To follow up - page 42

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What's there to say about him, Yuri. I know one theorem of analysis associated with his name: if the ratio of two quantities is an uncertainty of 0/0 or infinity/infinity type and the limit of this ratio exists and both quantities are differentiable at the limit point, then it is equal to the limit of the ratio of their derivatives at the limit point.

The Lopital in the context of page 7 is just Svinozavr's joke about Candid's"theorem" about the tendency of ZZ slippage to be 1/2. Of course, the conditions of Lopital's theorem are not satisfied there (the limit is more about probability), but why not make a joke :)

 
Man, I'm getting old. I'm losing my bearings. There's something wrong with my sense of humour. I have to see a doctor. :-(
 

It's hard not to lose your bearings in this crazy thread - given that there's far more than one wit here :)

 

Why, it's a good thread, I like it. Even though you're fighting with Nikolai, it's all on point.

The most important thing is that both are right. It's just that each looks at it from his own angle.

And what fun for the people around ... :-)

 

Yurixx писал(а) >>

I wanted to talk about volatility. And about other possible parameters.

Sorento, what did you expect from this thread? Maybe that someone "the smartest" would be giving out white elephants here?

I timidly allow myself to continue the topic of volatility.

You are absolutely right that volatility calculation is closely tied (as Alexey said) to a trader's "horizon". But if we are going to measure it, maybe we should look at its measurement from the perspective of the universal context.

Here avatara's semi-hinting provocations were most likely an attempt to isolate in the behaviour of the CR the physical analogy of inertia, or some smoothness of development - using first the venerable ATR.

I do not rule out that such a characteristic may not be volatility at all.

And the remark about the trend of the mean, when SCR "lies", together with Ideal characters like the "lazy observer" and the "yapping dog" lead me to the idea that

maybe we should forget the classical indicators for a moment and think - what properties in principle characterize the CD in terms of its movement?

Not for nothing is another brainstorming session going on about "protective SL & TP".

For example, maybe we should consider such an indicator - the deviation of the distribution of the residuals from the short wave from the normal distribution...

Something in the spirit of hinting at a change in QC.


 
Yurixx >>:

А что, хорошая ветка, мне нравится. Хоть и сцепились с Николаем, так по делу же.

Самое главное - что оба правы. Просто каждый смотрит под своим углом.

А для окружающих какое веселье ... :-)

Oh yes!, I confirm. Hee-hee! Please continue. Encore! ;)

I saw some familiar letters, so I stopped by. Hello, everyone.

 
Sorento >>:

К примеру, может стоит рассмотреть такой показатель - отклонение распределения остатков от короткой машки от нормального распределения..

You can do that too, of course. Why do you think this is a QC parameter?

Yes, a couple more questions.

1. What is the waving period?

2. What is the sample length for estimating the distribution?

 
Mathemat >>:

Можно и это, конечно. Почему именно это, на Ваш взгляд, можно считать параметром КК?

Да, еще пара вопросов.

1. Какой период машки?

2. Какая длина выборки для оценки распределения?

This is an introduction. The point of it is to discuss the parameter of change in the price, its "jitters" :) if I may say so.

The moving average is the first thing that comes to mind when there is no information about the presence/absence of a trend.

In the same way, you can afford to estimate the deviations of the short wave from the long wave.

If the residuals behave equally well in both cases, I dare to suggest that it is one state, if not, three others arise.

;)

-- in the aftermath:

given the possible biases in the deviations - there will be even more states.

something tells me there are at least nine. :о))

 
Mathemat >>:

В этой сумасшедшей ветке трудно не потерять ориентацию - учитывая, что тут далеко не один остряк :)

Yeah, there's not enough of me yet. :)

I'll just have to make do with cash for now, my car died at home. I read at work, but it's hard to write from here. Unless it's a little bit...

I read the thread. The overall impression is - well, well, not bad for a first foray into the subject of contextualization. // fatherly pat on the shoulders of those present ;)

I have a slightly different approach to the topic from both opponents, but ideologically closer to Candide - ideals ftotop!

// I'm lying here, but only half the time :)

The problem of the choice of phase space coordinates seems somewhat far-fetched.

Who prevents you from generating a lot of different variants, building the space by all of them at once, and then separating the chaff from the wheat by some factor analysis?

I think people just go into a stupor when they start thinking about it. It's understandable, though - the understanding swims from contact with the subject.

And that's the right thing to do. Let it float. When it reaches the sea the problem may shift. :)

 

probably won't float anytime soon... the synthesis of ideas requires formalisation...

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