Our Masha! - page 17

 
HideYourRichess >> :

I'll be brief. But I'm not sure you'll like my advice. It's all bullshit. Masturbation under the guise of science. For the sole purpose of writing articles and winning grants. Think more about non-stationarity and you'll discover the truth.

Why don't jump processes (Levy) suit you to work with "non-stationarity"? Or do we mean different things by that?
 


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 already 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....





It doesn't work.

 
Quant >> :
What's wrong with jump processes (Levy) for dealing with "non-stationarity"? Or do we mean different things?

Leap processes are not suitable. But you can try it yourself. I am not going to give you any assurances.

 


Levy


It depends. Some work, some don't. The second is more common... Example item number 3 on one of the markets.... proprietary models.
 

You're funny. There are 5-10 people here every day ready to post test results. Less often simulation results. Everyone, almost all of them, is doing just fine. As long as it doesn't come down to reality. They even coined the term "measuring results in the tester". Your proprietary models are no better than the simplest MTS on MAshki. The Mashcams are even better, any beginner can master them without twiddling his thumbs.


And the recipe how one can make excellent money on the market, with a perfectly simple model, can be found in Pastuhov. But there is also the problem of finding the right market.

 
NorthernWind >> :

You are funny. There are 5-10 people here every day ready to post test results. Less often simulation results. They're almost all doing great. Until it comes down to the realities. They even coined the term "measuring results in the tester". Your proprietary models are no better than the simplest MTS on MAshki. Your MTS models are even better, any beginner may master them without twiddling his thumbs.

Comrade, it makes money, how, where, why and why, I am sure you are no longer interested. mash-ups are long studied methods, the PnL of which is 0 on average... That's why it's called a proprietary model.

>> knowledgeable people will appreciate it.

 
Quant >> :

Comrade, it makes money, how, where, why and why, I'm sure you are no longer interested. mash-ups are long studied methods, the PnL of which is 0... that's why it's called a proprietary model.

Knowledgeable people will appreciate.

Well, I'll tell you in plain language, since you can't take a hint. Your drawings as well as your words are nonsense. Only the actual results matter. If not, there is nothing to talk about, as the results confirm the theoretical calculations.


Also, experienced people report immediately, before they are crucified at the market gate, what the ticker is, what the timeframe is, what the reports are, etc.


You should be wary of our caution - in these troubled times there are many charlatans and signal sellers out there.

 
NorthernWind >> :

Well, I'll tell you in plain language, since you can't take a hint. Your drawings, just like your words, are nonsense. It's the actual results that count. If it is not present, we have nothing to speak about, as about results confirming theoretical calculations.

This is my business. What do you need it for? MA15-100 forever!

>> Good night.

 
Quant >> :

It's my business.

Is the screenshot an advertisement for this business?

Or for what purpose is it published?

 
goldtrader >> :

Or for what purpose is it published?

Read above. There was a question. there was an answer. All in books and articles, to each his own way.