Adaptive digital filters - page 28
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In fairness, it is worth quoting from a comment by the author of the article (link above):
Можно показать, что зависимость средней амплитуды колебаний временного ряда от масштаба наблюдения связана с размерностью следующим образом А~t^(2-D)
Формула, описанная в статье, дает приближение для размерности на основе этой формулы используя только большие масштабы (весь ряд и его половины). В этом случае можно получить достаточно простую арифметическую формулу, которая и приведена в статье.
1) The late Mandelbrot and his predecessor Hirst
2) everyone is confused by the emphasis on the study of self-similarities through the fractal dimension, i.e. through the Hausdorff-Bizikovich dimension. There is no timeframe self-similarity in the markets. You have to use an entirely different aspect of that dimension.
What is commonly understood as fractals and how they try to apply it to the market IMHO is nonsense, even more nonsense than the well-known portfolio theories of Markowitz and Co. We should not apply the Mandelbrodian fractals or the theory of the so-called chaos or the so-called fractal analysis, which does not exist as such, and certainly not to the days, but simply the Hausdorff dimension itself as a numerical measure of the behavior of the price series.
Yeah. Well, like, let's go in order.
1) I don't know any dudes like that. The Mandelberds and the rest of the Hursts. So what?
2) I have my own fractality. In fact, I already gave my definition of fractality in relation to the market. So what? So what of the fact that I can earn on it? A completely different aspect? An entirely different aspect can be spread on bread in the form of red caviar. There's no other aspect my twisted mind can perceive.
I have never heard of Markowitz and other assholes, however, I have developed my own system, which simply, and in some places tastefully, explains the nature of market fractality, explains why some statements of presidents turn into some currency movements. So...
Did anyone, when I gave my ideas, take any meaningful interest? Not at all.
Public thought only responds to modifications of the MACD.................
joo:
Public thought reacts only to modifications of MACD.................
My barely noticeable nerdy post has been generalised almost globally.
If it is not difficult, give references to your ideas (I ask only for myself).
P.S. Genetic algorithms as an alternative to classical numerical optimization methods I have not studied. Though optimization problems are present practically all the time.
P.P.S. More (primary) interested not algorithms (secondary), but tasks of optimization. Their justification and treatment of optimization results.
In fairness, it is worth quoting from a comment by the author of the article (link above):
Has anyone, when I've put forward ideas, shown any meaningful interest? Not at all.
Public thought only responds to modifications of the MACD.................
I can't remember where you've talked about it in more detail, apart from declaring that you have it.
Well, I have a strong opinion about MACD: nonsense, which catches only noise. In general, what the hell does a bandpass filter (and with low Q-switching) have to do with the market - I do not understand.
Anyway, as long as we play with toys, not understanding what they are for, we can't speak about any marketplace understanding.
P.S. Genetic algorithms as an alternative to classical numerical optimization methods have not been studied. Though optimization problems are present practically all the time.
P.P.S. More (primary) interested not algorithms (secondary), but tasks of optimization. Their rationale and interpretation of optimization results.
Most profound that I've read on this subject: Gregory Bateson "Mind and Nature. Mind and Nature: ANecessary Unity".
I highly recommend it.
// Not a word about forex. But there are a lot of ideas for forex.
This is an alternative unpublished translation by Fet.
Corrections to the published translation can be seen here.