Our Masha! - page 16

 
Prival >> :

Share what you consider to be a powerful base. Only, please, be more specific, don't refer to Shiryaev, many read him here or other books. As an aviation radio engineer I would be interested (all my life I was involved in detection, tracking and guidance algorithms, I think as a pilot you should understand what that is). In the market for quite some time.

A trader's job is 1. looking for patterns, 2. business, 3. looking for market inefficiencies.

I mainly deal with the third and the second. on some products 3 tends to 1.

If our approaches agree, then you are on the right track...

Forex is tradable as long as you use the methods correctly, be it naive econometric models, or proverbial neural networks, correctly supply inputs, set outputs and the overall objective.



When working with forex filters, you need to find the most robust frequencies possible. If the filter does not allow to have such frequencies, you should switch it off and not use it anymore.... Or move to another market...


Mr NorthernWind,


Regarding Markowitz, very glad you are familiar with his work, it is a base and one should know it before arguing about "asset management with fractals and waves..."

I have a paper on my desk right now about stochastic processes with jumps, drifts and viscosity in a Markov shifting market regime... If you have worked on this too, and in more than one model and market, I would be willing to listen to your critique, as I could really, really use it right now....

 
Quant >> :

Spend a lifetime on theoretical pursuits, or use the powerful base already established for practical work. It's your choice.

But those who engage in these pursuits are spending HIS life, not YOUR life, on what they can achieve,

You can only guess, and with a fair amount of error and subjectivity.

 
goldtrader >> :

But those who engage in these endeavours spend HIS life, not YOUR life, and what they can achieve,

You can only guess, and with a considerable probability of error and subjectively.

To me it's like buying an option very far out of the money, with a delta of 0.0000...001, brutally overpaying for it...

P.S. I wonder why you need money at 90 already?

 
goldtrader писал(а) >>

But those who engage in these endeavours spend HIS life, not YOUR life, and what they can achieve,

You can only guess, and with a high probability of error and subjectivity.

Are you saying that everyone here is an underground millionaire? )))) They just powder each other's brains with matcads and matlabs and sit on grails and shovel money.....))))

 
LeoV писал(а) >>

and the money is being shoveled in.....))))

all just working as scavengers for the cb during the denomination period.

 
Quant wrote(a) >>

...

I have a paper on stochastic processes with jumps, drifts and viscosity under Markov shifting market regimes on my desk now... If you have worked on this too, and in more than one model and market, I am ready to listen to your critique, as it would be very, very useful to me now....

Do not share the book, or at least its full name, if it is in Russian, of course. I too think that the most perspective direction of search for creation of ATS is in systems of stochastic differential equations. I even made a big thread here, it was a good discussion.

 
Prival писал(а) >>

I also think that the most promising direction of the search for ATC is in systems of stochastic differential equations. I also think that the most promising direction of search for creation of ATS is in systems of stochastic differential equations. I even created here a big thread, it was a good discussion.

Unfortunately I have nothing on this subject in Russian... From ours Gikhman-Skorokhod, if Shiryaev is boring...

From ours Karatzas, Tankov, Muziela, Duffy...

 
Quant писал(а) >>

Unfortunately, I don't have anything on this particular subject in Russian... From our Gikhman-Skorokhod, if Shiryaev is boring...

I found it. Whoever needs it can download it at http://book.plib.ru/download/15443.html. I looked it over diagonally.

V.I. Tikhonov's books published by Zhukovsky AVIA are better. He is a teacher, and wrote textbooks, there are many explanations, it is easier to understand and deal with.

 
Prival писал(а) >>

anyone who needs it can download it from http://book.plib.ru/download/15443.html. I looked it up diagonally...

the two-volume... or the new three-volume edition here

 
Quant >> :

P.S. I wonder what you need money for when you're 90?

Well, I'm not 90 yet, but the principles remain the same. Your question reminds me of teenagers feeling sorry

of an "old" 40-year-old teacher.

Actually, you need money in your old age to do some of the things you couldn't do when you were young.

and try to make up for the mistakes you made when you were young.