First sacred cow: "If the trend started, it will continue" - page 72
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Статистика руководствуется тем что было. Мат. ожидание существует для ряда, распределение которого известно заранее. В реальности, имеем ряд и пытаемся оценить мо, как среднее значение (по всему ряду или на некотором "окне").
The mathematical expectation can in many cases be calculated analytically and it is not necessary to know the distribution. By the way, the distribution of price increments is no secret, neither is the distribution of the price itself. Pastukhov repeatedly mentioned: if the swing size Xi is greater than 2H, then the momentum strategy will yield E[profit] = Xi - 2H > 0. For any distribution.
The mean is just one way to roughly estimate the mathematical expectation when nothing else helps. The mathematical expectation is the average in the limit, when the number of observations tends to infinity. Consequently, in real life, the mathematical expectation never equals the mean.
Mkhuil, have you been out of the country in the last half a year or are you already a subject of interest to operational customs in the region?
Don't be so quick to call me names.
Миш, мне дальше ники менять :)
Don't spoil it.Just take it out on me.
You're free to express yourself. I'm more comfortable deleting it.
It's about ancient cows, it's much more interesting.
I'm not spoiling it, you're always picking on someone I just did the exact opposite - I didn't like it. I guess it's back to the trend now....
There's a lot of fuck-ups around here, but unlike you, it's all about the cause.
What's your business in this conversation? Is your soul singing?
You got a lot of fuckin' highfalutin' words in your head... >> talkin' and talkin'.
Your choice
always with me...
Ha, North, where have you been sitting?
serving...and part number
>>What is the purpose of your interest?
You'll find it if you want it.Everything