Quantum trading system - page 39

 

I am not against it, Alexey, but it is too early to build a market model (and even by such a beautifully named branch). There is no theory to solve this, in general, applied problem. Modern science does not offer a tool adequate to the task.

Let me explain. The market is an open-ended, non-stationary, nonlinear, evolving system with the complexity level (the number of independent parameters) of the order of 10^9-10^15. Is there a theory of such systems? I have not come across one. Synergetics' search is probably the closest, but - not that, just isolated fragments.

I have some thoughts, even rather intuitive guesses, what this theory should be, but it must be dealt with on a regular basis, while I have only an "incubation period" of task awareness. Or maybe it's just laziness ("It would be nice to block the pond!"), waiting for someone else to voice the ideas floating in the air :-)

 
rsi писал(а) >>

Let me explain. The market is an unclosed, non-stationary, non-linear, evolving system with a level of complexity (number of independent parameters) of the order of 10^9-10^15. Is there a theory of such systems? I have not come across one. Synergetics search is probably the closest, but - not that, only isolated fragments.

I don't know in 9 or 15, but a lot. As a physicist I imagine the approach of such a theory to be roughly as follows.

Price is a scalar parameter of a system, which is its integral characteristic (one of them). For its theoretical definition it is necessary to have a model of interaction of all types of market subjects described by this huge number of independent parameters. Let us assume that it was possible to classify all phenomena underlying the market process into types and introduce a small number of relevant independent parameters for each of them. Let us also assume that it was possible to construct adequate models for the interaction of elements of each type between themselves and also between different types. Then, by constructing distributions for each independent parameter for each type of basic phenomena, it is possible to integrate all this somehow and obtain distributions for the price and, accordingly, its average value.

In the limit, if, for instance, it were possible to find one universal parameter characterizing each phenomenon influencing the market (say, some kind of energy), it would all come down to one type, one interaction type and the whole structure would resemble a molecular and kinetic theory a lot. And the price would be about the same as in MCT you get pressure, also a scalar parameter of a complex system containing 6*10^26 particles per mole.

So it is even worse than what rsi wrote. Not only is there no theory or apparatus, but not even one parameter that could link the various phenomena underlying the market process has been invented yet.

 
Yurixx >> :

I don't know in 9 or 15, but a lot. As a physicist, I imagine the approach of such a theory to be roughly as follows.

Price is a scalar parameter of a system, which is its integral characteristic (one of them). For its theoretical definition it is necessary to have a model of interaction of all types of market subjects described by this huge number of independent parameters. Let us assume that it was possible to classify all phenomena underlying the market process into types and introduce a small number of relevant independent parameters for each of them. Let us also assume that it was possible to construct adequate models for the interaction of elements of each type between themselves and also between different types. Then, by constructing distributions for each independent parameter for each type of basic phenomena, it is possible to integrate all this somehow and obtain distributions for the price and, accordingly, its average value.

In the limit, if, for instance, it were possible to find one universal parameter characterizing each phenomenon influencing the market (say, some kind of energy), it would all come down to one type, one interaction type and the whole structure would resemble a molecular and kinetic theory a lot. And the price would be about the same as in MCT you get pressure, which, by the way, is also a scalar parameter of a complex system containing 6*10^26 particles per mole.

So it is even worse than what rsi wrote. Not only is there no theory or apparatus, but not even one parameter that could link the various phenomena underlying the market process has been invented yet.

Planetary motion, electromagnetic fields, public opinion.

what about energy? you can make ns the mind of the masses and based on its opinion we know what the majority thinks and draw our conclusions.


The market is changing because the masses are adapting to it - it will be a retraining of the network.

 

We are not the only ones concerned about models(econophysics).

 
rsi >> :

We are not the only ones concerned about models(econophysics).

Well, the competitors have shown up, so we've got to get on with it! But we have the advantage of a more flexible outlook.

 

http://frontir.lviv.bz/test/Tester-pr.htm here's a quantum for you to retire in six months

 
voron писал(а) >>

http://frontir.lviv.bz/test/Tester-pr.htm here's a quantum for you to retire in six months

>> item #6.

 

Interesting, but for some reason this song comes to mind :D

https://www.youtube.com/watch?v=fo26xfscd00
 

http://www.fxstart-forum.org/showthread.php?t=11748 while you were discussing it, people have created and are pounding the dough)))

quantum advisor report http://frontir.lviv.bz/test/Tester-pr.htm

 
kaptainemo писал(а) >>

http://www.fxstart-forum.org/showthread.php?t=11748 while you were discussing it, people have created and are pounding the dough)))

quantum advisor report http://frontir.lviv.bz/test/Tester-pr.htm

That's amazing. IE's glitched up from all the numbers.

look at that - the net profit is over 40 yards. Gates is a joke.

Yeah. There's about 5 more bars in there. The progessors are dirty...