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This of course depends on what kind of series we are looking at. And I agree that it makes sense for us to consider increments for obvious reasons.
I will try one last time to draw attention to this circumstance. If it is not perceived or rejected as untenable, it is not my fault, I did the best I could. The coin is a process of exactly increments, each time some increment (the side of the coin) falls out - that's what you have to watch at the coin. Another thing is that prices are probably formed in a very different way. No one throws the price increments on the next tick. Market participants who can influence prices operate on the terms "the price has gone up", "the price must fall" etc. You see the difference, the price in the market is a function of the mood of the participants. And the local market participants coin is applied to these sentiments.
About the reference, and in the more serious literature sometimes consider in this way. Often Dickey and Fuller cannot be called pariahs of serious mathematics.
And by and large it is all unnecessary for practical trading. Just to argue about different matters :)
AR models - the essence of them is simple and seemingly correct. If there is a function, "noise" and "seasonality" are imposed on it - voila. The problem is that the function itself should also be random. AR models do not have this, as a result practitioners go bankrupt in packs.
I haven't been on the forum for a while so I thought I'd stop by. It's a pity that the conversation here is still going on in the style of the fool himself. Instead of searching through your opponent's posts for his thoughts and ideas. Try to use them and say thank you to those who helped you understand the market.
To AlexEro.
Don't judge others by yourself. I am not a PTU student, although knowledge is given there too. My knowledge of spectral processing is deep enough to see the fallacies in some of the statements here on the forum. And it especially applies to Fourier. You just need to remember that there is a theory, the theory of estimation. And it says a lot about the observation interval of the process (there was already a post about it in this thread).
Varying the observation interval, you can turn a simple sine wave into any process, stationary or non-stationary, whatever you want. I was saying it indirectly when I was drawing attention of forum visitors to sampling rate of the process.
Z.I. I quit the forum not because I found a couple of new books about PF. I quit, not because I wrote a couple of new books on PF, but because some people know about it, because it (the forum) takes too much time. In May I took a holiday at and spent it on programming my ideas, some forum members helped me, I used Skype. Then I tested and finalized it. I've been testing on demo account, because the tester has not let me do what I need. I haven't got the full automatic system, I worked only with hands. It is like in aeroplane, lots of instruments (and it is possible to make full automatic), but the decision to launch the rocket is made by pilot.
I think I have found what I was looking for, my TS (the path that leads me to my goal - financial freedom). But nothing is given so easily. The results are there. I am leaving army, I have nothing to do there any more, I am bored (enough for military science, time to work for myself), and I have 25 years of service already. I rented a villa for myself with earnings at Forex in Greece with yacht (I like fishing) for September (weekly earnings). But the fees are high too, I lost my eyesight (it went bad). Just had a check-up at the clinic Fedorov, said that the replacement lens is needed, and maybe will recover then. I am only 42. I am coming back from holiday and I am going to have an operation.
S.I. Good luck to all forum members and have a bit more common sense. I am a teacher and I want to repeat it for you.
A goal without a goal is a mirage, a path without a goal is a road to nowhere.
You have a goal, all you have to do is find a way, good luck with that
A goal without a path is a mirage, a path without a goal is a road to nowhere...
You have a goal, you just have to find a way, good luck with that.
Thank you, Sergey, for this inspiring post! >> Good health!
Sergei, congratulations sincerely, if you get bored - come in, don't disappear at all, good health and a successful operation .
Although I'm not familiar with the esteemed Prival, I thought I'd say something :)
I read your post and for some reason I felt pleased as if I had rented a villa for a month in Greece on my weekly earnings (though I don't like fishing for some reason :). Sincerely happy for you! It's a pity it came to you by losing your health (I really hope it's temporary!)
I wish you good health and good luck!!!
PS The post is about nothing, just wanted to say :)
5. There are many medical textbooks, why can't everyone become a neurosurgeon?
+1
There's no money to be made from stationary noise.
We have limits-stationary points, but if you work outside the stationary lag, then yes, such limits disappear.
It's been a while since I've been on the forum, so I thought I'd stop by. It's a pity that the conversation here is still in the style of the fool himself. Instead of searching through your opponent's posts for his thoughts and ideas. Try to use them and say thank you to those who helped you understand the market.
To AlexEro.
Don't judge others by yourself. I am not a PTU student, although knowledge is given there too. My knowledge of spectral processing is deep enough to see the fallacies in some statements here on the forum. And it especially applies to Fourier. You just need to remember that there is a theory, the theory of estimation. And it says a lot about the observation interval of the process (there was already a post about it in this thread).
Varying the observation interval, you can turn a simple sine wave into any process, stationary or non-stationary, whatever you want. I was saying it indirectly when I was drawing attention of forum visitors to sampling rate of the process.
Z.I. I quit the forum not because I found a couple of new books about PF. But for another reason, some people know about it, because it (the forum) takes a lot of time. In May I took a holiday at and spent it on programming my ideas, some forum members helped me, I used Skype. Then I tested and finalized it. I've been testing on demo account, because the tester has not let me do what I need. I haven't got the full automatic system, I worked only with hands. It is like in aeroplane, lots of instruments (and it is possible to make full automatic), but the decision to launch rocket is made by pilot.
It seems to me that I have found what I was looking for, my TS (the path that leads me to my goal - financial freedom). But nothing is given so easily. The results are there. I am leaving army, I have nothing to do there any more, I am bored (enough for military science, time to work for myself), and I have 25 years of service already. I rented a villa for myself with earnings at Forex in Greece with yacht (I like fishing) for September (weekly earnings). But the pay is also high, I lost my eyesight (it went bad). Just had a check-up at the clinic Fedorov, said that the replacement lens is needed, and maybe will recover then. I am only 42. I am coming back from holiday and I am going to have an operation.
S.I. Good luck to all forum members and have a bit more common sense. I am a teacher and I want to repeat it for you.
A goal without a goal is a mirage, a path without a goal is a road to nowhere.
You have a goal, all you have to do is to find a way, good luck in that
Are you offended or something? In the meantime we (xprogrammer and I) wanted to open your eyes to some things and you.....
Ta-rah, Prival will be on holiday, so there won't be much fluctuation in the market.....