Interesting question... - page 3
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That's the trick. If I knew WHAT to measure, I'd probably find HOW to measure it. And the "WHAT" includes the "definite period".
This issue was discussed before the 2008 championship. The issue of measuring volatility on a piece of history of indeterminate length is trying to predict the same volatility in the future, again for an unknown period of time ahead. In my opinion, the ratio of history and prediction periods should be 2 to 1 or even 2 to 0.5. There are quite a few approaches to choosing a period of history.
First of all, the period of history is chosen individually based on the strategy itself.
- A kilo of fluff," the programmer replied. And he was right.
Iron, actually.
>> the iron, actually.
Why?
I don't understand this parable at all.
and what's the connection to volatility
Why?
I don't understand this parable at all.
>> the iron is longer...
>> the iron is longer...
I don't understand shit.
mmm... take the previous bar in half an hour... abs(high-low)=x... the answer is... the volatility in the previous half hour was x points... is that the answer?
that's "for the past"... but the "for the future" answer "how to determine volatility..." is the prize...
OK. Then I would like to hear your critique of the hypothesis that volatility is some property of a currency pair that should change relatively slowly? I.e. depending on time of day etc. - that's understandable, but if you "trend" - can it be deduced at least on history?
>> the iron is longer...
Tough... Ж8-))))))))))
>> Iron, actually.
>> Um... It was either you or how do you know that? :)
Why?
I don't get this parable at all.
It's a bearded bohemian, dipped in from every angle. But it's funny.
The expected answer is they're equal. But they're not.
The problem asks what weighs more. That is, which has more weight, all other things being equal. The density of down is less than the density of iron.
Now, the weight
1 -- or equal to zero for both iron and down,
2 -- either the weight is positive and the fluff has less due to Archimedean force.
Since (1) is only fulfilled when no forces act on the objects, which is not achievable because even under ideal conditions they would act on each other, that leaves only (2)
So, iron weighs more.
If the problem was which has more mass, then yes, then they are equal.
Um... It was either you or how do you know that? :)
Um, I'm a programmer too ;) .
I came across a wonderful parable online yesterday... It's short, so I'll retell it.
Anyway, God once asked a programmer:
- Which is heavier, a kilo of iron or a kilo of fluff?
- A kilo of fluff, - replied the programmer. And he was right.
One of the background of the question comes down to the technology of scalpers.
As a variant of the question: is it possible to create a scalper with big targets?
Or, coming from the other side, quite blunt, but similar: does it make sense to measure volatility over a long period of time?
First of all: not heavier, а heavier.
Second: heavier weighs more iron.
This is a physical conundrum based on the fact that most people are confused about the concepts of "mass" and "weight" of a body.
You can see it here.
--
Weight and mass
In modern science, weight and mass are completely different concepts: mass is an inherent property of a body and weight is the result of the action of gravity on a support. The difference between weight and mass has, however, been recognised relatively recently, and in many everyday situations the word 'weight' continues to be used when we are actually talking about 'mass'. For example, we say that an object "weighs one kilogram", even though a kilogram is a unit of mass.