite agree with the rest. But that's not the question. I would be glad to participate in discussion of an opportunity to apply the dynamics of nonlinear systems to forex, but for this purpose I need the one who opens a thread and makes the first meaningful presentation. Then there will be something to discuss. But so what?
When I had interesting material I did so. And so does everyone here. Except, of course, for those who have nothing to say.
I would do it myself long ago but I haven't dealt with nonlinear systems and that's why I have nothing to open such a theme with.
This is the Russian-speaking part of your answer. It's hard to call it substantive. Unless, of course, you have an inflated ego.
It even passed unnoticed by your attentive eye that the second quote in my post and the subsequent paragraph do not apply to you at all. I was addressing faa1947 and you so unabashedly jumped in with your insults. By the way, I didn't give any instructions to you or him. If the suggestion to discuss your subject matter in a separate thread seems offensive to you for some reason, then I withdraw my suggestion. If your topic doesn't really exist and you have nothing to say, then I withdraw my offer too.
That said, I am, you know, afraid that you won't do what you think is necessary, despite the fact that I wanted to encourage you to do so. You do see the need to explain and explain the mechanics of the big adult currency interbank market, don't you? And I wanted you to do that too. But now that you're so deep in the bottle, it's probably unlikely to happen.
Well why "unlikely"? It's just that you've started to tell everyone what to do and in which thread to speak. Like "the fighter for the purity of words" or "the fighter against flooding". Personally, it always annoys me on any forum. That's why I responded so harshly. As for WHAT EVERYONE TAKES TO SMODELINE - if someone asks me (a specific question), I'll gladly THEN answer:
"Pricing".
https://forum.mql4.com/ru/20823/page4
The illustration of a stationary process you gave has nothing to do with price or stationarity. If you want to know what a stationary process is, see AlexEro's definition on page 57 of this thread.
Speaking of terms. Once again you don't understand what you're being told. Random walk is a well defined term of physics and mathematics. The SB process has a normal distribution and is stationary in both the broad and narrow sense. You cannot make money from this process - that is the mathematical result. My assertion was that the price series is not a random walk. Quoting myself for the stupid:
Note the highlighted words. The words are in quotes because they are your words. There is no such thing in mathematics, it is your invention. Therefore the meaning of what I have said may be formulated in the following form: since the price series is not a random walk, the possibility of earning on it is not excluded.
And now I ask for the names of these two men and a link to their work. Enough with the unsubstantiated assertions already.
Just on a stationary random process with a known distribution (not necessarily Gaussian) it is very easy to make money. It's just that besides the probability of going up or down (50/50, if that's what you mean) there are other properties.
This has already been stated here by some people. Would you be so kind as to provide a scheme, algorithm, proof or whatever you like, but meaningful, to show how to do it. You can confine yourself to random rambling with a normal distribution. Pls.
You're wrong. https://en.wikipedia.org/wiki/Principia_Mathematica
Choomazik, what exactly is it about? Can I copy a piece of text from the link? Here or there:
Gödel's first incompleteness theorem showed that Principia could not be both consistent and complete.
Choomazik, what exactly is it about? Can I copy a piece of text from the link? >> here:
This is it, in short. "...classical geometry, supplemented by a few new postulates. It is complete and consistent..." wrong. About 15 years ago, in botany, I had to give a proof in an exam :)