Our Masha! - page 18
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This is my business. What do you need it for? MA15-100 forever!
>> good night.
So you're just another charlatan, am I right?
My point is very simple. You have rubbed Shiryaev's tome here and then you draw pictures of volatility. Where did you put Shiryaev's famous "volatility is volatile"? This was said exactly at his lecture, where he reported on Pastukhov's research.
I mean, you're just another charlatan, am I right?
My point is very simple. You have rubbed Shiryaev's tome here, and now you are drawing pictures of volatility. Where did you put Shiryaev's famous "volatility is volatile"? It was said exactly in his lecture, where he was reporting on Pastukhov's researches.
it's obvious that your knowledge ends at reading this forum. read shiryaev.... don't waste your time though. work in your profession.
it is obvious that your knowledge ends at reading this forum. read Shiryaev's .... but don't waste your time. work on your specialty.
You have no idea how much my main speciality corresponds to what Shiryaev has written.
But that's not the point. The point is that you are basically spreading misinformation. There are plenty of people here who do it out of ignorance or lack of understanding, but you refer to mathematics and authority - and that is unacceptable. It is unacceptable to attribute your own fallacies to mathematicians. If you lie, then lie on your own behalf. There is no need to smear authority.
You have no idea how much my main speciality corresponds to what Shiryaev has written.
But that's not the point. The point is that you are basically spreading incorrect information. There are plenty of people here who do so out of ignorance or misunderstanding, but you refer to mathematics and authority - and this is unacceptable. It is unacceptable to attribute your own fallacies to mathematicians. If you lie, then lie in your own name. there is no need to blacken authority.
You write volatility is volatile. I'm not arguing with that.... Sounds like you're on your way to writing an RMS for volatility......
And what does it say? Have you read it? His book is one of the keys.
You're already making a menacing Pentagon out of me.
What am I mistaken about, and Shiryaev or someone else is not, my dear? Who did I smear, and with what?
Have a constructive conversation.
....
Have a constructive conversation.
I'm sorry, but so far it's all just verbal conversation. Can we start posting formulas?
Let's say a system of RCS which in your opinion should (can) work or work?
I gave my RCS here in 'The Theory of random flows and FOREX' but the discussion has gone sideways. I would like to talk about models. To research them. To find comparison criteria that will allow us to choose the best model of all. There are a lot of questions.
We can spend our time picketing, or we can try to enrich each other's knowledge. I do not understand some of the terms you've mentioned. But this is most likely due to the fact that you study English (American) sources and I study Russian ones.
Market inefficiency research (all sorts of indicators like Hearst and its analogues) has the same problems. The ideal phase (the number of points to calculate) always changes as for the regular EMA, it is clear to all participants, except for the respected quantum, i.e. when the market becomes efficient, the trend will pass. You can try to build adaptive indicators of market inefficiency, but it is unlikely to be more efficient than a similar effort for the wrist.
The certainty that comes from practical experience is that it is impossible to construct ONE perfect adaptive MA and stop there. Mathematically proving this I think is possible, but I haven't done it myself. A perfect mashup requires a lot of "hidden" parameters, which makes it almost impossible to build.
Adding other tools, mashups can drastically increase the number of profits.
When you're in our area, grab a bucket of whatever it is you're consuming there. I'm sure there'll be a sensation in the nearest alleyway.
You write volatility is volatile. I'm not arguing with that.... - You don't argue because you don't understand how right Shiryaev is and what to do about his rightness.
Sounds like you're on your way to writing a CDS for volatility...... - What nonsense, I do not need to attribute my own delusions. I am not interested in volatility in principle, the way it is considered by Markowitz and co.
And what does it say? Have you read it? His book is one of the keys. - No, man! I only looked at pictures in his books and articles. For those who did not understand, I was being sarcastic.
You're already making me out to be the Pentagon. - Don't flatter yourself and be careful when reading your posts. The Pentagon and the menacing are very well thought of by you.
What am I mistaken about and Shiryaev or someone else is not, my dear? Who has been vilified and by what? - You write about your own fabrications and immediately cite authorities as proof - this is not right.
Have a constructive conversation. - Since you can't see it yourself, the most constructive conversation in this thread is about Masha.
That's it, I'm done.
I'm sorry, but so far it's all just verbal talk. Shall we start laying out the formulas?
Let's say a CDS system that in your opinion should (can) work or works?
I gave my system here 'Theory of random flows and FOREX' but the discussion has gone sideways. I would like to talk about models. To research them. To find comparison criteria that will allow us to choose the best model of all. There are a lot of questions.
We can spend our time picketing, or we can try to enrich each other's knowledge. I do not understand some of the terms you've mentioned. But this is most likely because you study English (American) sources and I study Russian.
I use sdu systems mainly to find prices for certain products.
your sdu is made to describe changes in velocity. as far as I understand it, this corresponds to dS/S.
From your equation it appears that the exchange rate increment at time t is equal to
dv(t)/v(t) = a(0)- integral(alpha a(s), ds, 0, t)+integral(sqrt(2 alpha sigma^2, dN(s), 0, t)
I don't quite understand the point of this equation, it has a very strange mat expectation.
The book "Options, Futures and other derivatives"by Hull John K. can be found in Russian, it's the simplest book, all the ODU's are there...
The right class of TDS is this one https://en.wikipedia.org/wiki/It%C5%8D_calculus#It.C5.8D_processes
It's all great, of course, but the only thing I don't understand is "Where's the money, Zin?" (from .....), which was sung by Vysotsky ......
>> when you're in our area.
Hormones... And jealousy.