ERUUSD spectra - is this proof of non-stationarity? - page 2
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I think I've got it attached.
only no graphs are visible)))
Attached below
so there is not much signal in a single instrument
By the way, what is ERU currency?)
If we take several taken instruments (randomness) and get one such good randomness with a signal with infinitesimal difference from zero. If we are talking about cointegration, then the rather high correlation of EUR with FRANK is not enough to earn on it, it should be even higher and "not strongly" change over time. In short, just look at the EUR/Frank pair.
not the sample itself, but its moments (MOI, variance)
Of course
Attached below
Can you attach in jpeg or gif format?
Can you attach as a jpeg or gif?
A non-stationary signal (flow, series, process) does not and cannot have a SPECTRE.
At all.
By definition, both.
If we take several taken instruments (randomness) and get one such good randomness with a signal with infinitesimal difference from zero. If we are talking about cointegration, the rather high correlation between EUR and FRANK is not enough to earn on it, it should be even higher and "not very" vary over time.
The instruments are not limited to forex.
The spectrum changes all the time - with the arrival of each new bar, in different areas, it's true. That's the difficulty with spectrum application. It is not possible to isolate the carrier frequency, or rather it changes all the time. Here the guy is working on the spectrum of the signal. The poor guy is tossing from side to side. As soon as he finds the carrier frequency and maintains it for some time, the equity goes up. He starts searching again. And so on.......
I also tried to work with indicators based on signal spectrum analysis, particularly SSA, CSSA. I didn't get anything more or less stable either due to the instability of the fucking spectrum.......))))