Predicting the future with Fourier transforms - page 48

 
mt4trade:

About "rockets"... Can Fourier explain / predict market crashes, black Mondays / Fridays?

Yes, he can.
 
paukas: Maybe.
Let's say. But prove/show it, pls! Otherwise just an opinion.
 
Svinotavr: The rocket can change direction instantly. For this purpose ... ...special equipment was created for that. ...
Even if it was simply tweaked in flight, it is unlikely that Fourier will predict this event. Well, hitting an "anti-missile" and the corresponding collapse / dive is an event that has nothing to do with Fourier, imho. On the other hand the "bifurcation points" in the markets can be seen by someone...
 
Svinotavr:

What aggression, there is no aggression. The missile can instantly change direction. Certain forces in a certain country (and not only in this country) have created special equipment for that. Fortunately, it did not have enough time to be created due to certain reasons. I will not speak about that.
So, Vitya became an artist, instead of doing his time as all normal people (Tsiolkovsky ... Sakharovs ... Korolevs) in places not so distant.


I believe that technologies exist at the moment that amaze imagination, I am not talking about technologies and weapons novelties, damn it. what does it have to do with it. originally the most usual rocket is meant in 60-s. it weighs 1000 kg (symbolically) and is lazy at 200 km/h, it can not turn around 180 degrees in one spot and continue moving like nothing has happened. (I do not take alien technologies, so do not speak about new technologies, I did not want to tell about them)))))

it will take time to turn and the turn will be along the radius of the circle.

PS: everything about Vitya the artist is more interesting, even more interesting than about the rocket)))) never understood what was meant, but I am intrigued.

 
AlexEro: The first one to be sacked in terms of Fourier was our Privalov .... by Sprogrammer, I mean... You.

https://www.mql5.com/ru/forum/114902/page19

[...]

Oops, and you young man happen to be GOOD at these discussions from 3 years ago from 2009?!

https://www.mql5.com/ru/forum/114902/page29

AlexEro : For Trololo-SProgrammera I would give a tip, for competition so to speak. They have great resources, they can do anything.

AlexEro, I really ask you to stop being paranoid and getting personal.

P.S. Trololo's "awareness" of the discussions from three years ago is simply curiosity and searching for information on the forum. He's already brought up a lot of old threads in this way. Don't confuse copypasting with awareness.

 
Svinotavr: Of course, it won't. What is important to understand is that if price reversed sharply and quickly returned to the starting point, there are very strong reasons for that. Possibly so strong that the price will travel an even greater distance after passing that starting point.
That is the point - cataclysmic/voluntaristic. Although, if it is considered as an energy pulse in the system, then it is probably possible to predict the subsequent transients. Statistically, investor jitteriness can be well assessed.
 
mt4trade:
Let's say. But prove/show it, pls! Otherwise just an opinion.
Oh, really?! Ladies come in here!
 
LeoV:

The simplest option is to decompose, take the harmonic that will be profitable in the future, and capitalise on the crossover with itself in the extremums.

It is not only the simplest, but also the most trivial. The first harmonic is very likely to have the maximum amplitude, and hence, if we take it as a base, we will get some advantage.

And the algorithm is as simple as three kopecks, as the cosine on the section from 0 inclusive to 2 * PI exclusively has only two extrema, so we get:

  1. We calculate the phase of the first harmonic
  2. If the phase is less than PI - sell, if the phase is greater than or equal to PI - buy.

In other words, the banal speculative strategy: buy on the bottom, sell on the top.

It is not certain that the first harmonic in amplitude will sell all the others, but we will still have some advantage.

 
Reshetov: The first harmonic is very likely to have maximum amplitude, and hence, if we take it as a basis, we get some advantage.
I don't think it is the first harmonic on historical data that will a priori profit in the future, on unknown data, as having the maximum amplitude.
 
LeoV:
I don't think it is the first harmonic on historical data that will a priori profit in the future, on unknown data, as having the maximum amplitude.
I am only talking about the advantage. If the amplitude of the first harmonic exceeds several times the spread, the advantage will surely be reflected in the mathematical expectation. Otherwise, there is no fish here, i.e. if the amplitude is on the verge of foul.