ERUUSD spectra - is this proof of non-stationarity? - page 5
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Rather, the opposite must be proved
Both proofs would be of value. There is a lot written about cycles, such as Kondratieff's cycle of 57 years. On the other side of good and evil. But Peters writes about memory in markets. He calculates that markets in diary markets have a memory of 40 to 50 months, depending on the type of market. His understanding is as follows: current quotations have information about quotations from 40 months ago. Can we find a similar window when building filters within market memory.
Both evidence will be of value. There is a lot written about cycles, such as Kondratieff's cycle of 57 years. On the other side of good and evil. But Peters writes about memory in markets. He calculates that markets in diary markets have a memory of 40 to 50 months, depending on the type of market. His understanding is as follows: current quotations have information about quotations from 40 months ago. Can we find a similar window when building filters within market memory.
risk drowning in fitting
Don't say those words, he hasn't even got to that point yet..... He has yet to....))))
Don't say those words, he hasn't even got to that point yet..... He has yet to....))))
And his eyes are closed all the time, he's always asleep. I got up the other night to check, but no, his eyes are closed at night too, how come his paws aren't asleep yet?
Of course he did. He wrote -
Of course he did. >> he wrote.
)))))))
You run the risk of drowning in the fit.
Somehow it seems to me that there is a certain window size that will give a filter with roughly the same coefficients. Here are the three calculations I posted above in the thread - that's the fit. Each filter will be perfect on its own window.
For some reason it seems to me that there is some window size that will give a filter with roughly the same coefficients. Here are the three calculations I posted above in the thread - this is the fit. Each filter will be perfect on its own window.
Do you think this idea has never occurred to anyone before you? Are you a pioneer in this field?
For some reason it seems to me that there is some window size that will give a filter with roughly the same coefficients. Here are the three calculations I posted above in the thread - this is the fit. Each filter will be perfect on its own window.
There are two options, take your word for it or check it yourself, the second is better for me
next is the idea that the window should be dynamic, linked to ..... A lot of variants and wasted time with no result but not without benefit
then the signal will have to be filtered by something, then it will have to be filtered ...
this business takes a lot of time
Do you think that this idea has never occurred to anyone before you? Are you a pioneer in this field?
Author, please.